CEV vs ILS

Comparison between Eaton Vance California Municipal Income Trust (CEV, ETF) and BROOKMONT CATASTROPHIC BOND ETF (ILS, ETF).

CEV vs ILS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CEV(ETF)	ILS(ETF)
Net Assets	$78M	$78M
Expense Ratio	N/A	1.58%
Max Drawdown	61.83%	3.18%
Sharpe Ratio	1.06	1.21
5Y Beta	0.13	-0.01
5Y Dividends CAGR	2.84%	N/A

Net Assets

Winner

CEV

$78M

ILS

$78M

Expense Ratio

CEV

N/A

ILS

1.58%

Max Drawdown

CEV

61.83%

Winner

ILS

3.18%

Sharpe Ratio

CEV

1.06

Winner

ILS

1.21

5Y Beta

CEV

0.13

Winner

ILS

-0.01

5Y Dividends CAGR

CEV

2.84%

ILS

N/A

CEV vs ILS - Historical Returns

Returns include dividend reinvestment.

Period	CEV	ILS
1 month	+2.17%	+0.60%
3 months	-0.09%	+1.06%
6 months	+3.95%	+2.14%
1 year	+13.45%	+6.97%
5 years(CAGR)	-0.75%	N/A
10 years(CAGR)	+1.44%	N/A
Max(CAGR)	+5.10%	+6.32%

Winner

CEV

+2.17%

ILS

+0.60%

CEV

-0.09%

Winner

ILS

+1.06%

Winner

CEV

+3.95%

ILS

+2.14%

Winner

CEV

+13.45%

ILS

+6.97%

5Y(CAGR)

CEV

-0.75%

ILS

N/A

10Y(CAGR)

CEV

+1.44%

ILS

N/A

Max(CAGR)

CEV

+5.10%

Winner

ILS

+6.32%

CEV vs ILS - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	CEV	ILS
2026	+5.39%	+1.91%
2025	+5.19%	+5.60%
2024	+1.93%	N/A
2023	+8.06%	N/A
2022	-24.31%	N/A
2021	+2.98%	N/A
2020	+6.21%	N/A
2019	+25.02%	N/A
2018	-4.89%	N/A
2017	+2.64%	N/A
2016	-3.39%	N/A
2015	+7.78%	N/A
2014	+22.63%	N/A
2013	-17.98%	N/A
2012	+16.53%	N/A
2011	+23.43%	N/A
2010	+4.71%	N/A
2009	+60.06%	N/A
2008	-39.27%	N/A
2007	-7.13%	N/A
2006	+12.80%	N/A
2005	-2.30%	N/A
2004	+7.28%	N/A
2003	+15.22%	N/A
2002	+5.14%	N/A
2001	+21.58%	N/A
2000	+13.59%	N/A
1999	-7.78%	N/A

CEV vs ILS Drawdown Comparison

The maximum drawdown for CEV was -58.45%, occurring on Dec 16, 2008. Recovery took 764 trading sessions.

The maximum drawdown for ILS was -1.56%, occurring on Jun 2, 2025. Recovery took 39 trading sessions.

The current CEV drawdown is -9.06%.

Rank	CEV	ILS
#1	-58.45% May 21, 2007 - Jun 2, 2010	-1.56% May 30, 2025 - Jul 28, 2025
#2	-32.99% Nov 12, 2021 - Oct 31, 2022	-0.91% Apr 3, 2025 - May 30, 2025
#3	-26.49% Feb 12, 2013 - Jan 29, 2015	-0.55% May 13, 2026 - Jun 1, 2026
#4	-25.93% Feb 19, 2020 - Jul 31, 2020	-0.53% Jan 2, 2026 - Jan 6, 2026
#5	-19.14% Apr 6, 2016 - Aug 2, 2019	-0.44% Sep 17, 2025 - Sep 23, 2025
#6	-18.74% Sep 7, 2010 - Aug 22, 2011	-0.40% Sep 30, 2025 - Oct 14, 2025
#7	-14.62% Nov 9, 1999 - Apr 12, 2000	-0.36% Aug 18, 2025 - Aug 22, 2025
#8	-14.25% Apr 13, 2000 - Aug 21, 2000	-0.35% Apr 20, 2026 - Apr 29, 2026
#9	-13.63% Mar 17, 2004 - Sep 14, 2004	-0.32% Oct 23, 2025 - Oct 29, 2025
#10	-12.41% Jul 2, 2003 - Dec 19, 2003	-0.30% Nov 17, 2025 - Dec 15, 2025
#11	-11.73% Oct 8, 2002 - May 14, 2003	-0.30% Feb 2, 2026 - Feb 13, 2026
#12	-11.55% Feb 14, 2005 - Mar 1, 2006	-0.30% Mar 3, 2026 - Mar 31, 2026
#13	-11.18% May 11, 2006 - Dec 1, 2006	-0.28% Jan 7, 2026 - Jan 26, 2026
#14	-10.25% Nov 12, 2001 - Feb 6, 2002	-0.27% Oct 20, 2025 - Oct 23, 2025
#15	-9.96% Feb 7, 2001 - Aug 1, 2001	-0.27% Oct 29, 2025 - Nov 5, 2025

Correlation

Correlation between CEV and ILS is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (1999 - 2026)

CEV vs ILS dividend yield comparison.

Year	CEV	ILS
2026	2.91%	2.01%
2025	5.98%	6.06%
2024	5.58%	0.00%
2023	4.14%	0.00%
2022	5.24%	0.00%
2021	4.17%	0.00%
2020	4.00%	0.00%
2019	3.95%	0.00%
2018	4.25%	0.00%
2017	4.01%	0.00%
2016	4.81%	0.00%
2015	5.46%	0.00%
2014	5.75%	0.00%
2013	7.07%	0.00%
2012	5.84%	0.00%
2011	6.78%	0.00%
2010	7.57%	0.00%
2009	6.69%	0.00%
2008	8.81%	0.00%
2007	5.06%	0.00%
2006	4.87%	0.00%
2005	6.29%	0.00%
2004	6.81%	0.00%
2003	6.34%	0.00%
2002	6.71%	0.00%
2001	5.33%	0.00%
2000	5.99%	0.00%
1999	1.16%	0.00%