CPSD vs FAAA
Comparison between Calamos S&P 500 Structured Alt Protection ETF December (CPSD, ETF) and FIDELITY AAA CLO ETF (FAAA, ETF).
CPSD vs FAAA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSD
$45M
Winner
FAAA
$45M
Expense Ratio
CPSD
0.69%
FAAA
N/A
Max Drawdown
CPSD
3.45%
Winner
FAAA
0.76%
Sharpe Ratio
Winner
CPSD
1.66
FAAA
1.18
5Y Beta
CPSD
0.15
Winner
FAAA
0.00
CPSD vs FAAA - Historical Returns
Returns include dividend reinvestment.
1M
CPSD
+0.32%
Winner
FAAA
+0.41%
3M
Winner
CPSD
+2.42%
FAAA
+1.64%
6M
CPSD
+2.64%
FAAA
N/A
1Y
CPSD
+8.54%
FAAA
N/A
Max(CAGR)
Winner
CPSD
+6.60%
FAAA
+4.91%
CPSD vs FAAA - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | CPSD | FAAA |
|---|---|---|
| 2026 | +2.48% | +1.59% |
| 2025 | +7.85% | N/A |
| 2024 | +0.04% | N/A |
CPSD vs FAAA Drawdown Comparison
The maximum drawdown for CPSD was -3.45%, occurring on Apr 7, 2025. Recovery took 77 trading sessions.
The maximum drawdown for FAAA was -0.55%, occurring on Mar 5, 2026. Recovery took 23 trading sessions.
The current CPSD drawdown is -0.17%. The current FAAA drawdown is -0.05%.
| Rank | CPSD | FAAA |
|---|---|---|
| #1 | -3.45% Feb 19, 2025 - Jun 10, 2025 | -0.55% Feb 26, 2026 - Mar 31, 2026 |
| #2 | -1.49% Feb 25, 2026 - Apr 13, 2026 | -0.09% Apr 2, 2026 - Apr 9, 2026 |
| #3 | -0.88% Nov 12, 2025 - Nov 24, 2025 | -0.07% May 1, 2026 - May 7, 2026 |
| #4 | -0.85% Dec 16, 2024 - Jan 21, 2025 | -0.05% Jun 11, 2026 - Jun 12, 2026 |
| #5 | -0.70% Jul 25, 2025 - Aug 8, 2025 | -0.03% Feb 13, 2026 - Feb 19, 2026 |
| #6 | -0.62% Oct 8, 2025 - Oct 20, 2025 | -0.02% May 15, 2026 - May 19, 2026 |
| #7 | -0.57% Jan 24, 2025 - Feb 6, 2025 | -0.01% Jun 8, 2026 - Jun 11, 2026 |
| #8 | -0.54% Aug 22, 2025 - Aug 28, 2025 | -0.01% May 22, 2026 - May 27, 2026 |
| #9 | -0.51% Jun 3, 2026 - Jun 10, 2026 | N/A |
| #10 | -0.47% Aug 28, 2025 - Sep 8, 2025 | N/A |
| #11 | -0.40% Aug 13, 2025 - Aug 22, 2025 | N/A |
| #12 | -0.37% Feb 6, 2025 - Feb 18, 2025 | N/A |
| #13 | -0.36% Feb 2, 2026 - Feb 9, 2026 | N/A |
| #14 | -0.34% Jan 13, 2026 - Jan 26, 2026 | N/A |
| #15 | -0.32% Feb 11, 2026 - Feb 25, 2026 | N/A |
Correlation
Correlation between CPSD and FAAA is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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