CPSP vs SCLZ

Comparison between Calamos S&P 500 Structured Alt Protection ETF April (CPSP, ETF) and SWAN ENHANCED DIVIDEND INCOME ETF (SCLZ, ETF).

CPSP vs SCLZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CPSP(ETF)	SCLZ(ETF)
Net Assets	$20M	$20M
Expense Ratio	0.69%	0.79%
Max Drawdown	1.73%	14.16%
Sharpe Ratio	1.68	1.06
5Y Beta	0.11	0.66
P/E Ratio	N/A	30.64
Forward P/E	N/A	21.89
PEG Ratio	N/A	0.33
5Y EPS CAGR	N/A	25.18%
Debt to Equity	N/A	8.72%
P/S Ratio	N/A	5.18
P/B Ratio	N/A	6.75

Net Assets

CPSP

$20M

SCLZ

$20M

Expense Ratio

Winner

CPSP

0.69%

SCLZ

0.79%

Max Drawdown

Winner

CPSP

1.73%

SCLZ

14.16%

Sharpe Ratio

Winner

CPSP

1.68

SCLZ

1.06

5Y Beta

Winner

CPSP

0.11

SCLZ

0.66

P/E Ratio

CPSP

N/A

SCLZ

30.64

Forward P/E

CPSP

N/A

SCLZ

21.89

PEG Ratio

CPSP

N/A

SCLZ

0.33

5Y EPS CAGR

CPSP

N/A

SCLZ

25.18%

Debt to Equity

CPSP

N/A

SCLZ

8.72%

P/S Ratio

CPSP

N/A

SCLZ

5.18

P/B Ratio

CPSP

N/A

SCLZ

6.75

CPSP vs SCLZ - Historical Returns

Returns include dividend reinvestment.

Period	CPSP	SCLZ
1 month	+0.39%	+1.15%
3 months	+1.11%	+5.49%
6 months	+3.21%	+8.12%
1 year	+6.31%	+14.19%
Max(CAGR)	+6.94%	+12.80%

CPSP

+0.39%

Winner

SCLZ

+1.15%

CPSP

+1.11%

Winner

SCLZ

+5.49%

CPSP

+3.21%

Winner

SCLZ

+8.12%

CPSP

+6.31%

Winner

SCLZ

+14.19%

Max(CAGR)

CPSP

+6.94%

Winner

SCLZ

+12.80%

CPSP vs SCLZ - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	CPSP	SCLZ
2026	+3.43%	+7.63%
2025	+5.46%	+11.46%
2024	N/A	+11.88%

CPSP vs SCLZ Drawdown Comparison

The maximum drawdown for CPSP was -1.73%, occurring on Apr 8, 2025. Recovery took 18 trading sessions.

The maximum drawdown for SCLZ was -12.58%, occurring on Apr 8, 2025. Recovery took 93 trading sessions.

The current CPSP drawdown is -0.20%. The current SCLZ drawdown is -0.30%.

Rank	CPSP	SCLZ
#1	-1.73% Apr 2, 2025 - Apr 29, 2025	-12.58% Feb 19, 2025 - Jul 3, 2025
#2	-0.38% May 16, 2025 - May 30, 2025	-7.00% Feb 2, 2026 - Apr 14, 2026
#3	-0.37% Nov 11, 2025 - Nov 25, 2025	-4.59% Jul 16, 2024 - Aug 15, 2024
#4	-0.36% Jun 12, 2025 - Jun 23, 2025	-4.22% Oct 28, 2025 - Dec 22, 2025
#5	-0.30% Jun 4, 2026 - Jul 2, 2026	-4.22% Mar 28, 2024 - May 15, 2024
#6	-0.25% Aug 13, 2025 - Aug 22, 2025	-3.30% Dec 16, 2024 - Jan 23, 2025
#7	-0.25% Jul 15, 2026 - Jul 20, 2026	-2.73% Jun 4, 2026 - Jul 6, 2026
#8	-0.23% Oct 6, 2025 - Oct 20, 2025	-2.26% Oct 18, 2024 - Nov 7, 2024
#9	-0.17% Oct 27, 2025 - Nov 10, 2025	-2.21% Aug 30, 2024 - Sep 13, 2024
#10	-0.16% Jul 25, 2025 - Aug 4, 2025	-2.14% Jan 12, 2026 - Feb 2, 2026
#11	-0.16% Aug 27, 2025 - Sep 4, 2025	-2.11% May 21, 2024 - Jun 13, 2024
#12	-0.16% Sep 15, 2025 - Sep 17, 2025	-2.03% Nov 8, 2024 - Nov 26, 2024
#13	-0.15% Mar 4, 2026 - Mar 10, 2026	-1.71% Jul 14, 2026 - Jul 20, 2026
#14	-0.15% May 14, 2026 - May 26, 2026	-1.42% Oct 8, 2025 - Oct 20, 2025
#15	-0.14% Oct 21, 2025 - Oct 24, 2025	-1.35% Jul 23, 2025 - Aug 15, 2025