CHW vs RPAR

Comparison between Calamos Global Dynamic Income Fund (CHW, ETF) and RPAR RISK PARITY ETF (RPAR, ETF).

5-Year PerformanceCHW has outperformed RPAR, delivering a return of +5.4% compared to +1.4%

CHW vs RPAR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHW(ETF)	RPAR(ETF)
Net Assets	$603M	$602M
Expense Ratio	N/A	0.52%
Max Drawdown	72.87%	34.80%
Sharpe Ratio	1.82	1.23
5Y Beta	0.89	0.38
5Y Dividends CAGR	-6.51%	25.77%

Net Assets

Winner

CHW

$603M

RPAR

$602M

Expense Ratio

CHW

N/A

RPAR

0.52%

Max Drawdown

CHW

72.87%

Winner

RPAR

34.80%

Sharpe Ratio

Winner

CHW

1.82

RPAR

1.23

5Y Beta

CHW

0.89

Winner

RPAR

0.38

5Y Dividends CAGR

CHW

-6.51%

Winner

RPAR

25.77%

CHW vs RPAR - Historical Returns

Returns include dividend reinvestment.

Period	CHW	RPAR
1 month	+3.29%	-0.86%
3 months	+14.77%	-1.33%
6 months	+22.93%	+5.53%
1 year	+37.20%	+17.12%
5 years(CAGR)	+5.42%	+1.36%
10 years(CAGR)	+12.38%	N/A
Max(CAGR)	+7.20%	+4.24%

Winner

CHW

+3.29%

RPAR

-0.86%

Winner

CHW

+14.77%

RPAR

-1.33%

Winner

CHW

+22.93%

RPAR

+5.53%

Winner

CHW

+37.20%

RPAR

+17.12%

5Y(CAGR)

Winner

CHW

+5.42%

RPAR

+1.36%

10Y(CAGR)

CHW

+12.38%

RPAR

N/A

Max(CAGR)

Winner

CHW

+7.20%

RPAR

+4.24%

CHW vs RPAR - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	CHW	RPAR
2026	+19.65%	+4.51%
2025	+20.25%	+17.50%
2024	+29.15%	+0.60%
2023	+13.92%	+5.47%
2022	-37.66%	-22.43%
2021	+16.61%	+6.70%
2020	+22.85%	+17.68%
2019	+42.73%	+0.11%
2018	-20.91%	N/A
2017	+44.00%	N/A
2016	+9.71%	N/A
2015	-11.37%	N/A
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 RPAR Drawdown Comparison

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

The maximum drawdown for RPAR was -30.14%, occurring on Oct 20, 2022. Recovery took 1055 trading sessions.

The current CHW drawdown is -4.70%. The current RPAR drawdown is -4.58%.

Rank	CHW	RPAR
#1	-66.81% Jul 26, 2007 - Jan 4, 2013	-30.14% Nov 9, 2021 - Jan 26, 2026
#2	-53.47% Feb 20, 2020 - Aug 31, 2020	-19.82% Mar 6, 2020 - Jun 10, 2020
#3	-46.07% Jul 29, 2021 - Sep 19, 2025	-8.10% Feb 27, 2026 - Mar 20, 2026
#4	-31.90% Sep 12, 2018 - Nov 4, 2019	-6.37% Jan 20, 2021 - Jun 1, 2021
#5	-29.24% Jul 24, 2014 - Feb 7, 2017	-5.82% Aug 6, 2020 - Nov 20, 2020
#6	-15.50% Feb 25, 2026 - Apr 27, 2026	-3.82% Sep 15, 2021 - Oct 26, 2021
#7	-11.96% Oct 13, 2020 - Nov 11, 2020	-2.81% Jan 29, 2026 - Feb 10, 2026
#8	-11.53% May 14, 2013 - Oct 22, 2013	-2.70% Feb 21, 2020 - Mar 5, 2020
#9	-10.79% Jan 26, 2018 - Sep 12, 2018	-2.10% Aug 3, 2021 - Sep 15, 2021
#10	-7.74% Oct 9, 2025 - Jan 9, 2026	-2.07% Jun 10, 2020 - Jul 2, 2020
#11	-7.11% Aug 31, 2020 - Oct 7, 2020	-1.79% Jun 10, 2021 - Jul 2, 2021
#12	-6.63% May 14, 2026 - May 27, 2026	-1.41% Jan 5, 2021 - Jan 20, 2021
#13	-6.56% Apr 12, 2021 - Jun 8, 2021	-1.26% Oct 27, 2021 - Nov 5, 2021
#14	-6.30% Aug 7, 2017 - Sep 19, 2017	-1.10% Nov 27, 2020 - Dec 3, 2020
#15	-5.93% Jan 23, 2014 - Feb 18, 2014	-0.94% Dec 16, 2019 - Jan 2, 2020

Correlation

Correlation between CHW and RPAR is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2007 - 2026)

CHW vs RPAR dividend yield comparison.

Year	CHW	RPAR
2026	2.29%	0.06%
2025	8.10%	2.54%
2024	8.89%	2.51%
2023	10.40%	3.16%
2022	13.62%	4.01%
2021	8.43%	2.02%
2020	8.79%	0.76%
2019	9.67%	0.23%
2018	12.82%	0.00%
2017	9.25%	0.00%
2016	12.05%	0.00%
2015	11.73%	0.00%
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%