PSK vs CAOS
Comparison between STATE STREET(R) SPDR(R) ICE PREFERRED SECURITIES ETF (PSK, ETF) and ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF).
PSK vs CAOS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
PSK
$708M
CAOS
$705M
Expense Ratio
Winner
PSK
0.45%
CAOS
0.63%
Max Drawdown
PSK
36.08%
Winner
CAOS
3.60%
Sharpe Ratio
Winner
PSK
-0.34
CAOS
-1.18
5Y Beta
PSK
0.21
Winner
CAOS
-0.14
5Y Dividends CAGR
PSK
-0.64%
CAOS
N/A
PSK vs CAOS - Historical Returns
Returns include dividend reinvestment.
1M
Winner
PSK
+0.23%
CAOS
+0.19%
3M
PSK
-1.58%
Winner
CAOS
-0.01%
6M
PSK
-2.71%
Winner
CAOS
+0.36%
1Y
PSK
+1.82%
Winner
CAOS
+1.98%
5Y(CAGR)
PSK
-1.02%
CAOS
N/A
10Y(CAGR)
PSK
+1.91%
CAOS
N/A
Max(CAGR)
PSK
+4.54%
Winner
CAOS
+4.96%
PSK vs CAOS - Annual Returns (2009 - 2026)
Returns include dividend reinvestment.
| Year | PSK | CAOS |
|---|---|---|
| 2026 | -1.76% | +0.99% |
| 2025 | +0.95% | +2.72% |
| 2024 | +4.75% | +5.67% |
| 2023 | +7.50% | +7.97% |
| 2022 | -18.47% | N/A |
| 2021 | +2.35% | N/A |
| 2020 | +5.68% | N/A |
| 2019 | +16.20% | N/A |
| 2018 | -3.55% | N/A |
| 2017 | +11.71% | N/A |
| 2016 | -0.96% | N/A |
| 2015 | +7.35% | N/A |
| 2014 | +16.56% | N/A |
| 2013 | -5.81% | N/A |
| 2012 | +12.71% | N/A |
| 2011 | +1.10% | N/A |
| 2010 | +13.49% | N/A |
| 2009 | +5.69% | N/A |
PSK vs CAOS Drawdown Comparison
The maximum drawdown for PSK was -30.10%, occurring on Mar 18, 2020. Recovery took 129 trading sessions.
The maximum drawdown for CAOS was -3.60%, occurring on May 9, 2025. This drawdown has not yet recovered.
The current PSK drawdown is -6.13%. The current CAOS drawdown is -0.95%.
| Rank | PSK | CAOS |
|---|---|---|
| #1 | -30.10% Feb 12, 2020 - Aug 17, 2020 | -3.60% Apr 8, 2025 - May 9, 2025 |
| #2 | -22.22% Nov 5, 2021 - Oct 19, 2023 | -3.41% Mar 6, 2023 - Mar 31, 2023 |
| #3 | -13.52% May 13, 2011 - Jan 27, 2012 | -2.07% Aug 5, 2024 - Nov 13, 2024 |
| #4 | -12.05% May 8, 2013 - May 1, 2014 | -1.62% May 1, 2023 - May 17, 2023 |
| #5 | -9.56% Jul 22, 2016 - Apr 10, 2017 | -1.52% Oct 17, 2023 - Nov 2, 2023 |
| #6 | -9.36% Mar 17, 2010 - Jul 14, 2010 | -1.31% Apr 18, 2023 - Apr 28, 2023 |
| #7 | -8.75% Jul 6, 2018 - Feb 15, 2019 | -1.22% Sep 15, 2023 - Oct 11, 2023 |
| #8 | -5.09% Jan 5, 2016 - Mar 11, 2016 | -1.21% Apr 11, 2024 - May 22, 2024 |
| #9 | -5.02% Sep 25, 2009 - Dec 7, 2009 | -0.89% May 22, 2023 - May 26, 2023 |
| #10 | -4.83% Dec 7, 2017 - Jun 6, 2018 | -0.83% Aug 14, 2023 - Sep 11, 2023 |
| #11 | -4.67% Dec 31, 2020 - Jun 1, 2021 | -0.70% Dec 27, 2023 - Jan 18, 2024 |
| #12 | -3.38% May 7, 2012 - Jun 15, 2012 | -0.50% Dec 19, 2024 - Jan 31, 2025 |
| #13 | -3.20% Nov 27, 2015 - Dec 28, 2015 | -0.42% Apr 3, 2023 - Apr 13, 2023 |
| #14 | -3.04% Sep 29, 2010 - Feb 10, 2011 | -0.38% Nov 13, 2024 - Dec 18, 2024 |
| #15 | -2.91% Apr 15, 2015 - Sep 25, 2015 | -0.35% May 24, 2024 - Jun 5, 2024 |
Correlation
Correlation between PSK and CAOS is 0.83 which considered as a strong positive correlation - the stocks tend to move together.
0.83
-101
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