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CBXJ vs. DAPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBXJ vs. DAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Bitcoin 90 Series Structured Alt Protection ETF - January (CBXJ) and VanEck Digital Transformation ETF (DAPP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBXJ achieves a -10.13% return, which is significantly lower than DAPP's 33.03% return.


CBXJ

1D
-0.69%
1M
-6.42%
YTD
-10.13%
6M
-15.21%
1Y
-20.48%
3Y*
5Y*
10Y*

DAPP

1D
-2.57%
1M
10.45%
YTD
33.03%
6M
15.86%
1Y
55.85%
3Y*
57.26%
5Y*
-0.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBXJ vs. DAPP - Yearly Performance Comparison


Correlation

The correlation between CBXJ and DAPP is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2025

0.67

The correlation between CBXJ and DAPP has been stable across timeframes, ranging from 0.67 to 0.67 - a consistent structural relationship.

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Return for Risk

CBXJ vs. DAPP — Risk / Return Rank

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

CBXJ
CBXJ Risk / Return Rank: 22
Overall Rank
CBXJ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CBXJ Sortino Ratio Rank: 11
Sortino Ratio Rank
CBXJ Omega Ratio Rank: 11
Omega Ratio Rank
CBXJ Calmar Ratio Rank: 33
Calmar Ratio Rank
CBXJ Martin Ratio Rank: 33
Martin Ratio Rank

DAPP
DAPP Risk / Return Rank: 2525
Overall Rank
DAPP Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DAPP Sortino Ratio Rank: 2828
Sortino Ratio Rank
DAPP Omega Ratio Rank: 2626
Omega Ratio Rank
DAPP Calmar Ratio Rank: 2424
Calmar Ratio Rank
DAPP Martin Ratio Rank: 2020
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.

CBXJ vs. DAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Bitcoin 90 Series Structured Alt Protection ETF - January (CBXJ) and VanEck Digital Transformation ETF (DAPP). 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.


CBXJDAPPDifference
Sharpe ratioReturn per unit of total volatility

-2.06

Sortino ratioReturn per unit of downside risk

-3.11

Omega ratioGain probability vs. loss probability

0.82

1.18

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.73

1.16

-1.90

Martin ratioReturn relative to average drawdown

-1.20

2.28

-3.48

CBXJ vs. DAPP - Sharpe Ratio Comparison

The current CBXJ Sharpe Ratio is -1.15, which is lower than the DAPP Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CBXJ and DAPP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CBXJDAPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.15

0.91

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

-0.07

-0.71

Drawdowns

CBXJ vs. DAPP - Drawdown Comparison

The maximum CBXJ drawdown since its inception was -28.02%, smaller than the maximum DAPP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for CBXJ and DAPP.


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Drawdown Indicators


CBXJDAPPDifference

Max Drawdown

Largest peak-to-trough decline

-28.02%

-91.90%

+63.88%

Max Drawdown (1Y)

Largest decline over 1 year

-28.02%

-48.21%

+20.19%

Max Drawdown (3Y)

Largest decline over 3 years

-58.88%

Max Drawdown (5Y)

Largest decline over 5 years

-91.90%

Current Drawdown

Current decline from peak

-28.02%

-27.06%

-0.96%

Average Drawdown

Average peak-to-trough decline

-10.68%

-57.42%

+46.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.11%

24.56%

-7.45%

Volatility

CBXJ vs. DAPP - Volatility Comparison

The current volatility for Calamos Bitcoin 90 Series Structured Alt Protection ETF - January (CBXJ) is 2.90%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 15.49%. This indicates that CBXJ experiences smaller price fluctuations and is considered to be less risky than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBXJDAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

15.49%

-12.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

46.31%

-34.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

61.71%

-43.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

72.90%

-56.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

72.64%

-55.93%

CBXJ vs. DAPP - Expense Ratio Comparison

CBXJ has a 0.69% expense ratio, which is higher than DAPP's 0.50% expense ratio.


Dividends

CBXJ vs. DAPP - Dividend Comparison

CBXJ's dividend yield for the trailing twelve months is around 2.19%, while DAPP has not paid dividends to shareholders.


PositionTTM20252024202320222021
CBXJ
Calamos Bitcoin 90 Series Structured Alt Protection ETF - January
2.19%1.97%0.00%0.00%0.00%0.00%
DAPP
VanEck Digital Transformation ETF
0.00%0.00%4.04%0.00%0.00%10.13%

Frequently Asked Questions


CBXJ and DAPP have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAPP has higher volatility (15.49%) compared to CBXJ (2.90%). In terms of maximum drawdown, CBXJ dropped -28.02% vs DAPP's -91.90%.

On 1-year performance, DAPP leads with 55.85% vs -20.48% for CBXJ. On fees, DAPP is cheaper at 0.50% per year. On volatility, CBXJ has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DAPP has performed better with a 55.85% return vs -20.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DAPP is cheaper with a 0.50% expense ratio, compared with 0.69% for CBXJ.

CBXJ has the higher dividend yield at 2.19%, compared with 0.00% for DAPP.

CBXJ is categorized as Blockchain, while DAPP is Technology Equities. They also come from different issuers: Calamos and VanEck. Their fees differ too: 0.69% for CBXJ and 0.50% for DAPP.

DAPP currently has the higher Sharpe Ratio (0.91 vs -1.15), 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.

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