CAIE vs. COSW

Last updated Apr 1, 2026

Compare and contrast key facts about Calamos Autocallable Income ETF (CAIE) and Roundhill COST WeeklyPay ETF (COSW).

CAIE and COSW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CAIE is a passively managed fund by Calamos that tracks the performance of the MerQube US Large Cap Vol Advantage Autocallable Index. It was launched on Jun 25, 2025. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025.

Performance

CAIE vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Autocallable Income ETF (CAIE) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

CAIE vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
CAIE Calamos Autocallable Income ETF	-3.69%	1.67%
COSW Roundhill COST WeeklyPay ETF	17.20%	-10.71%

Returns By Period

In the year-to-date period, CAIE achieves a -3.69% return, which is significantly lower than COSW's 17.20% return.

CAIE

• 1D: 2.42%
• 1M: -4.34%
• YTD: -3.69%
• 6M: -1.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: -0.54%
• 1M: -2.62%
• YTD: 17.20%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAIE vs. COSW - Expense Ratio Comparison

CAIE has a 0.74% expense ratio, which is lower than COSW's 0.99% expense ratio.

COSW

Roundhill COST WeeklyPay ETF

CAIE

Calamos Autocallable Income ETF

Return for Risk

CAIE vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) and Roundhill COST WeeklyPay ETF (COSW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CAIE	COSW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	0.44	+0.74

Correlation

The correlation between CAIE and COSW is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

CAIE vs. COSW - Dividend Comparison

CAIE's dividend yield for the trailing twelve months is around 10.50%, less than COSW's 12.26% yield.

	TTM	2025
CAIE Calamos Autocallable Income ETF	10.50%	7.46%
COSW Roundhill COST WeeklyPay ETF	12.26%	4.96%

Drawdowns

CAIE vs. COSW - Drawdown Comparison

The maximum CAIE drawdown since its inception was -7.73%, smaller than the maximum COSW drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for CAIE and COSW.

Drawdown Indicators

	CAIE	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-7.73%	-12.17%	+4.44%
Current Drawdown Current decline from peak	-5.49%	-3.28%	-2.21%
Average Drawdown Average peak-to-trough decline	-1.12%	-4.05%	+2.93%

Volatility

Volatility by Period

	CAIE	COSW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	12.34%	25.36%	-13.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.34%	25.36%	-13.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.34%	25.36%	-13.02%