CPSO vs SAEF
Comparison between S&P 500 Structured Alt Protection ETF - October (CPSO, ETF) and Schwab Ariel Opportunities ETF (SAEF, ETF).
CPSO vs SAEF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSO
$27M
Winner
SAEF
$27M
Expense Ratio
CPSO
0.69%
Winner
SAEF
0.59%
Max Drawdown
Winner
CPSO
3.23%
SAEF
28.37%
Sharpe Ratio
Winner
CPSO
0.87
SAEF
0.87
5Y Beta
Winner
CPSO
0.16
SAEF
1.03
P/E Ratio
CPSO
N/A
SAEF
31.34
Forward P/E
CPSO
N/A
SAEF
16.07
5Y EPS CAGR
CPSO
N/A
SAEF
8.09%
Debt to Equity
CPSO
N/A
SAEF
103.87%
P/S Ratio
CPSO
N/A
SAEF
1.64
P/B Ratio
CPSO
N/A
SAEF
2.79
CPSO vs SAEF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSO
+0.54%
SAEF
+0.41%
3M
CPSO
+1.42%
Winner
SAEF
+6.13%
6M
CPSO
+2.72%
Winner
SAEF
+8.60%
1Y
CPSO
+5.66%
Winner
SAEF
+17.32%
5Y(CAGR)
CPSO
N/A
SAEF
+5.29%
Max(CAGR)
Winner
CPSO
+5.63%
SAEF
+5.29%
CPSO vs SAEF - Annual Returns (2021 - 2026)
Returns include dividend reinvestment.
| Year | CPSO | SAEF |
|---|---|---|
| 2026 | +3.12% | +13.38% |
| 2025 | +6.09% | +2.73% |
| 2024 | +0.77% | +16.80% |
| 2023 | N/A | +17.29% |
| 2022 | N/A | -18.64% |
| 2021 | N/A | -2.35% |
CPSO vs SAEF Drawdown Comparison
The maximum drawdown for CPSO was -3.23%, occurring on Apr 7, 2025. Recovery took 60 trading sessions.
The maximum drawdown for SAEF was -28.05%, occurring on Sep 30, 2022. Recovery took 665 trading sessions.
The current CPSO drawdown is -0.16%. The current SAEF drawdown is -2.43%.
| Rank | CPSO | SAEF |
|---|---|---|
| #1 | -3.23% Feb 19, 2025 - May 15, 2025 | -28.05% Nov 16, 2021 - Jul 12, 2024 |
| #2 | -1.45% Feb 25, 2026 - Apr 9, 2026 | -27.40% Nov 25, 2024 - Jan 15, 2026 |
| #3 | -0.89% Oct 27, 2025 - Dec 3, 2025 | -12.63% Feb 26, 2026 - Jun 11, 2026 |
| #4 | -0.56% Oct 18, 2024 - Nov 7, 2024 | -8.01% Jul 31, 2024 - Aug 23, 2024 |
| #5 | -0.52% Dec 16, 2024 - Jan 6, 2025 | -4.56% Aug 30, 2024 - Sep 19, 2024 |
| #6 | -0.49% May 19, 2025 - May 30, 2025 | -4.33% Jun 30, 2026 - Jul 8, 2026 |
| #7 | -0.47% Jan 24, 2025 - Feb 6, 2025 | -3.80% Nov 11, 2024 - Nov 25, 2024 |
| #8 | -0.44% Jan 28, 2026 - Feb 9, 2026 | -3.48% Feb 10, 2026 - Feb 26, 2026 |
| #9 | -0.43% Jun 2, 2026 - Jun 15, 2026 | -2.92% Jul 16, 2024 - Jul 31, 2024 |
| #10 | -0.39% Jan 6, 2025 - Jan 15, 2025 | -2.77% Jan 15, 2026 - Feb 6, 2026 |
| #11 | -0.36% Jul 28, 2025 - Aug 6, 2025 | -2.65% Oct 17, 2024 - Nov 5, 2024 |
| #12 | -0.35% Nov 13, 2024 - Nov 26, 2024 | -2.63% Sep 19, 2024 - Oct 11, 2024 |
| #13 | -0.31% Feb 9, 2026 - Feb 25, 2026 | -1.39% Jun 16, 2026 - Jun 18, 2026 |
| #14 | -0.30% Oct 6, 2025 - Oct 20, 2025 | -1.03% Jun 22, 2026 - Jun 25, 2026 |
| #15 | -0.29% Nov 29, 2024 - Dec 3, 2024 | -0.49% Nov 6, 2024 - Nov 8, 2024 |
Correlation
Correlation between CPSO and SAEF is 0.74 which considered as a strong positive correlation - the stocks tend to move together.
0.74
-101
Select Stocks to Compare
Popular: CPSO vs SPYSAEF vs SPY
More Comparisons
Compare with similar stocks