SROI vs. CAIE

Last updated Jun 20, 2026

SROI (Calamos Antetokounmpo Global Sustainable Equities ETF) and CAIE (Calamos Autocallable Income ETF) are both exchange-traded funds - SROI is a Global Equities fund actively managed by Calamos, while CAIE is a Derivative Income fund tracking the MerQube US Large Cap Vol Advantage Autocallable Index. SROI is actively managed, while CAIE is passively managed. Their correlation of 0.83 suggests significant overlap in exposure. SROI charges 0.95%/yr vs 0.74%/yr for CAIE.

Performance

SROI vs. CAIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Calamos Autocallable Income ETF (CAIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SROI achieves a 11.28% return, which is significantly higher than CAIE's 7.99% return.

SROI

• 1D: 1.73%
• 1M: 1.95%
• YTD: 11.28%
• 6M: 12.30%
• 1Y: 21.24%
• 3Y*: 13.55%
• 5Y*: —
• 10Y*: —

CAIE

• 1D: 0.41%
• 1M: 0.31%
• YTD: 7.99%
• 6M: 8.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SROI vs. CAIE - Yearly Performance Comparison

	2026 (YTD)	2025
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	11.28%	7.22%
CAIE Calamos Autocallable Income ETF	7.99%	15.12%

Correlation

The correlation between SROI and CAIE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.83

SROI vs. CAIE - Sectors Allocation Comparison

Sectors	SROI	CAIE
Technology	31.4%	-
Industrials	18.5%	-
Financial Services	12.8%	-
Consumer Cyclical	9.1%	-
Communication Services	8.5%	-
Healthcare	7.3%	-
Consumer Defensive	4.9%	-
Basic Materials	4.1%	13.2%
Utilities	2.4%	-
Real Estate	1.0%	-
Energy	0.8%	-

Return for Risk

SROI vs. CAIE — Risk / Return Rank

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

SROI

SROI Risk / Return Rank: 46
SROI Sharpe Ratio Rank: 45
SROI Sortino Ratio Rank: 44
SROI Omega Ratio Rank: 44
SROI Calmar Ratio Rank: 43
SROI Martin Ratio Rank: 54

CAIE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SROI vs. CAIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Calamos Autocallable Income ETF (CAIE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SROI	CAIE	Difference
Sharpe ratio: Return per unit of total volatility	1.52	—	—
Sortino ratio: Return per unit of downside risk	2.18	—	—
Omega ratio: Gain probability vs. loss probability	1.27	—	—
Calmar ratio: Return relative to maximum drawdown	2.09	—	—
Martin ratio: Return relative to average drawdown	8.86	—	—

Drawdowns

SROI vs. CAIE - Drawdown Comparison

The maximum SROI drawdown since its inception was -15.38%, which is greater than CAIE's maximum drawdown of -7.73%. Use the drawdown chart below to compare losses from any high point for SROI and CAIE.

Drawdown Indicators

	SROI	CAIE	Difference
Max Drawdown Largest peak-to-trough decline	-15.38%	-7.73%	-7.65%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.38%	—	—
Current Drawdown Current decline from peak	-0.52%	-1.38%	+0.86%
Average Drawdown Average peak-to-trough decline	-2.41%	-1.08%	-1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	—	—

Volatility

Volatility by Period

	SROI	CAIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.01%	12.05%	+1.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.01%	12.05%	+1.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.01%	12.05%	+1.96%

SROI vs. CAIE - Expense Ratio Comparison

SROI has a 0.95% expense ratio, which is higher than CAIE's 0.74% expense ratio.

Dividends

SROI vs. CAIE - Dividend Comparison

SROI's dividend yield for the trailing twelve months is around 0.54%, less than CAIE's 13.22% yield.

Position	TTM	2025	2024	2023
CAIE Calamos Autocallable Income ETF	13.22%	7.46%	0.00%	0.00%
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	0.54%	0.60%	0.68%	0.94%

Frequently Asked Questions

Can I hold both SROI and CAIE in my portfolio?

SROI and CAIE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SROI or CAIE?

On fees, CAIE is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SROI or CAIE?

CAIE is cheaper with a 0.74% expense ratio, compared with 0.95% for SROI.

Which ETF pays a higher dividend yield, SROI or CAIE?

CAIE has the higher dividend yield at 13.22%, compared with 0.54% for SROI.

What is the main difference between SROI and CAIE?

SROI is categorized as Global Equities, while CAIE is Derivative Income. Their fees differ too: 0.95% for SROI and 0.74% for CAIE.