PortfoliosLab logoPortfoliosLab logo
CBTA vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBTA vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Bitcoin 80 Series Structured Alt Protection ETF - April (CBTA) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CBTA achieves a -25.50% return, which is significantly lower than USFR's 1.82% return.


CBTA

1D
-1.88%
1M
-9.31%
YTD
-25.50%
6M
-28.82%
1Y
-30.02%
3Y*
5Y*
10Y*

USFR

1D
0.04%
1M
0.33%
YTD
1.82%
6M
1.92%
1Y
3.99%
3Y*
4.74%
5Y*
3.71%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBTA vs. USFR - Yearly Performance Comparison


Correlation

The correlation between CBTA and USFR is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2025

-0.08

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CBTA vs. USFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBTA
CBTA Risk / Return Rank: 22
Overall Rank
CBTA Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CBTA Sortino Ratio Rank: 22
Sortino Ratio Rank
CBTA Omega Ratio Rank: 11
Omega Ratio Rank
CBTA Calmar Ratio Rank: 22
Calmar Ratio Rank
CBTA Martin Ratio Rank: 22
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CBTA vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Bitcoin 80 Series Structured Alt Protection ETF - April (CBTA) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


CBTAUSFRDifference
Sharpe ratioReturn per unit of total volatility

-15.70

Sortino ratioReturn per unit of downside risk

-51.55

Omega ratioGain probability vs. loss probability

0.83

13.31

-12.48

Calmar ratioReturn relative to maximum drawdown

-0.77

201.33

-202.11

Martin ratioReturn relative to average drawdown

-1.38

779.76

-781.15

CBTA vs. USFR - Sharpe Ratio Comparison

The current CBTA Sharpe Ratio is -1.03, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of CBTA and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CBTA vs. USFR - Drawdown Comparison

The maximum CBTA drawdown since its inception was -38.87%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for CBTA and USFR.


Loading charts...

Drawdown Indicators


CBTAUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-38.87%

-1.36%

-37.51%

Max Drawdown (1Y)

Largest decline over 1 year

-38.87%

-0.02%

-38.85%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-37.79%

0.00%

-37.79%

Average Drawdown

Average peak-to-trough decline

-13.99%

-0.15%

-13.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.73%

0.01%

+21.72%

Volatility

CBTA vs. USFR - Volatility Comparison

Calamos Bitcoin 80 Series Structured Alt Protection ETF - April (CBTA) has a higher volatility of 6.69% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that CBTA's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CBTAUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

0.09%

+6.60%

Volatility (6M)

Calculated over the trailing 6-month period

24.14%

0.19%

+23.95%

Volatility (1Y)

Calculated over the trailing 1-year period

29.24%

0.27%

+28.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.51%

0.40%

+27.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.51%

0.78%

+26.73%

CBTA vs. USFR - Expense Ratio Comparison

CBTA has a 0.69% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

CBTA vs. USFR - Dividend Comparison

CBTA's dividend yield for the trailing twelve months is around 1.20%, less than USFR's 3.90% yield.


PositionTTM2025202420232022202120202019201820172016
CBTA
Calamos Bitcoin 80 Series Structured Alt Protection ETF - April
1.20%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Floating Rate Treasury Fund
3.90%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


CBTA and USFR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBTA has higher volatility (6.69%) compared to USFR (0.09%). In terms of maximum drawdown, CBTA dropped -38.87% vs USFR's -1.36%.

On 1-year performance, USFR leads with 3.99% vs -30.02% for CBTA. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USFR has performed better with a 3.99% return vs -30.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.69% for CBTA.

USFR has the higher dividend yield at 3.90%, compared with 1.20% for CBTA.

CBTA is categorized as Defined Outcome, while USFR is Government Bonds. CBTA tracks CBOE Bitcoin US ETF Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Calamos and WisdomTree. Their fees differ too: 0.69% for CBTA and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.67 vs -1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CBTA and USFR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer