SEPZ vs DMO

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

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

SEPZ vs DMO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

SEPZ

$130M

DMO

$130M

Expense Ratio

SEPZ

0.80%

DMO

N/A

Max Drawdown

Winner

SEPZ

17.07%

DMO

62.91%

Sharpe Ratio

Winner

SEPZ

1.35

DMO

-0.04

5Y Beta

SEPZ

0.74

Winner

DMO

0.14

5Y Dividends CAGR

SEPZ

N/A

DMO

3.16%

SEPZ vs DMO - Historical Returns

Returns include dividend reinvestment.

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

Winner

SEPZ

+0.39%

DMO

-3.09%

Winner

SEPZ

+9.15%

DMO

+1.80%

Winner

SEPZ

+7.06%

DMO

+2.78%

Winner

SEPZ

+18.14%

DMO

+2.78%

5Y(CAGR)

Winner

SEPZ

+11.16%

DMO

+4.33%

10Y(CAGR)

SEPZ

N/A

DMO

+4.31%

Max(CAGR)

Winner

SEPZ

+12.64%

DMO

+8.37%

SEPZ vs DMO - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

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

SEPZ vs DMO Drawdown Comparison

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

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

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

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

Correlation

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

0.90

-101

Dividend Comparison (2010 - 2026)

SEPZ vs DMO dividend yield comparison.

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