CPSD vs VIXM
Comparison between Calamos S&P 500 Structured Alt Protection ETF December (CPSD, ETF) and ProShares VIX Mid-Term Futures ETF (VIXM, ETF).
CPSD vs VIXM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSD
$45M
Winner
VIXM
$45M
Expense Ratio
Winner
CPSD
0.69%
VIXM
0.92%
Max Drawdown
Winner
CPSD
3.45%
VIXM
96.23%
Sharpe Ratio
Winner
CPSD
1.66
VIXM
-0.65
5Y Beta
CPSD
0.15
Winner
VIXM
-1.54
CPSD vs VIXM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSD
+0.32%
VIXM
-3.67%
3M
Winner
CPSD
+2.42%
VIXM
-9.18%
6M
Winner
CPSD
+2.64%
VIXM
-1.74%
1Y
Winner
CPSD
+8.54%
VIXM
-10.19%
5Y(CAGR)
CPSD
N/A
VIXM
-12.94%
10Y(CAGR)
CPSD
N/A
VIXM
-12.30%
Max(CAGR)
Winner
CPSD
+6.60%
VIXM
-17.87%
CPSD vs VIXM - Annual Returns (2011 - 2026)
Returns include dividend reinvestment.
| Year | CPSD | VIXM |
|---|---|---|
| 2026 | +2.48% | +0.26% |
| 2025 | +7.85% | +4.52% |
| 2024 | +0.04% | -13.41% |
| 2023 | N/A | -43.92% |
| 2022 | N/A | +0.30% |
| 2021 | N/A | -18.41% |
| 2020 | N/A | +76.27% |
| 2019 | N/A | -19.33% |
| 2018 | N/A | +28.50% |
| 2017 | N/A | -48.41% |
| 2016 | N/A | -23.79% |
| 2015 | N/A | -14.80% |
| 2014 | N/A | -18.01% |
| 2013 | N/A | -40.24% |
| 2012 | N/A | -52.75% |
| 2011 | N/A | -6.90% |
CPSD vs VIXM Drawdown Comparison
The maximum drawdown for CPSD was -3.45%, occurring on Apr 7, 2025. Recovery took 77 trading sessions.
The maximum drawdown for VIXM was -96.23%, occurring on Nov 29, 2024. This drawdown has not yet recovered.
The current CPSD drawdown is -0.17%. The current VIXM drawdown is -95.82%.
| Rank | CPSD | VIXM |
|---|---|---|
| #1 | -3.45% Feb 19, 2025 - Jun 10, 2025 | -96.23% Oct 3, 2011 - Nov 29, 2024 |
| #2 | -1.49% Feb 25, 2026 - Apr 13, 2026 | -27.67% Jan 4, 2011 - Sep 9, 2011 |
| #3 | -0.88% Nov 12, 2025 - Nov 24, 2025 | -3.37% Sep 13, 2011 - Sep 22, 2011 |
| #4 | -0.85% Dec 16, 2024 - Jan 21, 2025 | -2.88% Sep 22, 2011 - Sep 28, 2011 |
| #5 | -0.70% Jul 25, 2025 - Aug 8, 2025 | -0.75% Sep 28, 2011 - Sep 30, 2011 |
| #6 | -0.62% Oct 8, 2025 - Oct 20, 2025 | N/A |
| #7 | -0.57% Jan 24, 2025 - Feb 6, 2025 | N/A |
| #8 | -0.54% Aug 22, 2025 - Aug 28, 2025 | N/A |
| #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 VIXM is -0.17 which considered as a very weak or no correlation - the stocks move independently of each other.
-0.17
-101
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