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Calamos Tax-Aware Collateral ETF (CBOX) Sharpe Ratio

ETF · Currency in USD · Last updated Aug 1, 2026

The Calamos Tax-Aware Collateral ETF is an actively managed fund that seeks capital appreciation by investing in FLEX options box spreads, principally on the SPDR S&P 500 ETF Trust (SPY). A box spread is a combination of options positions whose payoff is fixed at expiration, allowing the fund to lock in a return similar to short-term Treasury bills. Because gains accrue through the appreciation of the option positions rather than as interest income, the fund is designed as a tax-efficient alternative for cash management and collateral optimization.

Sharpe ratio is not yet available for CBOX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Calamos Tax-Aware Collateral ETF's Sharpe Ratio with other ETFs in the Options Trading category across multiple time periods, showing how CBOX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LAPRInnovator Premium Income 15 Buffer ETF - April5.03
APRJInnovator Premium Income 30 Barrier ETF - April4.14
APRWAllianzIM U.S. Large Cap Buffer20 Apr ETF3.98
XIMRFT Vest U.S. Equity Buffer & Premium Income ETF - March3.79
XMARFT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March3.70
PBAPPGIM US Large-Cap Buffer 20 ETF - April3.44
DMARFT Cboe Vest U.S. Equity Deep Buffer ETF - March3.37
GMARFT Cboe Vest U.S. Equity Moderate Buffer ETF - March3.33
JULJInnovator Premium Income 30 Barrier ETF - July3.24
AAPRInnovator Equity Defined Protection ETF - 2 Yr To April 20263.12
CBOXCalamos Tax-Aware Collateral ETF—
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Historical Sharpe Ratio

The chart shows CBOX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CBOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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