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CBTL vs. PQAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBTL vs. PQAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Laddered Bitcoin Structured Alt Protection ETF (CBTL) and PGIM Nasdaq-100 Buffer 12 ETF - April (PQAP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBTL achieves a -14.75% return, which is significantly lower than PQAP's 12.09% return.


CBTL

1D
-0.65%
1M
-6.10%
YTD
-14.75%
6M
-18.34%
1Y
3Y*
5Y*
10Y*

PQAP

1D
-0.12%
1M
2.44%
YTD
12.09%
6M
13.01%
1Y
21.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBTL vs. PQAP - Yearly Performance Comparison


Correlation

The correlation between CBTL and PQAP is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.48

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Return for Risk

CBTL vs. PQAP — Risk / Return Rank

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

CBTL

PQAP
PQAP Risk / Return Rank: 9898
Overall Rank
PQAP Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PQAP Sortino Ratio Rank: 9898
Sortino Ratio Rank
PQAP Omega Ratio Rank: 9898
Omega Ratio Rank
PQAP Calmar Ratio Rank: 9898
Calmar Ratio Rank
PQAP Martin Ratio Rank: 9898
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.

CBTL vs. PQAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Laddered Bitcoin Structured Alt Protection ETF (CBTL) and PGIM Nasdaq-100 Buffer 12 ETF - April (PQAP). 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.

CBTL vs. PQAP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CBTLPQAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.76

1.76

-3.52

Drawdowns

CBTL vs. PQAP - Drawdown Comparison

The maximum CBTL drawdown since its inception was -27.80%, which is greater than PQAP's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for CBTL and PQAP.


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Drawdown Indicators


CBTLPQAPDifference

Max Drawdown

Largest peak-to-trough decline

-27.80%

-10.79%

-17.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

Current Drawdown

Current decline from peak

-27.80%

-0.12%

-27.68%

Average Drawdown

Average peak-to-trough decline

-18.27%

-0.60%

-17.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

CBTL vs. PQAP - Volatility Comparison


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Volatility by Period


CBTLPQAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.41%

4.45%

+17.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.41%

11.03%

+11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.41%

11.03%

+11.38%

CBTL vs. PQAP - Expense Ratio Comparison

CBTL has a 0.79% expense ratio, which is higher than PQAP's 0.50% expense ratio.


Dividends

CBTL vs. PQAP - Dividend Comparison

CBTL's dividend yield for the trailing twelve months is around 1.15%, more than PQAP's 0.02% yield.


Frequently Asked Questions


CBTL and PQAP have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PQAP is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PQAP is cheaper with a 0.50% expense ratio, compared with 0.79% for CBTL.

CBTL has the higher dividend yield at 1.15%, compared with 0.02% for PQAP.

They also come from different issuers: Calamos and PGIM. Their fees differ too: 0.79% for CBTL and 0.50% for PQAP.

Portfolio Optimizer

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