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CAOS vs HEGD

Comparison between ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF) and SWAN HEDGED EQUITY US LARGE CAP ETF (HEGD, ETF).

CAOS vs HEGD - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
CAOS
$705M
Winner
HEGD
$707M
Expense Ratio
Winner
CAOS
0.63%
HEGD
0.87%
Max Drawdown
Winner
CAOS
3.60%
HEGD
14.56%
Sharpe Ratio
CAOS
-1.18
Winner
HEGD
1.14
5Y Beta
Winner
CAOS
-0.14
HEGD
0.45

CAOS vs HEGD - Holdings Comparison

CAOS and HEGD have 2 common holdings. Overlap is -189.19%

CAOS's top 25 holdings weight is 100.00%. HEGD's top 25 holdings weight is 114.83%.

RankCAOSHEGD
#1
OPTION ON STATE STREET® SPDR® S&P 500® ETF SEP26 (n/a) - 193.12%
SPDR® S&P 500® ETF (SPY) - 91.90%
#2
SPY 06/18/2026 10010.01 P (n/a) - 175.17%
OPTION ON S&P 500 PR (n/a) - 18.75%
#3
SPY 06/18/2026 10.01 C (n/a) - 13.45%
PUT ON S&P 500 DEC25 (n/a) - 3.54%
#4
OPTION ON S&P 500 PR (n/a) - 7.34%
OTHER ASSETS AND LIABILITIES (n/a) - 0.38%
#5
FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 0.23%
FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 0.26%
#6
OTHER ASSETS AND LIABILITIES (n/a) - 0.04%
US DOLLARS (n/a) - 0.00%
#7
SPY 06/18/2026 10.01 P (n/a) - 0.00%
N/A
#8
SPY 06/18/2026 10010.01 C (n/a) - 0.00%
N/A
#9
US DOLLARS (n/a) - -0.10%
N/A
#10
CASH OFFSET (n/a) - -99.83%
N/A
#11
OPTION ON INVESCO QQQ TRUST SERIES 1 USD JUN26 (n/a) - -189.42%
N/A
#12N/AN/A
#13N/AN/A
#14N/AN/A
#15N/AN/A
#16N/AN/A
#17N/AN/A
#18N/AN/A
#19N/AN/A
#20N/AN/A
#21N/AN/A
#22N/AN/A
#23N/AN/A
#24N/AN/A
#25N/AN/A
Total Holdings116

CAOS vs HEGD - Historical Returns

Returns include dividend reinvestment.

1M
CAOS
+0.19%
Winner
HEGD
+0.34%
3M
CAOS
-0.01%
Winner
HEGD
+3.77%
6M
CAOS
+0.36%
Winner
HEGD
+5.53%
1Y
CAOS
+1.98%
Winner
HEGD
+13.01%
5Y(CAGR)
CAOS
N/A
HEGD
+8.34%
Max(CAGR)
CAOS
+4.96%
Winner
HEGD
+9.46%

CAOS vs HEGD - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

YearCAOSHEGD
2026+0.99%+5.45%
2025+2.72%+12.82%
2024+5.67%+15.60%
2023+7.97%+14.46%
2022N/A-11.12%
2021N/A+18.11%
2020N/A+0.99%

CAOS vs HEGD Drawdown Comparison

The maximum drawdown for CAOS was -3.60%, occurring on May 9, 2025. This drawdown has not yet recovered.

The maximum drawdown for HEGD was -14.56%, occurring on Oct 12, 2022. Recovery took 495 trading sessions.

The current CAOS drawdown is -0.95%. The current HEGD drawdown is -1.46%.

RankCAOSHEGD
#1-3.60%
Apr 8, 2025 - May 9, 2025
-14.56%
Dec 29, 2021 - Dec 18, 2023
#2-3.41%
Mar 6, 2023 - Mar 31, 2023
-8.14%
Feb 19, 2025 - Jun 24, 2025
#3-2.07%
Aug 5, 2024 - Nov 13, 2024
-4.58%
Jul 10, 2024 - Aug 21, 2024
#4-1.62%
May 1, 2023 - May 17, 2023
-4.39%
Jan 27, 2026 - Apr 15, 2026
#5-1.52%
Oct 17, 2023 - Nov 2, 2023
-3.57%
Mar 28, 2024 - May 15, 2024
#6-1.31%
Apr 18, 2023 - Apr 28, 2023
-3.54%
Sep 2, 2021 - Oct 26, 2021
#7-1.22%
Sep 15, 2023 - Oct 11, 2023
-3.38%
Jun 2, 2026 - Jun 10, 2026
#8-1.21%
Apr 11, 2024 - May 22, 2024
-3.28%
Feb 17, 2021 - Apr 5, 2021
#9-0.89%
May 22, 2023 - May 26, 2023
-2.84%
Dec 6, 2024 - Jan 23, 2025
#10-0.83%
Aug 14, 2023 - Sep 11, 2023
-2.80%
Nov 24, 2021 - Dec 23, 2021
#11-0.70%
Dec 27, 2023 - Jan 18, 2024
-2.79%
Aug 30, 2024 - Sep 12, 2024
#12-0.50%
Dec 19, 2024 - Jan 31, 2025
-2.62%
Oct 29, 2025 - Dec 11, 2025
#13-0.42%
Apr 3, 2023 - Apr 13, 2023
-2.50%
May 7, 2021 - Jun 24, 2021
#14-0.38%
Nov 13, 2024 - Dec 18, 2024
-2.34%
Oct 14, 2024 - Nov 6, 2024
#15-0.35%
May 24, 2024 - Jun 5, 2024
-2.05%
Dec 11, 2025 - Jan 9, 2026

Correlation

Correlation between CAOS and HEGD is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

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