CSQ vs EUFN

Comparison between Calamos Strategic Total Return Fund (CSQ, ETF) and ISHARES MSCI EUROPE FINANCIALS ETF (EUFN, ETF).

5-Year PerformanceEUFN has outperformed CSQ, delivering a return of +21.7% compared to +10.7%

CSQ vs EUFN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CSQ(ETF)	EUFN(ETF)
Net Assets	$3.70B	$3.70B
Expense Ratio	N/A	0.49%
Max Drawdown	72.74%	59.14%
Sharpe Ratio	1.07	1.28
5Y Beta	1.03	0.82
5Y Dividends CAGR	4.89%	30.11%

Net Assets

CSQ

$3.70B

EUFN

$3.70B

Expense Ratio

CSQ

N/A

EUFN

0.49%

Max Drawdown

CSQ

72.74%

Winner

EUFN

59.14%

Sharpe Ratio

CSQ

1.07

Winner

EUFN

1.28

5Y Beta

CSQ

1.03

Winner

EUFN

0.82

5Y Dividends CAGR

CSQ

4.89%

Winner

EUFN

30.11%

CSQ vs EUFN - Historical Returns

Returns include dividend reinvestment.

Period	CSQ	EUFN
1 month	+1.84%	+6.00%
3 months	+10.49%	+8.53%
6 months	+10.39%	+11.79%
1 year	+22.10%	+34.65%
5 years(CAGR)	+10.68%	+21.71%
10 years(CAGR)	+16.10%	+14.47%
Max(CAGR)	+10.22%	+7.61%

CSQ

+1.84%

Winner

EUFN

+6.00%

Winner

CSQ

+10.49%

EUFN

+8.53%

CSQ

+10.39%

Winner

EUFN

+11.79%

CSQ

+22.10%

Winner

EUFN

+34.65%

5Y(CAGR)

CSQ

+10.68%

Winner

EUFN

+21.71%

10Y(CAGR)

Winner

CSQ

+16.10%

EUFN

+14.47%

Max(CAGR)

Winner

CSQ

+10.22%

EUFN

+7.61%

CSQ vs EUFN - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	CSQ	EUFN
2026	+12.11%	+11.07%
2025	+17.22%	+67.60%
2024	+29.40%	+18.14%
2023	+22.44%	+24.26%
2022	-24.06%	-9.61%
2021	+34.84%	+19.77%
2020	+25.88%	-9.99%
2019	+38.06%	+21.29%
2018	-4.03%	-23.77%
2017	+25.28%	+24.49%
2016	+16.51%	-0.66%
2015	-4.73%	-4.80%
2014	+14.95%	-7.21%
2013	+18.27%	+26.80%
2012	+26.53%	+31.10%
2011	-4.16%	-27.56%
2010	+12.12%	-3.91%
2009	+48.27%	N/A
2008	-48.59%	N/A
2007	-2.22%	N/A
2006	+23.71%	N/A
2005	+3.84%	N/A
2004	-3.64%	N/A

CSQ vs EUFN Drawdown Comparison

The maximum drawdown for CSQ was -67.02%, occurring on Nov 20, 2008. Recovery took 1214 trading sessions.

The maximum drawdown for EUFN was -53.26%, occurring on Mar 18, 2020. Recovery took 1472 trading sessions.

The current EUFN drawdown is -0.05%.

Rank	CSQ	EUFN
#1	-67.02% May 22, 2007 - Mar 15, 2012	-53.26% Jan 26, 2018 - Dec 1, 2023
#2	-48.11% Feb 20, 2020 - Aug 12, 2020	-43.38% Apr 29, 2011 - Sep 18, 2013
#3	-33.06% Dec 30, 2021 - Mar 20, 2024	-39.47% Jun 6, 2014 - Aug 1, 2017
#4	-29.03% Sep 24, 2018 - Apr 29, 2019	-27.21% Apr 13, 2010 - Nov 4, 2010
#5	-24.60% May 18, 2015 - Jul 15, 2016	-17.18% Nov 4, 2010 - Feb 1, 2011
#6	-24.18% Jan 23, 2025 - Jun 26, 2025	-15.95% Mar 18, 2025 - Apr 24, 2025
#7	-17.11% Apr 1, 2004 - Jul 8, 2005	-14.77% Feb 2, 2026 - Apr 17, 2026
#8	-15.25% Jan 12, 2026 - Apr 20, 2026	-11.87% Feb 17, 2011 - Apr 27, 2011
#9	-14.59% Aug 27, 2014 - Nov 14, 2014	-9.82% Jan 15, 2014 - Jun 5, 2014
#10	-12.20% Oct 17, 2012 - Jan 7, 2013	-9.16% Feb 3, 2010 - Mar 19, 2010
#11	-10.85% Jan 26, 2018 - Jun 1, 2018	-8.12% Jun 3, 2024 - Aug 19, 2024
#12	-9.91% Sep 2, 2020 - Nov 10, 2020	-6.88% Sep 26, 2024 - Jan 21, 2025
#13	-9.90% May 17, 2013 - Oct 25, 2013	-6.81% Nov 12, 2025 - Dec 10, 2025
#14	-9.75% Jul 10, 2024 - Sep 23, 2024	-6.20% Oct 22, 2013 - Dec 26, 2013
#15	-9.53% Apr 15, 2021 - Jun 29, 2021	-5.94% Aug 7, 2017 - Jan 2, 2018

Correlation

Correlation between CSQ and EUFN is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (2004 - 2026)

CSQ vs EUFN dividend yield comparison.

Year	CSQ	EUFN
2026	3.62%	2.81%
2025	6.51%	3.57%
2024	6.95%	5.36%
2023	8.27%	5.00%
2022	9.17%	4.24%
2021	6.38%	4.15%
2020	7.03%	1.38%
2019	7.14%	4.55%
2018	9.35%	6.48%
2017	8.20%	3.04%
2016	9.64%	4.03%
2015	10.00%	3.65%
2014	8.44%	3.35%
2013	7.71%	1.59%
2012	8.56%	2.91%
2011	7.54%	3.88%
2010	6.80%	1.80%
2009	8.93%	0.00%
2008	18.36%	0.00%
2007	8.71%	0.00%
2006	7.48%	0.00%
2005	7.66%	0.00%
2004	4.28%	0.00%