- ISIN
- US12811T2096
- Issuer
- Calamos
- Inception Date
- Feb 3, 2023
- Region
- Global (Broad)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $18M
Share Price Chart
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Performance
SROI Performance Chart
Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) is up 11.3% since the beginning of the year. SROI is currently trading at $37 per share.
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Returns By Period
Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) has returned 11.28% so far this year and 21.24% over the past 12 months.
Calamos Antetokounmpo Global Sustainable Equities ETF
- 1D
- 1.73%
- 1M
- 1.95%
- YTD
- 11.28%
- 6M
- 12.30%
- 1Y
- 21.24%
- 3Y*
- 13.55%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.17%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.06%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
SROI Monthly Returns History
Based on dividend-adjusted daily data since Feb 6, 2023, SROI's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +10.1%, while the worst month was Mar 2026 at -7.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SROI closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -5.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.79% | 2.00% | -7.03% | 10.06% | 3.75% | -0.03% | 11.28% | ||||||
| 2025 | 2.76% | -0.44% | -3.35% | 1.95% | 5.72% | 3.27% | -0.80% | 1.39% | 2.93% | 1.88% | 0.10% | 0.13% | 16.36% |
| 2024 | -0.96% | 4.21% | 2.36% | -3.41% | 4.73% | 1.56% | 1.14% | 2.88% | 1.55% | -3.15% | 1.39% | -2.79% | 9.48% |
| 2023 | -2.83% | 2.89% | 1.66% | -1.44% | 5.10% | 2.63% | -4.00% | -6.04% | -2.93% | 8.98% | 5.78% | 9.06% |
Benchmark Metrics
Calamos Antetokounmpo Global Sustainable Equities ETF has an annualized alpha of -2.08%, beta of 0.87, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since February 06, 2023.
- This ETF participated in 89.54% of S&P 500 Index downside but only 76.20% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.08% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.87 and R2 of 0.85, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -2.08%
- Beta
- 0.87
- R²
- 0.85
- Upside Capture
- 76.20%
- Downside Capture
- 89.54%
Expense Ratio
SROI has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SROI ranks 46 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SROI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.66 | -0.56 |
| Martin ratioReturn relative to average drawdown | 8.86 | 11.86 | -3.00 |
Dividends
Dividend History
Calamos Antetokounmpo Global Sustainable Equities ETF provided a 0.54% dividend yield over the last twelve months, with an annual payout of $0.20 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.20 | $0.20 | $0.20 | $0.25 |
Dividend yield | 0.54% | 0.60% | 0.68% | 0.94% |
Monthly Dividends
The table displays the monthly dividend distributions for Calamos Antetokounmpo Global Sustainable Equities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2023 | $0.25 | $0.25 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Calamos Antetokounmpo Global Sustainable Equities ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calamos Antetokounmpo Global Sustainable Equities ETF was 15.38%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.
The current Calamos Antetokounmpo Global Sustainable Equities ETF drawdown is 0.52%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -15.38%Apr 2025 | 6mo 13d | 1mo 7d | 7mo 20dSep 2024 - May 2025 |
2023 correction2023 | -13.89%Oct 2023 | 2mo 27d | 1mo 26d | 4mo 23dAug 2023 - Dec 2023 |
2026 correction2026 | -10.19%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2024 pullback2024 | -7.81%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 |
2023 pullback2023 | -6.61%Mar 2023 | 1mo 5d | 29d | 2mo 4dFeb 2023 - Apr 2023 |
Drawdown Indicators
| SROI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -56.78% | +41.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -9.10% | -1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.38% | -18.90% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.52% | -2.49% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -10.72% | +8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.03% | +0.37% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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