DMO vs SEPZ

Comparison between Western Asset Mortgage Opportunity Fund Inc (DMO, ETF) and TRUESHARES STRUCTURED OUTCOME (SEPTEMBER) ETF (SEPZ, ETF).

5-Year PerformanceSEPZ has outperformed DMO, delivering a return of +11.2% compared to +4.3%

DMO vs SEPZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DMO(ETF)	SEPZ(ETF)
Net Assets	$130M	$130M
Expense Ratio	N/A	0.80%
Max Drawdown	62.91%	17.07%
Sharpe Ratio	-0.04	1.35
5Y Beta	0.14	0.74
5Y Dividends CAGR	3.16%	N/A

Net Assets

DMO

$130M

SEPZ

$130M

Expense Ratio

DMO

N/A

SEPZ

0.80%

Max Drawdown

DMO

62.91%

Winner

SEPZ

17.07%

Sharpe Ratio

DMO

-0.04

Winner

SEPZ

1.35

5Y Beta

Winner

DMO

0.14

SEPZ

0.74

5Y Dividends CAGR

DMO

3.16%

SEPZ

N/A

DMO vs SEPZ - Historical Returns

Returns include dividend reinvestment.

Period	DMO	SEPZ
1 month	-3.09%	+0.39%
3 months	+1.80%	+9.15%
6 months	+2.78%	+7.06%
1 year	+2.78%	+18.14%
5 years(CAGR)	+4.33%	+11.16%
10 years(CAGR)	+4.31%	N/A
Max(CAGR)	+8.37%	+12.64%

DMO

-3.09%

Winner

SEPZ

+0.39%

DMO

+1.80%

Winner

SEPZ

+9.15%

DMO

+2.78%

Winner

SEPZ

+7.06%

DMO

+2.78%

Winner

SEPZ

+18.14%

5Y(CAGR)

DMO

+4.33%

Winner

SEPZ

+11.16%

10Y(CAGR)

DMO

+4.31%

SEPZ

N/A

Max(CAGR)

DMO

+8.37%

Winner

SEPZ

+12.64%

DMO vs SEPZ - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	DMO	SEPZ
2026	+3.26%	+6.81%
2025	+7.32%	+13.38%
2024	+19.98%	+18.86%
2023	+15.85%	+18.23%
2022	-21.50%	-8.82%
2021	+17.98%	+23.33%
2020	-23.14%	+5.95%
2019	+6.94%	N/A
2018	-1.47%	N/A
2017	+25.91%	N/A
2016	+9.92%	N/A
2015	+13.23%	N/A
2014	+18.82%	N/A
2013	+8.60%	N/A
2012	+39.56%	N/A
2011	-0.97%	N/A
2010	+13.81%	N/A

DMO vs SEPZ Drawdown Comparison

The maximum drawdown for DMO was -49.09%, occurring on Apr 3, 2020. Recovery took 1427 trading sessions.

The maximum drawdown for SEPZ was -15.22%, occurring on Jun 16, 2022. Recovery took 361 trading sessions.

The current DMO drawdown is -4.12%. The current SEPZ drawdown is -2.25%.

Rank	DMO	SEPZ
#1	-49.09% Oct 16, 2019 - Jun 23, 2025	-15.22% Jan 4, 2022 - Jun 13, 2023
#2	-14.52% Jan 24, 2018 - Jun 17, 2019	-14.57% Feb 19, 2025 - Jun 26, 2025
#3	-14.50% Jan 30, 2013 - Feb 21, 2014	-7.57% Sep 2, 2020 - Nov 13, 2020
#4	-13.05% Mar 8, 2011 - Jan 31, 2012	-7.30% Jan 12, 2026 - Apr 15, 2026
#5	-13.04% Oct 18, 2016 - Feb 10, 2017	-7.03% Jul 16, 2024 - Sep 19, 2024
#6	-11.64% Oct 19, 2017 - Jan 5, 2018	-7.02% Jul 31, 2023 - Nov 22, 2023
#7	-8.36% Nov 11, 2025 - May 22, 2026	-4.41% Mar 28, 2024 - May 15, 2024
#8	-8.00% Sep 25, 2015 - Dec 28, 2015	-3.97% Aug 30, 2021 - Oct 21, 2021
#9	-7.97% Jul 17, 2017 - Aug 22, 2017	-3.90% Oct 29, 2025 - Dec 10, 2025
#10	-6.98% Jan 8, 2016 - Feb 4, 2016	-3.90% Jun 1, 2026 - Jun 10, 2026
#11	-6.52% Feb 4, 2016 - Apr 19, 2016	-3.66% Feb 12, 2021 - Mar 11, 2021
#12	-6.16% Dec 5, 2012 - Jan 11, 2013	-3.48% Dec 6, 2024 - Jan 23, 2025
#13	-5.48% May 7, 2010 - Jul 26, 2010	-3.42% May 7, 2021 - Jun 11, 2021
#14	-5.30% Nov 2, 2012 - Nov 28, 2012	-2.94% Nov 24, 2021 - Dec 10, 2021
#15	-5.23% Jun 23, 2015 - Jul 20, 2015	-2.90% Jul 12, 2021 - Jul 23, 2021

Correlation

Correlation between DMO and SEPZ is 0.90 which considered as a strong positive correlation - the stocks tend to move together.

0.90

-101

Dividend Comparison (2010 - 2026)

DMO vs SEPZ dividend yield comparison.

Year	DMO	SEPZ
2026	5.61%	0.00%
2025	14.01%	2.20%
2024	12.92%	3.62%
2023	11.46%	3.55%
2022	11.51%	0.69%
2021	8.88%	0.05%
2020	10.95%	0.00%
2019	9.63%	0.00%
2018	18.93%	0.00%
2017	13.30%	0.00%
2016	13.19%	0.00%
2015	14.09%	0.00%
2014	12.95%	0.00%
2013	15.96%	0.00%
2012	11.89%	0.00%
2011	9.79%	0.00%
2010	5.19%	0.00%