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CCEF vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCEF vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos CEF Income & Arbitrage ETF (CCEF) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CCEF is traded in USD, while ISPA.DE is traded in EUR. To make them comparable, the ISPA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CCEF achieves a 6.10% return, which is significantly lower than ISPA.DE's 12.18% return.


CCEF

1D
0.36%
1M
1.30%
YTD
6.10%
6M
7.04%
1Y
16.03%
3Y*
5Y*
10Y*

ISPA.DE

1D
0.61%
1M
1.82%
YTD
12.18%
6M
15.16%
1Y
31.76%
3Y*
21.88%
5Y*
9.97%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCEF vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)20252024
CCEF
Calamos CEF Income & Arbitrage ETF
6.10%13.47%18.80%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
12.18%35.16%9.08%

Correlation

The correlation between CCEF and ISPA.DE is 0.58, 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

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2024

0.52

The correlation between CCEF and ISPA.DE has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.

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Return for Risk

CCEF vs. ISPA.DE — Risk / Return Rank

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

CCEF
CCEF Risk / Return Rank: 5757
Overall Rank
CCEF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CCEF Sortino Ratio Rank: 6161
Sortino Ratio Rank
CCEF Omega Ratio Rank: 6565
Omega Ratio Rank
CCEF Calmar Ratio Rank: 4242
Calmar Ratio Rank
CCEF Martin Ratio Rank: 5353
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
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.

CCEF vs. ISPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos CEF Income & Arbitrage ETF (CCEF) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). 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.


CCEFISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.38

1.53

-0.15

Calmar ratioReturn relative to maximum drawdown

2.08

5.88

-3.81

Martin ratioReturn relative to average drawdown

9.04

20.03

-11.00

CCEF vs. ISPA.DE - Sharpe Ratio Comparison

The current CCEF Sharpe Ratio is 2.03, which is lower than the ISPA.DE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of CCEF and ISPA.DE, 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


CCEFISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

3.02

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

0.52

+1.00

Drawdowns

CCEF vs. ISPA.DE - Drawdown Comparison

The maximum CCEF drawdown since its inception was -13.25%, smaller than the maximum ISPA.DE drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for CCEF and ISPA.DE.


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Drawdown Indicators


CCEFISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.25%

-40.28%

+27.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-5.38%

-2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

Max Drawdown (10Y)

Largest decline over 10 years

-40.28%

Current Drawdown

Current decline from peak

-0.29%

-1.35%

+1.06%

Average Drawdown

Average peak-to-trough decline

-1.35%

-5.77%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.58%

+0.20%

Volatility

CCEF vs. ISPA.DE - Volatility Comparison

The current volatility for Calamos CEF Income & Arbitrage ETF (CCEF) is 2.28%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 3.09%. This indicates that CCEF experiences smaller price fluctuations and is considered to be less risky than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCEFISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

3.09%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

7.98%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

7.95%

10.48%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.77%

14.43%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.77%

16.27%

-5.50%

CCEF vs. ISPA.DE - Expense Ratio Comparison

CCEF has a 2.74% expense ratio, which is higher than ISPA.DE's 0.46% expense ratio.


Dividends

CCEF vs. ISPA.DE - Dividend Comparison

CCEF's dividend yield for the trailing twelve months is around 7.96%, more than ISPA.DE's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
CCEF
Calamos CEF Income & Arbitrage ETF
7.96%8.08%6.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.75%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%

Frequently Asked Questions


CCEF and ISPA.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISPA.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISPA.DE is cheaper with a 0.46% expense ratio, compared with 2.74% for CCEF.

CCEF is categorized as Dividend, while ISPA.DE is Global Equities. They also come from different issuers: Calamos and iShares. Their fees differ too: 2.74% for CCEF and 0.46% for ISPA.DE.

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