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WSGE vs. CAOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSGE vs. CAOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Warren Street Global Equity ETF (WSGE) and Alpha Architect Tail Risk ETF (CAOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WSGE achieves a 11.90% return, which is significantly higher than CAOS's 0.76% return.


WSGE

1D
0.16%
1M
0.07%
6M
8.66%
YTD
11.90%
1Y
3Y*
5Y*
10Y*
ALL TIME*

CAOS

1D
-0.06%
1M
-0.01%
6M
0.16%
YTD
0.76%
1Y
1.73%
3Y*
3.48%
5Y*
10Y*
ALL TIME*
4.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.81M$5.39M$5.09M
$11.25K$8.63K$43.18K

WSGE vs. CAOS - Yearly Performance Comparison


2026 (YTD)2025
WSGE
Warren Street Global Equity ETF
11.90%0.11%
CAOS
Alpha Architect Tail Risk ETF
0.76%-0.16%

Correlation

The correlation between WSGE and CAOS is -0.43, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 9, 2025

-0.43

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Return for Risk

WSGE vs. CAOS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WSGE

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


CAOS
CAOS Risk / Return Rank: 5656
Overall Rank
CAOS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CAOS Sortino Ratio Rank: 5555
Sortino Ratio Rank
CAOS Omega Ratio Rank: 5454
Omega Ratio Rank
CAOS Calmar Ratio Rank: 7272
Calmar Ratio Rank
CAOS Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WSGE vs. CAOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Warren Street Global Equity ETF (WSGE) and Alpha Architect Tail Risk ETF (CAOS). 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.


WSGECAOSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.47

Martin ratioReturn relative to average drawdown

5.45

WSGE vs. CAOS - Sharpe Ratio Comparison


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Drawdowns

WSGE vs. CAOS - Drawdown Comparison

The maximum WSGE drawdown since its inception was -9.25%, which is greater than CAOS's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for WSGE and CAOS.


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Drawdown Indicators


WSGECAOSDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-3.89%

-5.36%

Max Drawdown (1Y)

Largest decline over 1 year

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-3.60%

Current Drawdown

Current decline from peak

-1.00%

-1.13%

+0.13%

Average Drawdown

Average peak-to-trough decline

-1.59%

-0.92%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

Volatility

WSGE vs. CAOS - Volatility Comparison


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Volatility by Period


WSGECAOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

1.57%

+13.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

4.18%

+11.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

4.18%

+11.12%

WSGE vs. CAOS - Expense Ratio Comparison

WSGE has a 0.80% expense ratio, which is higher than CAOS's 0.63% expense ratio.


Dividends

WSGE vs. CAOS - Dividend Comparison

WSGE's dividend yield for the trailing twelve months is around 0.24%, while CAOS has not paid dividends to shareholders.


PositionTTM2025
CAOS
Alpha Architect Tail Risk ETF
0.00%0.00%
WSGE
Warren Street Global Equity ETF
0.24%0.27%

Frequently Asked Questions


WSGE and CAOS have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CAOS is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CAOS is cheaper with a 0.63% expense ratio, compared with 0.80% for WSGE.

WSGE has the higher dividend yield at 0.24%, compared with 0.00% for CAOS.

WSGE is categorized as Global Equities, while CAOS is Options Trading. Their fees differ too: 0.80% for WSGE and 0.63% for CAOS.

Portfolio Optimizer

Find the right allocation for WSGE and CAOS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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