PortfoliosLab logoPortfoliosLab logo
CCD vs. TLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCD vs. TLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Dynamic Convertible and Income Fund (CCD) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


CCD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

TLTW

1D
0.03%
1M
0.22%
YTD
1.44%
6M
0.24%
1Y
10.61%
3Y*
0.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CCD vs. TLTW — Risk / Return Rank

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

CCD

TLTW
TLTW Risk / Return Rank: 3636
Overall Rank
TLTW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 3838
Sortino Ratio Rank
TLTW Omega Ratio Rank: 3737
Omega Ratio Rank
TLTW Calmar Ratio Rank: 3434
Calmar Ratio Rank
TLTW Martin Ratio Rank: 3434
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.

CCD vs. TLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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.

CCD vs. TLTW - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


CCDTLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

Drawdowns

CCD vs. TLTW - Drawdown Comparison


Loading charts...

Drawdown Indicators


CCDTLTWDifference

Max Drawdown

Largest peak-to-trough decline

-18.61%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-17.19%

Current Drawdown

Current decline from peak

-2.98%

Average Drawdown

Average peak-to-trough decline

-8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

Volatility

CCD vs. TLTW - Volatility Comparison


Loading charts...

Volatility by Period


CCDTLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

Volatility (6M)

Calculated over the trailing 6-month period

5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

7.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.40%

Dividends

CCD vs. TLTW - Dividend Comparison

CCD has not paid dividends to shareholders, while TLTW's dividend yield for the trailing twelve months is around 13.63%.


PositionTTM2025202420232022
CCD
Calamos Dynamic Convertible and Income Fund
0.00%0.00%0.00%0.00%0.00%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
11.73%14.82%14.47%19.59%8.71%
Portfolio Optimizer

Find the right allocation for CCD and TLTW

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