ONEO vs CPRO

Comparison between STATE STREET(R) SPDR(R) RUSSELL 1000 MOMENTUM FOCUS ETF (ONEO, ETF) and Russell 2000 Structured Alt Protection ETF - October (CPRO, ETF).

ONEO vs CPRO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ONEO(ETF)	CPRO(ETF)
Net Assets	$29M	$29M
Expense Ratio	0.20%	0.69%
Max Drawdown	41.23%	3.36%
Sharpe Ratio	1.38	1.80
5Y Beta	0.85	0.14
P/E Ratio	20.99	N/A
Forward P/E	16.09	N/A
5Y Dividends CAGR	9.55%	N/A
5Y EPS CAGR	15.52%	N/A
Debt to Equity	24.40%	N/A
P/S Ratio	1.47	N/A
P/B Ratio	3.12	N/A

Net Assets

Winner

ONEO

$29M

CPRO

$29M

Expense Ratio

Winner

ONEO

0.20%

CPRO

0.69%

Max Drawdown

ONEO

41.23%

Winner

CPRO

3.36%

Sharpe Ratio

ONEO

1.38

Winner

CPRO

1.80

5Y Beta

ONEO

0.85

Winner

CPRO

0.14

P/E Ratio

ONEO

20.99

CPRO

N/A

Forward P/E

ONEO

16.09

CPRO

N/A

5Y Dividends CAGR

ONEO

9.55%

CPRO

N/A

5Y EPS CAGR

ONEO

15.52%

CPRO

N/A

Debt to Equity

ONEO

24.40%

CPRO

N/A

P/S Ratio

ONEO

1.47

CPRO

N/A

P/B Ratio

ONEO

3.12

CPRO

N/A

ONEO vs CPRO - Historical Returns

Returns include dividend reinvestment.

Period	ONEO	CPRO
1 month	-0.26%	+0.48%
3 months	+6.96%	+2.18%
6 months	+12.61%	+3.40%
1 year	+23.98%	+12.18%
5 years(CAGR)	+10.75%	N/A
10 years(CAGR)	+11.55%	N/A
Max(CAGR)	+11.53%	+7.71%

ONEO

-0.26%

Winner

CPRO

+0.48%

Winner

ONEO

+6.96%

CPRO

+2.18%

Winner

ONEO

+12.61%

CPRO

+3.40%

Winner

ONEO

+23.98%

CPRO

+12.18%

5Y(CAGR)

ONEO

+10.75%

CPRO

N/A

10Y(CAGR)

ONEO

+11.55%

CPRO

N/A

Max(CAGR)

Winner

ONEO

+11.53%

CPRO

+7.71%

ONEO vs CPRO - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	ONEO	CPRO
2026	+17.14%	+4.64%
2025	+10.77%	+8.32%
2024	+15.69%	+0.59%
2023	+16.42%	N/A
2022	-11.69%	N/A
2021	+28.44%	N/A
2020	+10.18%	N/A
2019	+26.87%	N/A
2018	-12.86%	N/A
2017	+21.09%	N/A
2016	+11.32%	N/A
2015	-0.81%	N/A

ONEO vs CPRO Drawdown Comparison

The maximum drawdown for ONEO was -40.85%, occurring on Mar 23, 2020. Recovery took 205 trading sessions.

The maximum drawdown for CPRO was -3.36%, occurring on Apr 8, 2025. Recovery took 144 trading sessions.

The current ONEO drawdown is -0.57%. The current CPRO drawdown is -0.00%.

Rank	ONEO	CPRO
#1	-40.85% Jan 17, 2020 - Nov 9, 2020	-3.36% Dec 2, 2024 - Jul 2, 2025
#2	-22.57% Aug 29, 2018 - Nov 8, 2019	-1.77% Jul 23, 2025 - Aug 13, 2025
#3	-22.40% Nov 16, 2021 - Dec 14, 2023	-1.44% Feb 26, 2026 - Apr 9, 2026
#4	-19.72% Nov 25, 2024 - Aug 13, 2025	-1.25% Oct 27, 2025 - Nov 26, 2025
#5	-12.76% Dec 4, 2015 - Apr 18, 2016	-1.05% Aug 13, 2025 - Aug 22, 2025
#6	-8.80% Jan 26, 2018 - Aug 27, 2018	-0.83% Nov 11, 2024 - Nov 25, 2024
#7	-7.38% Feb 26, 2026 - Apr 16, 2026	-0.82% Jul 10, 2025 - Jul 23, 2025
#8	-6.98% Jul 16, 2024 - Aug 23, 2024	-0.66% Jan 22, 2026 - Feb 9, 2026
#9	-6.61% Mar 28, 2024 - Jul 16, 2024	-0.56% Aug 28, 2025 - Sep 4, 2025
#10	-5.58% Jun 6, 2016 - Jul 8, 2016	-0.56% Jul 3, 2025 - Jul 9, 2025
#11	-5.18% Oct 27, 2025 - Dec 10, 2025	-0.53% Sep 23, 2025 - Sep 26, 2025
#12	-4.88% Sep 16, 2016 - Nov 15, 2016	-0.52% Oct 16, 2024 - Nov 6, 2024
#13	-4.76% Jul 12, 2021 - Jul 29, 2021	-0.48% Dec 11, 2025 - Jan 5, 2026
#14	-4.74% Sep 2, 2021 - Oct 20, 2021	-0.41% Jun 4, 2026 - Jun 15, 2026
#15	-4.44% Jan 20, 2021 - Feb 8, 2021	-0.41% May 6, 2026 - May 22, 2026