CPRO vs PEPS

Comparison between Russell 2000 Structured Alt Protection ETF - October (CPRO, ETF) and PARAMETRIC EQUITY PLUS ETF (PEPS, ETF).

CPRO vs PEPS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CPRO(ETF)	PEPS(ETF)
Net Assets	$29M	$29M
Expense Ratio	0.69%	0.10%
Max Drawdown	3.36%	21.47%
Sharpe Ratio	1.80	1.34
5Y Beta	0.14	1.03
P/E Ratio	N/A	30.33
Forward P/E	N/A	21.10
5Y EPS CAGR	N/A	24.64%
Debt to Equity	N/A	24.86%
P/S Ratio	N/A	3.91
P/B Ratio	N/A	5.84

Net Assets

CPRO

$29M

PEPS

$29M

Expense Ratio

CPRO

0.69%

Winner

PEPS

0.10%

Max Drawdown

Winner

CPRO

3.36%

PEPS

21.47%

Sharpe Ratio

Winner

CPRO

1.80

PEPS

1.34

5Y Beta

Winner

CPRO

0.14

PEPS

1.03

P/E Ratio

CPRO

N/A

PEPS

30.33

Forward P/E

CPRO

N/A

PEPS

21.10

5Y EPS CAGR

CPRO

N/A

PEPS

24.64%

Debt to Equity

CPRO

N/A

PEPS

24.86%

P/S Ratio

CPRO

N/A

PEPS

3.91

P/B Ratio

CPRO

N/A

PEPS

5.84

CPRO vs PEPS - Historical Returns

Returns include dividend reinvestment.

Period	CPRO	PEPS
1 month	+0.48%	+1.03%
3 months	+2.18%	+8.75%
6 months	+3.40%	+9.83%
1 year	+12.18%	+23.55%
Max(CAGR)	+7.71%	+17.24%

CPRO

+0.48%

Winner

PEPS

+1.03%

CPRO

+2.18%

Winner

PEPS

+8.75%

CPRO

+3.40%

Winner

PEPS

+9.83%

CPRO

+12.18%

Winner

PEPS

+23.55%

Max(CAGR)

CPRO

+7.71%

Winner

PEPS

+17.24%

CPRO vs PEPS - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	CPRO	PEPS
2026	+4.64%	+10.23%
2025	+8.32%	+20.60%
2024	+0.59%	-1.46%

CPRO vs PEPS Drawdown Comparison

The maximum drawdown for CPRO was -3.36%, occurring on Apr 8, 2025. Recovery took 144 trading sessions.

The maximum drawdown for PEPS was -21.26%, occurring on Apr 8, 2025. Recovery took 93 trading sessions.

The current CPRO drawdown is -0.00%. The current PEPS drawdown is -0.70%.

Rank	CPRO	PEPS
#1	-3.36% Dec 2, 2024 - Jul 2, 2025	-21.26% Feb 19, 2025 - Jul 3, 2025
#2	-1.77% Jul 23, 2025 - Aug 13, 2025	-9.80% Feb 2, 2026 - Apr 22, 2026
#3	-1.44% Feb 26, 2026 - Apr 9, 2026	-5.37% Nov 12, 2025 - Dec 10, 2025
#4	-1.25% Oct 27, 2025 - Nov 26, 2025	-4.87% Jun 2, 2026 - Jul 15, 2026
#5	-1.05% Aug 13, 2025 - Aug 22, 2025	-4.67% Dec 6, 2024 - Feb 6, 2025
#6	-0.83% Nov 11, 2024 - Nov 25, 2024	-3.41% Oct 8, 2025 - Oct 21, 2025
#7	-0.82% Jul 10, 2025 - Jul 23, 2025	-3.04% Dec 11, 2025 - Dec 24, 2025
#8	-0.66% Jan 22, 2026 - Feb 9, 2026	-2.91% Jan 12, 2026 - Jan 28, 2026
#9	-0.56% Aug 28, 2025 - Sep 4, 2025	-2.29% Nov 11, 2024 - Nov 25, 2024
#10	-0.56% Jul 3, 2025 - Jul 9, 2025	-2.27% Jul 28, 2025 - Aug 8, 2025
#11	-0.53% Sep 23, 2025 - Sep 26, 2025	-2.05% Nov 3, 2025 - Nov 12, 2025
#12	-0.52% Oct 16, 2024 - Nov 6, 2024	-1.82% May 14, 2026 - May 22, 2026
#13	-0.48% Dec 11, 2025 - Jan 5, 2026	-1.79% Jul 15, 2026 - Jul 20, 2026
#14	-0.41% Jun 4, 2026 - Jun 15, 2026	-1.56% Aug 14, 2025 - Aug 22, 2025
#15	-0.41% May 6, 2026 - May 22, 2026	-1.51% Aug 28, 2025 - Sep 8, 2025