CHW vs ISCF

Comparison between Calamos Global Dynamic Income Fund (CHW, ETF) and ISHARES INTERNATIONAL SMALL-CAP EQUITY FACTOR ETF (ISCF, ETF).

5-Year PerformanceISCF has outperformed CHW, delivering a return of +7.8% compared to +5.1%

CHW vs ISCF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHW(ETF)	ISCF(ETF)
Net Assets	$650M	$652M
Expense Ratio	N/A	0.24%
Max Drawdown	72.87%	43.64%
Sharpe Ratio	1.79	1.08
5Y Beta	0.88	0.71
5Y Dividends CAGR	-5.00%	14.89%

Net Assets

CHW

$650M

Winner

ISCF

$652M

Expense Ratio

CHW

N/A

ISCF

0.24%

Max Drawdown

CHW

72.87%

Winner

ISCF

43.64%

Sharpe Ratio

Winner

CHW

1.79

ISCF

1.08

5Y Beta

CHW

0.88

Winner

ISCF

0.71

5Y Dividends CAGR

CHW

-5.00%

Winner

ISCF

14.89%

CHW vs ISCF - Historical Returns

Returns include dividend reinvestment.

Period	CHW	ISCF
1 month	+4.32%	+0.12%
3 months	+18.43%	+4.88%
6 months	+27.62%	+9.91%
1 year	+38.74%	+21.65%
5 years(CAGR)	+5.10%	+7.83%
10 years(CAGR)	+12.86%	+9.59%
Max(CAGR)	+7.26%	+8.50%

Winner

CHW

+4.32%

ISCF

+0.12%

Winner

CHW

+18.43%

ISCF

+4.88%

Winner

CHW

+27.62%

ISCF

+9.91%

Winner

CHW

+38.74%

ISCF

+21.65%

5Y(CAGR)

CHW

+5.10%

Winner

ISCF

+7.83%

10Y(CAGR)

Winner

CHW

+12.86%

ISCF

+9.59%

Max(CAGR)

CHW

+7.26%

Winner

ISCF

+8.50%

CHW vs ISCF - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	CHW	ISCF
2026	+21.17%	+6.73%
2025	+20.25%	+34.44%
2024	+29.15%	+6.29%
2023	+13.92%	+11.76%
2022	-37.66%	-15.12%
2021	+16.61%	+12.61%
2020	+22.85%	+6.63%
2019	+42.73%	+26.29%
2018	-20.91%	-19.49%
2017	+44.00%	+37.47%
2016	+9.71%	-1.26%
2015	-11.37%	+1.67%
2014	+13.84%	N/A
2013	+14.81%	N/A
2012	+22.73%	N/A
2011	-7.00%	N/A
2010	+13.76%	N/A
2009	+45.50%	N/A
2008	-47.92%	N/A
2007	-11.08%	N/A

CHW vs ISCF Drawdown Comparison

The maximum drawdown for CHW was -66.81%, occurring on Nov 20, 2008. Recovery took 1371 trading sessions.

The maximum drawdown for ISCF was -40.80%, occurring on Mar 23, 2020. Recovery took 720 trading sessions.

The current CHW drawdown is -3.49%. The current ISCF drawdown is -2.34%.

Rank	CHW	ISCF
#1	-66.81% Jul 26, 2007 - Jan 4, 2013	-40.80% Jan 26, 2018 - Dec 4, 2020
#2	-53.47% Feb 20, 2020 - Aug 31, 2020	-30.65% Sep 3, 2021 - Sep 19, 2024
#3	-46.07% Jul 29, 2021 - Sep 19, 2025	-17.18% Jul 9, 2015 - Sep 26, 2016
#4	-31.90% Sep 12, 2018 - Nov 4, 2019	-13.25% Mar 19, 2025 - Apr 24, 2025
#5	-29.24% Jul 24, 2014 - Feb 7, 2017	-11.34% Feb 26, 2026 - Mar 27, 2026
#6	-15.50% Feb 25, 2026 - Apr 27, 2026	-9.19% Sep 26, 2024 - Mar 17, 2025
#7	-11.96% Oct 13, 2020 - Nov 11, 2020	-7.97% Sep 28, 2016 - Feb 3, 2017
#8	-11.53% May 14, 2013 - Oct 22, 2013	-6.33% Oct 6, 2025 - Dec 11, 2025
#9	-10.79% Jan 26, 2018 - Sep 12, 2018	-6.17% May 22, 2015 - Jul 9, 2015
#10	-7.74% Oct 9, 2025 - Jan 9, 2026	-4.82% Feb 16, 2021 - Mar 17, 2021
#11	-7.11% Aug 31, 2020 - Oct 7, 2020	-4.11% Jun 14, 2021 - Jul 26, 2021
#12	-6.63% May 14, 2026 - May 27, 2026	-3.92% May 7, 2021 - May 28, 2021
#13	-6.56% Apr 12, 2021 - Jun 8, 2021	-3.53% Jul 23, 2025 - Aug 12, 2025
#14	-6.34% Jun 2, 2026 - Jun 10, 2026	-3.10% Jan 21, 2021 - Feb 5, 2021
#15	-6.30% Aug 7, 2017 - Sep 19, 2017	-3.09% Aug 3, 2021 - Aug 30, 2021

Correlation

Correlation between CHW and ISCF is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2007 - 2026)

CHW vs ISCF dividend yield comparison.

Year	CHW	ISCF
2026	2.85%	1.87%
2025	8.10%	3.76%
2024	8.89%	4.29%
2023	10.40%	3.94%
2022	13.62%	2.73%
2021	8.43%	3.93%
2020	8.79%	2.30%
2019	9.67%	2.87%
2018	12.82%	2.14%
2017	9.25%	1.97%
2016	12.05%	2.89%
2015	11.73%	1.46%
2014	8.93%	0.00%
2013	8.29%	0.00%
2012	8.91%	0.00%
2011	8.22%	0.00%
2010	7.17%	0.00%
2009	10.05%	0.00%
2008	21.28%	0.00%
2007	5.21%	0.00%