CPSM vs. PHDG

In the year-to-date period, CPSM achieves a 3.37% return, which is significantly higher than PHDG's -7.42% return.

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CPSM has a 0.69% expense ratio, which is higher than PHDG's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) and Invesco S&P 500® Downside Hedged ETF (PHDG). 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.

The current CPSM Sharpe Ratio is 1.22, which is higher than the PHDG Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of CPSM and PHDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CPSM has not paid dividends to shareholders, while PHDG's dividend yield for the trailing twelve months is around 2.08%.

The maximum CPSM drawdown since its inception was -5.19%, smaller than the maximum PHDG drawdown of -17.91%. Use the drawdown chart below to compare losses from any high point for CPSM and PHDG.

The current volatility for Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) is 0.56%, while Invesco S&P 500® Downside Hedged ETF (PHDG) has a volatility of 3.27%. This indicates that CPSM experiences smaller price fluctuations and is considered to be less risky than PHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.