CAOS vs. SPY

In the year-to-date period, CAOS achieves a 1.01% return, which is significantly lower than SPY's 1.69% return.

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CAOS has a 0.63% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Tail Risk ETF (CAOS) and SPDR S&P 500 ETF (SPY). 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.

The current CAOS Sharpe Ratio is 0.92, which is higher than the SPY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of CAOS and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CAOS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.

The maximum CAOS drawdown since its inception was -3.60%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CAOS and SPY. For additional features, visit the drawdowns tool.

The current volatility for Alpha Architect Tail Risk ETF (CAOS) is 0.75%, while SPDR S&P 500 ETF (SPY) has a volatility of 5.51%. This indicates that CAOS experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.