AUSF vs CAIE

Comparison between GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF) and CALAMOS AUTOCALLABLE INCOME ETF (CAIE, ETF).

AUSF vs CAIE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AUSF(ETF)	CAIE(ETF)
Net Assets	$872M	$872M
Expense Ratio	0.27%	0.74%
Max Drawdown	44.35%	11.17%
Sharpe Ratio	1.21	1.61
5Y Beta	0.56	0.93
P/E Ratio	17.16	N/A
Forward P/E	13.56	N/A
PEG Ratio	0.26	N/A
5Y Dividends CAGR	17.97%	N/A
5Y EPS CAGR	11.40%	N/A
Debt to Equity	6.94%	N/A
P/S Ratio	1.28	N/A
P/B Ratio	2.04	N/A

Net Assets

Winner

AUSF

$872M

CAIE

$872M

Expense Ratio

Winner

AUSF

0.27%

CAIE

0.74%

Max Drawdown

AUSF

44.35%

Winner

CAIE

11.17%

Sharpe Ratio

AUSF

1.21

Winner

CAIE

1.61

5Y Beta

Winner

AUSF

0.56

CAIE

0.93

P/E Ratio

AUSF

17.16

CAIE

N/A

Forward P/E

AUSF

13.56

CAIE

N/A

PEG Ratio

AUSF

0.26

CAIE

N/A

5Y Dividends CAGR

AUSF

17.97%

CAIE

N/A

5Y EPS CAGR

AUSF

11.40%

CAIE

N/A

Debt to Equity

AUSF

6.94%

CAIE

N/A

P/S Ratio

AUSF

1.28

CAIE

N/A

P/B Ratio

AUSF

2.04

CAIE

N/A

AUSF vs CAIE - Historical Returns

Returns include dividend reinvestment.

Period	AUSF	CAIE
1 month	+0.90%	+1.20%
3 months	+0.24%	+7.57%
6 months	+8.32%	+7.11%
1 year	+17.00%	+23.38%
5 years(CAGR)	+12.88%	N/A
Max(CAGR)	+12.37%	+24.91%

AUSF

+0.90%

Winner

CAIE

+1.20%

AUSF

+0.24%

Winner

CAIE

+7.57%

Winner

AUSF

+8.32%

CAIE

+7.11%

AUSF

+17.00%

Winner

CAIE

+23.38%

5Y(CAGR)

AUSF

+12.88%

CAIE

N/A

Max(CAGR)

AUSF

+12.37%

Winner

CAIE

+24.91%

AUSF vs CAIE - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	AUSF	CAIE
2026	+6.96%	+7.07%
2025	+13.90%	+15.19%
2024	+16.77%	N/A
2023	+23.21%	N/A
2022	+0.29%	N/A
2021	+28.98%	N/A
2020	+1.41%	N/A
2019	+23.62%	N/A
2018	-10.79%	N/A

AUSF vs CAIE Drawdown Comparison

The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The maximum drawdown for CAIE was -7.73%, occurring on Mar 30, 2026. Recovery took 64 trading sessions.

The current AUSF drawdown is -1.43%. The current CAIE drawdown is -2.18%.

Rank	AUSF	CAIE
#1	-44.25% Feb 13, 2020 - Jan 6, 2021	-7.73% Jan 9, 2026 - Apr 14, 2026
#2	-15.59% Sep 21, 2018 - Apr 26, 2019	-3.25% Jul 25, 2025 - Aug 12, 2025
#3	-14.24% Apr 20, 2022 - Nov 22, 2022	-3.21% Oct 9, 2025 - Oct 27, 2025
#4	-12.28% Nov 27, 2024 - Jun 27, 2025	-2.94% Oct 29, 2025 - Nov 28, 2025
#5	-9.83% Dec 2, 2022 - Jul 3, 2023	-2.57% Dec 11, 2025 - Dec 23, 2025
#6	-7.13% Aug 30, 2023 - Nov 10, 2023	-2.40% Aug 13, 2025 - Aug 26, 2025
#7	-6.75% Dec 29, 2021 - Mar 29, 2022	-2.18% Jun 2, 2026 - Jun 5, 2026
#8	-5.84% Mar 2, 2026 - Mar 20, 2026	-1.65% Aug 28, 2025 - Sep 8, 2025
#9	-5.83% Jul 26, 2019 - Sep 12, 2019	-1.49% Sep 22, 2025 - Oct 1, 2025
#10	-5.62% Jun 4, 2021 - Aug 16, 2021	-1.38% May 14, 2026 - May 26, 2026
#11	-5.36% Mar 28, 2024 - Jul 12, 2024	-1.25% Jul 3, 2025 - Jul 10, 2025
#12	-5.33% Jul 31, 2024 - Aug 23, 2024	-1.18% Dec 24, 2025 - Jan 6, 2026
#13	-5.14% May 3, 2019 - Jun 20, 2019	-0.75% Apr 17, 2026 - Apr 22, 2026
#14	-4.91% Nov 16, 2021 - Dec 16, 2021	-0.70% Apr 27, 2026 - Apr 30, 2026
#15	-4.36% Sep 11, 2025 - Dec 11, 2025	-0.54% Dec 4, 2025 - Dec 10, 2025