EVLU vs CPNM

Comparison between ISHARES MSCI EMERGING MARKETS VALUE FACTOR ETF (EVLU, ETF) and CALAMOS NASDAQ-100 STRUCTURED ALT PROTECTION ETF - MARCH (CPNM, ETF).

EVLU vs CPNM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EVLU(ETF)	CPNM(ETF)
Net Assets	$15M	$15M
Expense Ratio	0.35%	0.69%
Max Drawdown	18.00%	1.91%
Sharpe Ratio	1.84	1.09
5Y Beta	0.80	0.13

Net Assets

EVLU

$15M

Winner

CPNM

$15M

Expense Ratio

Winner

EVLU

0.35%

CPNM

0.69%

Max Drawdown

EVLU

18.00%

Winner

CPNM

1.91%

Sharpe Ratio

Winner

EVLU

1.84

CPNM

1.09

5Y Beta

EVLU

0.80

Winner

CPNM

0.13

EVLU vs CPNM - Historical Returns

Returns include dividend reinvestment.

Period	EVLU	CPNM
1 month	-3.13%	+0.13%
3 months	+8.60%	+0.77%
6 months	+15.34%	+2.41%
1 year	+46.06%	+6.00%
Max(CAGR)	+35.14%	+6.83%

EVLU

-3.13%

Winner

CPNM

+0.13%

Winner

EVLU

+8.60%

CPNM

+0.77%

Winner

EVLU

+15.34%

CPNM

+2.41%

Winner

EVLU

+46.06%

CPNM

+6.00%

Max(CAGR)

Winner

EVLU

+35.14%

CPNM

+6.83%

EVLU vs CPNM - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	EVLU	CPNM
2026	+22.25%	+2.77%
2025	+39.13%	+6.65%
2024	+1.61%	N/A

EVLU vs CPNM Drawdown Comparison

The maximum drawdown for EVLU was -17.17%, occurring on Apr 8, 2025. Recovery took 167 trading sessions.

The maximum drawdown for CPNM was -1.91%, occurring on Apr 4, 2025. Recovery took 41 trading sessions.

The current EVLU drawdown is -8.80%. The current CPNM drawdown is -0.29%.

Rank	EVLU	CPNM
#1	-17.17% Oct 7, 2024 - Jun 9, 2025	-1.91% Mar 5, 2025 - May 2, 2025
#2	-12.90% Feb 25, 2026 - May 1, 2026	-1.03% Mar 10, 2026 - Apr 8, 2026
#3	-9.80% Jun 2, 2026 - Jul 20, 2026	-0.64% Oct 29, 2025 - Nov 25, 2025
#4	-5.36% Nov 12, 2025 - Jan 2, 2026	-0.52% Jun 2, 2026 - Jun 15, 2026
#5	-5.13% May 11, 2026 - May 26, 2026	-0.38% Aug 14, 2025 - Aug 28, 2025
#6	-4.45% Oct 6, 2025 - Oct 16, 2025	-0.37% Jun 15, 2026 - Jul 10, 2026
#7	-3.51% Jul 23, 2025 - Aug 12, 2025	-0.37% Feb 2, 2026 - Feb 9, 2026
#8	-3.37% Jan 28, 2026 - Feb 10, 2026	-0.34% Oct 8, 2025 - Oct 20, 2025
#9	-2.48% Sep 26, 2024 - Oct 2, 2024	-0.29% Jul 10, 2026 - Jul 24, 2026
#10	-1.97% Nov 3, 2025 - Nov 10, 2025	-0.28% May 19, 2025 - May 27, 2025
#11	-1.96% Aug 13, 2025 - Sep 8, 2025	-0.24% Jul 29, 2025 - Aug 4, 2025
#12	-1.84% Jun 12, 2025 - Jun 24, 2025	-0.23% Aug 28, 2025 - Sep 5, 2025
#13	-1.57% Oct 2, 2024 - Oct 7, 2024	-0.21% May 2, 2025 - May 12, 2025
#14	-1.43% Jul 3, 2025 - Jul 15, 2025	-0.19% May 14, 2026 - May 20, 2026
#15	-1.42% Sep 17, 2025 - Oct 1, 2025	-0.19% Jun 16, 2025 - Jun 23, 2025