SROI vs. SPGM
Compare and contrast key facts about Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and SPDR Portfolio MSCI Global Stock Market ETF (SPGM).
SROI and SPGM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SROI is an actively managed fund by Calamos. It was launched on Feb 3, 2023. SPGM is a passively managed fund by State Street that tracks the performance of the MSCI AC World IMI. It was launched on Feb 27, 2012.
Performance
SROI vs. SPGM - Performance Comparison
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SROI vs. SPGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | -1.53% | 16.36% | 9.48% | 9.18% |
SPGM SPDR Portfolio MSCI Global Stock Market ETF | -0.38% | 23.62% | 16.75% | 12.92% |
Returns By Period
In the year-to-date period, SROI achieves a -1.53% return, which is significantly lower than SPGM's -0.38% return.
SROI
- 1D
- 1.01%
- 1M
- -5.15%
- YTD
- -1.53%
- 6M
- -0.24%
- 1Y
- 15.48%
- 3Y*
- 11.02%
- 5Y*
- —
- 10Y*
- —
SPGM
- 1D
- 0.94%
- 1M
- -4.67%
- YTD
- -0.38%
- 6M
- 2.64%
- 1Y
- 24.52%
- 3Y*
- 17.72%
- 5Y*
- 9.90%
- 10Y*
- 11.83%
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SROI vs. SPGM - Expense Ratio Comparison
SROI has a 0.95% expense ratio, which is higher than SPGM's 0.09% expense ratio.
Return for Risk
SROI vs. SPGM — Risk / Return Rank
SROI
SPGM
SROI vs. SPGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and SPDR Portfolio MSCI Global Stock Market ETF (SPGM). 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.
| SROI | SPGM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.41 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.44 | 2.03 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.09 | -0.62 |
Martin ratioReturn relative to average drawdown | 6.17 | 9.76 | -3.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SROI | SPGM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.41 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.61 | +0.16 |
Correlation
The correlation between SROI and SPGM is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SROI vs. SPGM - Dividend Comparison
SROI's dividend yield for the trailing twelve months is around 0.61%, less than SPGM's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 0.61% | 0.60% | 0.68% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGM SPDR Portfolio MSCI Global Stock Market ETF | 1.90% | 1.89% | 1.98% | 2.09% | 2.37% | 1.94% | 1.45% | 2.46% | 1.89% | 2.29% | 1.87% | 3.70% |
Drawdowns
SROI vs. SPGM - Drawdown Comparison
The maximum SROI drawdown since its inception was -15.38%, smaller than the maximum SPGM drawdown of -33.97%. Use the drawdown chart below to compare losses from any high point for SROI and SPGM.
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Drawdown Indicators
| SROI | SPGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -33.97% | +18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -11.96% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.97% | — |
Current DrawdownCurrent decline from peak | -6.39% | -5.72% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -2.49% | -4.85% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.56% | +0.01% |
Volatility
SROI vs. SPGM - Volatility Comparison
Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and SPDR Portfolio MSCI Global Stock Market ETF (SPGM) have volatilities of 6.44% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SROI | SPGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 6.33% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 10.22% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 17.49% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 15.94% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.76% | 17.56% | -3.80% |