BREE vs CPSY
Comparison between MFS BLENDED RESEARCH EMERGING MARKETS EQUITY ETF (BREE, ETF) and Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF).
BREE vs CPSY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
BREE
$27M
CPSY
$26M
Expense Ratio
Winner
BREE
0.44%
CPSY
0.69%
Max Drawdown
BREE
7.97%
Winner
CPSY
3.01%
Sharpe Ratio
Winner
BREE
2.01
CPSY
1.57
5Y Beta
BREE
1.70
Winner
CPSY
0.15
BREE vs CPSY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
BREE
+4.07%
CPSY
+0.29%
3M
Winner
BREE
+19.57%
CPSY
+2.09%
6M
BREE
N/A
CPSY
+2.50%
1Y
BREE
N/A
CPSY
+7.01%
Max(CAGR)
Winner
BREE
+81.32%
CPSY
+6.27%
BREE vs CPSY - Annual Returns (2025 - 2026)
Returns include dividend reinvestment.
| Year | BREE | CPSY |
|---|---|---|
| 2026 | +17.50% | +1.99% |
| 2025 | N/A | +6.83% |
BREE vs CPSY Drawdown Comparison
The maximum drawdown for BREE was -7.97%, occurring on Jun 5, 2026. This drawdown has not yet recovered.
The maximum drawdown for CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.
The current BREE drawdown is -3.70%. The current CPSY drawdown is -0.19%.
| Rank | BREE | CPSY |
|---|---|---|
| #1 | -7.97% Jun 2, 2026 - Jun 5, 2026 | -3.01% Feb 14, 2025 - May 15, 2025 |
| #2 | -7.70% Mar 10, 2026 - Apr 8, 2026 | -1.35% Feb 10, 2026 - Apr 13, 2026 |
| #3 | -5.26% May 11, 2026 - May 27, 2026 | -0.56% Nov 11, 2025 - Nov 25, 2025 |
| #4 | -2.04% Apr 17, 2026 - Apr 30, 2026 | -0.53% May 19, 2025 - Jun 2, 2025 |
| #5 | -0.94% May 6, 2026 - May 8, 2026 | -0.47% Jun 4, 2026 - Jun 10, 2026 |
| #6 | -0.34% Mar 5, 2026 - Mar 9, 2026 | -0.40% Oct 9, 2025 - Oct 20, 2025 |
| #7 | -0.32% Apr 14, 2026 - Apr 17, 2026 | -0.39% Jul 25, 2025 - Aug 8, 2025 |
| #8 | -0.05% Apr 8, 2026 - Apr 10, 2026 | -0.38% Jan 8, 2025 - Jan 15, 2025 |
| #9 | N/A | -0.38% Jan 21, 2025 - Feb 13, 2025 |
| #10 | N/A | -0.30% Jan 27, 2026 - Feb 9, 2026 |
| #11 | N/A | -0.30% Jan 9, 2026 - Jan 27, 2026 |
| #12 | N/A | -0.29% Jun 12, 2025 - Jun 16, 2025 |
| #13 | N/A | -0.24% Dec 15, 2025 - Dec 23, 2025 |
| #14 | N/A | -0.24% Jun 16, 2025 - Jun 23, 2025 |
| #15 | N/A | -0.23% Jul 3, 2025 - Jul 11, 2025 |
Correlation
Correlation between BREE and CPSY is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
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