CPSJ vs BNDD
Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY (CPSJ, ETF) and QUADRATIC DEFLATION ETF (BNDD, ETF).
CPSJ vs BNDD - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSJ
$42M
BNDD
$42M
Expense Ratio
Winner
CPSJ
0.69%
BNDD
1.02%
Max Drawdown
Winner
CPSJ
5.36%
BNDD
56.66%
Sharpe Ratio
Winner
CPSJ
1.03
BNDD
0.09
5Y Beta
CPSJ
0.23
Winner
BNDD
0.09
CPSJ vs BNDD - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSJ
+0.33%
BNDD
-3.13%
3M
Winner
CPSJ
+1.50%
BNDD
+0.28%
6M
Winner
CPSJ
+2.86%
BNDD
+2.44%
1Y
Winner
CPSJ
+5.93%
BNDD
+3.60%
5Y(CAGR)
CPSJ
N/A
BNDD
-4.46%
Max(CAGR)
Winner
CPSJ
+7.24%
BNDD
-4.46%
CPSJ vs BNDD - Annual Returns (2021 - 2026)
Returns include dividend reinvestment.
| Year | CPSJ | BNDD |
|---|---|---|
| 2026 | +3.14% | +3.70% |
| 2025 | +7.28% | -7.97% |
| 2024 | +4.14% | -6.66% |
| 2023 | N/A | +2.95% |
| 2022 | N/A | -15.91% |
| 2021 | N/A | +5.54% |
CPSJ vs BNDD Drawdown Comparison
The maximum drawdown for CPSJ was -5.36%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
The maximum drawdown for BNDD was -30.89%, occurring on Sep 2, 2025. This drawdown has not yet recovered.
The current CPSJ drawdown is -0.18%. The current BNDD drawdown is -27.20%.
| Rank | CPSJ | BNDD |
|---|---|---|
| #1 | -5.36% Feb 20, 2025 - May 13, 2025 | -30.89% Dec 3, 2021 - Sep 2, 2025 |
| #2 | -1.48% Jul 16, 2024 - Aug 15, 2024 | -6.51% Sep 22, 2021 - Oct 27, 2021 |
| #3 | -1.38% Feb 25, 2026 - Apr 8, 2026 | -2.91% Nov 11, 2021 - Nov 26, 2021 |
| #4 | -1.10% May 16, 2025 - Jun 2, 2025 | -1.28% Nov 1, 2021 - Nov 5, 2021 |
| #5 | -0.94% Aug 30, 2024 - Sep 16, 2024 | -0.66% Nov 9, 2021 - Nov 11, 2021 |
| #6 | -0.77% Oct 27, 2025 - Nov 28, 2025 | -0.61% Nov 26, 2021 - Nov 30, 2021 |
| #7 | -0.74% Dec 16, 2024 - Jan 16, 2025 | N/A |
| #8 | -0.65% Sep 25, 2024 - Oct 14, 2024 | N/A |
| #9 | -0.61% Oct 22, 2024 - Nov 6, 2024 | N/A |
| #10 | -0.61% Jan 24, 2025 - Feb 11, 2025 | N/A |
| #11 | -0.50% Nov 11, 2024 - Nov 25, 2024 | N/A |
| #12 | -0.44% Jun 16, 2025 - Jun 23, 2025 | N/A |
| #13 | -0.42% Jun 10, 2025 - Jun 16, 2025 | N/A |
| #14 | -0.34% Jul 25, 2025 - Aug 8, 2025 | N/A |
| #15 | -0.27% Jul 15, 2026 - Jul 20, 2026 | N/A |
Correlation
Correlation between CPSJ and BNDD is -0.72 which considered as a strong negative correlation - the stocks tend to move in opposite directions.
-0.72
-101
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