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CBXJ vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBXJ vs. USFR - 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 WisdomTree Floating Rate Treasury Fund (USFR). 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 USFR's 1.60% return.


CBXJ

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

USFR

1D
0.02%
1M
0.29%
YTD
1.60%
6M
1.98%
1Y
4.03%
3Y*
4.76%
5Y*
3.66%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBXJ vs. USFR - Yearly Performance Comparison


Correlation

The correlation between CBXJ and USFR is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

-0.05

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Return for Risk

CBXJ vs. USFR — 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

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.

CBXJ vs. USFR - 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 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.


CBXJUSFRDifference
Sharpe ratioReturn per unit of total volatility

-16.26

Sortino ratioReturn per unit of downside risk

-52.21

Omega ratioGain probability vs. loss probability

0.82

13.43

-12.61

Calmar ratioReturn relative to maximum drawdown

-0.73

203.42

-204.15

Martin ratioReturn relative to average drawdown

-1.20

787.84

-789.04

CBXJ vs. USFR - Sharpe Ratio Comparison

The current CBXJ Sharpe Ratio is -1.15, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of CBXJ 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.


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Sharpe Ratios by Period


CBXJUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.15

15.11

-16.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

1.60

-2.39

Drawdowns

CBXJ vs. USFR - Drawdown Comparison

The maximum CBXJ drawdown since its inception was -28.02%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for CBXJ and USFR.


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Drawdown Indicators


CBXJUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-28.02%

-1.36%

-26.66%

Max Drawdown (1Y)

Largest decline over 1 year

-28.02%

-0.02%

-28.00%

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

-28.02%

0.00%

-28.02%

Average Drawdown

Average peak-to-trough decline

-10.68%

-0.16%

-10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.11%

0.01%

+17.10%

Volatility

CBXJ vs. USFR - Volatility Comparison

Calamos Bitcoin 90 Series Structured Alt Protection ETF - January (CBXJ) has a higher volatility of 2.90% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that CBXJ'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.


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Volatility by Period


CBXJUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

0.06%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

0.18%

+12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

0.27%

+17.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

0.40%

+16.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

0.81%

+15.90%

CBXJ vs. USFR - Expense Ratio Comparison

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


Dividends

CBXJ vs. USFR - Dividend Comparison

CBXJ's dividend yield for the trailing twelve months is around 2.19%, less than USFR's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
CBXJ
Calamos Bitcoin 90 Series Structured Alt Protection ETF - January
2.19%1.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


CBXJ and USFR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBXJ has higher volatility (2.90%) compared to USFR (0.06%). In terms of maximum drawdown, CBXJ dropped -28.02% vs USFR's -1.36%.

On 1-year performance, USFR leads with 4.03% vs -20.48% for CBXJ. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. 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 4.03% return vs -20.48%. 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 CBXJ.

USFR has the higher dividend yield at 3.91%, compared with 2.19% for CBXJ.

CBXJ is categorized as Blockchain, while USFR is Government Bonds. They also come from different issuers: Calamos and WisdomTree. Their fees differ too: 0.69% for CBXJ and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (15.11 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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