CBOL vs. SROI
CBOL (Calamos Laddered Bitcoin 90 Series Structured Alt Protection ETF) and SROI (Calamos Antetokounmpo Global Sustainable Equities ETF) are both exchange-traded funds - CBOL is a Defined Outcome fund actively managed by Calamos, while SROI is a Global Equities fund actively managed by Calamos. Both are actively managed. Their 0.44 correlation means their historical movements had little consistent relationship. CBOL charges 0.79%/yr vs 0.95%/yr for SROI.
Performance
CBOL vs. SROI - Performance Comparison
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Returns By Period
In the year-to-date period, CBOL achieves a -1.78% return, which is significantly lower than SROI's 14.28% return.
CBOL
- 1D
- 0.04%
- 1M
- 0.34%
- 6M
- -0.55%
- YTD
- -1.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SROI
- 1D
- 1.56%
- 1M
- 3.26%
- 6M
- 11.34%
- YTD
- 14.28%
- 1Y
- 21.36%
- 3Y*
- 14.90%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.76K | $29.60K | $17.43K | |
| $12.03K | $13.42K | $18.49K |
CBOL vs. SROI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CBOL Calamos Laddered Bitcoin 90 Series Structured Alt Protection ETF | -1.78% | -2.04% |
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 14.28% | 2.22% |
Correlation
The correlation between CBOL and SROI is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025 | 0.44 |
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Return for Risk
CBOL vs. SROI — Risk / Return Rank
CBOL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SROI
CBOL vs. SROI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Laddered Bitcoin 90 Series Structured Alt Protection ETF (CBOL) and Calamos Antetokounmpo Global Sustainable Equities ETF (SROI). 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.
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.
| CBOL | SROI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.11 | — |
| Martin ratioReturn relative to average drawdown | — | 8.74 | — |
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Drawdowns
CBOL vs. SROI - Drawdown Comparison
The maximum CBOL drawdown since its inception was -5.05%, smaller than the maximum SROI drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for CBOL and SROI.
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Drawdown Indicators
| CBOL | SROI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.05% | -15.38% | +10.33% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.19% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.38% | — |
Current DrawdownCurrent decline from peak | -4.40% | 0.00% | -4.40% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -2.39% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.45% | — |
Volatility
CBOL vs. SROI - Volatility Comparison
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Volatility by Period
| CBOL | SROI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.43% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.33% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 14.61% | -10.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.64% | 14.06% | -10.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.64% | 14.06% | -10.42% |
CBOL vs. SROI - Expense Ratio Comparison
CBOL has a 0.79% expense ratio, which is lower than SROI's 0.95% expense ratio.
Dividends
CBOL vs. SROI - Dividend Comparison
CBOL's dividend yield for the trailing twelve months is around 1.82%, more than SROI's 0.53% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CBOL Calamos Laddered Bitcoin 90 Series Structured Alt Protection ETF | 1.82% | 1.79% | 0.00% | 0.00% |
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 0.53% | 0.60% | 0.68% | 0.94% |
Frequently Asked Questions
CBOL and SROI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBOL is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBOL is cheaper with a 0.79% expense ratio, compared with 0.95% for SROI.
CBOL has the higher dividend yield at 1.82%, compared with 0.53% for SROI.
CBOL is categorized as Defined Outcome, while SROI is Global Equities. Their fees differ too: 0.79% for CBOL and 0.95% for SROI.
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