CBOX vs RYLD
Comparison between Calamos Tax-Aware Collateral ETF (CBOX, ETF) and GLOBAL X RUSSELL 2000 COVERED CALL ETF (RYLD, ETF).
CBOX vs RYLD - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CBOX
$1.30B
Winner
RYLD
$1.40B
Expense Ratio
Winner
CBOX
0.14%
RYLD
0.60%
Max Drawdown
Winner
CBOX
2.90%
RYLD
48.37%
Sharpe Ratio
CBOX
0.07
Winner
RYLD
1.81
5Y Beta
Winner
CBOX
0.05
RYLD
0.72
5Y Dividends CAGR
CBOX
N/A
RYLD
-7.60%
CBOX vs RYLD - Historical Returns
Returns include dividend reinvestment.
1M
CBOX
+0.34%
Winner
RYLD
+2.64%
3M
CBOX
+1.01%
Winner
RYLD
+7.35%
6M
CBOX
N/A
RYLD
+10.08%
1Y
CBOX
N/A
RYLD
+24.22%
5Y(CAGR)
CBOX
N/A
RYLD
+3.34%
Max(CAGR)
CBOX
+4.09%
Winner
RYLD
+6.06%
CBOX vs RYLD - Annual Returns (2019 - 2026)
Returns include dividend reinvestment.
| Year | CBOX | RYLD |
|---|---|---|
| 2026 | +1.27% | +13.43% |
| 2025 | N/A | +5.55% |
| 2024 | N/A | +10.31% |
| 2023 | N/A | +0.38% |
| 2022 | N/A | -13.44% |
| 2021 | N/A | +23.31% |
| 2020 | N/A | -0.35% |
| 2019 | N/A | +8.91% |
CBOX vs RYLD Drawdown Comparison
The maximum drawdown for CBOX was -2.90%, occurring on Jun 3, 2026. This drawdown has not yet recovered.
The maximum drawdown for RYLD was -41.52%, occurring on Mar 18, 2020. Recovery took 223 trading sessions.
The current CBOX drawdown is -2.18%. The current RYLD drawdown is -0.12%.
| Rank | CBOX | RYLD |
|---|---|---|
| #1 | -2.90% Jun 2, 2026 - Jun 3, 2026 | -41.52% Feb 20, 2020 - Jan 7, 2021 |
| #2 | -0.03% May 22, 2026 - May 28, 2026 | -21.36% Nov 19, 2021 - Jan 5, 2026 |
| #3 | -0.02% Apr 27, 2026 - Apr 30, 2026 | -6.30% Feb 26, 2026 - May 1, 2026 |
| #4 | -0.01% May 20, 2026 - May 22, 2026 | -5.29% Jul 30, 2019 - Oct 28, 2019 |
| #5 | -0.00% May 12, 2026 - May 14, 2026 | -4.66% Jan 16, 2020 - Feb 13, 2020 |
| #6 | N/A | -4.46% Apr 28, 2021 - May 24, 2021 |
| #7 | N/A | -4.23% Jul 1, 2021 - Aug 11, 2021 |
| #8 | N/A | -4.21% Mar 22, 2021 - Apr 1, 2021 |
| #9 | N/A | -4.08% May 3, 2019 - Jun 13, 2019 |
| #10 | N/A | -3.68% Mar 1, 2021 - Mar 10, 2021 |
| #11 | N/A | -2.73% Aug 12, 2021 - Aug 27, 2021 |
| #12 | N/A | -2.61% Jan 22, 2026 - Feb 9, 2026 |
| #13 | N/A | -2.60% Jan 22, 2021 - Feb 3, 2021 |
| #14 | N/A | -2.05% Feb 24, 2021 - Mar 1, 2021 |
| #15 | N/A | -2.04% Apr 16, 2021 - Apr 23, 2021 |
Correlation
Correlation between CBOX and RYLD is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
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