CPSA vs SHAG
Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - AUGUST (CPSA, ETF) and WISDOMTREE YIELD ENHANCED U.S. SHORT-TERM AGGREGATE BOND FUND (SHAG, ETF).
CPSA vs SHAG - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSA
$43M
Winner
SHAG
$43M
Expense Ratio
CPSA
0.69%
Winner
SHAG
0.12%
Max Drawdown
Winner
CPSA
4.72%
SHAG
11.39%
Sharpe Ratio
Winner
CPSA
1.76
SHAG
-0.10
5Y Beta
CPSA
0.22
Winner
SHAG
0.02
5Y Dividends CAGR
CPSA
N/A
SHAG
18.46%
CPSA vs SHAG - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSA
+0.54%
SHAG
-0.21%
3M
Winner
CPSA
+2.18%
SHAG
-0.37%
6M
Winner
CPSA
+3.02%
SHAG
+0.63%
1Y
Winner
CPSA
+8.07%
SHAG
+3.62%
5Y(CAGR)
CPSA
N/A
SHAG
+1.56%
10Y(CAGR)
CPSA
N/A
SHAG
+2.12%
Max(CAGR)
Winner
CPSA
+7.45%
SHAG
+2.12%
CPSA vs SHAG - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | CPSA | SHAG |
|---|---|---|
| 2026 | +2.65% | +0.23% |
| 2025 | +7.26% | +6.30% |
| 2024 | +3.51% | +4.49% |
| 2023 | N/A | +4.47% |
| 2022 | N/A | -6.19% |
| 2021 | N/A | -0.89% |
| 2020 | N/A | +4.56% |
| 2019 | N/A | +5.81% |
| 2018 | N/A | +0.88% |
| 2017 | N/A | -0.11% |
CPSA vs SHAG Drawdown Comparison
The maximum drawdown for CPSA was -4.72%, occurring on Apr 8, 2025. Recovery took 60 trading sessions.
The maximum drawdown for SHAG was -9.61%, occurring on Oct 20, 2022. Recovery took 754 trading sessions.
The current CPSA drawdown is -0.13%. The current SHAG drawdown is -0.78%.
| Rank | CPSA | SHAG |
|---|---|---|
| #1 | -4.72% Feb 19, 2025 - May 15, 2025 | -9.61% Aug 3, 2021 - Aug 2, 2024 |
| #2 | -1.47% Feb 26, 2026 - Apr 8, 2026 | -5.80% Mar 6, 2020 - May 20, 2020 |
| #3 | -0.93% Jan 24, 2025 - Feb 11, 2025 | -1.79% Sep 5, 2017 - Dec 24, 2018 |
| #4 | -0.86% May 19, 2025 - Jun 3, 2025 | -1.38% Feb 27, 2026 - Mar 26, 2026 |
| #5 | -0.79% Oct 28, 2025 - Nov 28, 2025 | -1.23% Sep 24, 2024 - Jan 27, 2025 |
| #6 | -0.77% Aug 30, 2024 - Sep 13, 2024 | -1.09% Apr 3, 2025 - Apr 28, 2025 |
| #7 | -0.62% Dec 11, 2024 - Dec 24, 2024 | -0.98% Sep 4, 2019 - Oct 3, 2019 |
| #8 | -0.57% Aug 1, 2024 - Aug 13, 2024 | -0.86% Feb 10, 2021 - Jun 10, 2021 |
| #9 | -0.53% Dec 24, 2024 - Jan 15, 2025 | -0.67% May 27, 2025 - Jun 23, 2025 |
| #10 | -0.49% Oct 8, 2025 - Oct 21, 2025 | -0.60% Oct 3, 2019 - Dec 3, 2019 |
| #11 | -0.46% Oct 29, 2024 - Nov 6, 2024 | -0.55% Apr 30, 2025 - May 27, 2025 |
| #12 | -0.37% Nov 11, 2024 - Nov 25, 2024 | -0.52% Jun 30, 2025 - Aug 1, 2025 |
| #13 | -0.37% Jan 27, 2026 - Feb 9, 2026 | -0.50% Feb 5, 2025 - Feb 21, 2025 |
| #14 | -0.37% Aug 13, 2025 - Aug 22, 2025 | -0.45% Jun 10, 2021 - Jul 19, 2021 |
| #15 | -0.36% Sep 25, 2024 - Oct 11, 2024 | -0.40% Jul 3, 2019 - Aug 1, 2019 |
Correlation
Correlation between CPSA and SHAG is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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