RPAR vs CHW

Comparison between RPAR RISK PARITY ETF (RPAR, ETF) and Calamos Global Dynamic Income Fund (CHW, ETF).

5-Year PerformanceCHW has outperformed RPAR, delivering a return of +5.4% compared to +1.4%

RPAR vs CHW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	RPAR(ETF)	CHW(ETF)
Net Assets	$602M	$603M
Expense Ratio	0.52%	N/A
Max Drawdown	34.80%	72.87%
Sharpe Ratio	1.23	1.82
5Y Beta	0.38	0.89
5Y Dividends CAGR	25.77%	-6.51%

Net Assets

RPAR

$602M

Winner

CHW

$603M

Expense Ratio

RPAR

0.52%

CHW

N/A

Max Drawdown

Winner

RPAR

34.80%

CHW

72.87%

Sharpe Ratio

RPAR

1.23

Winner

CHW

1.82

5Y Beta

Winner

RPAR

0.38

CHW

0.89

5Y Dividends CAGR

Winner

RPAR

25.77%

CHW

-6.51%

RPAR vs CHW - Historical Returns

Returns include dividend reinvestment.

Period	RPAR	CHW
1 month	-0.86%	+3.29%
3 months	-1.33%	+14.77%
6 months	+5.53%	+22.93%
1 year	+17.12%	+37.20%
5 years(CAGR)	+1.36%	+5.42%
10 years(CAGR)	N/A	+12.38%
Max(CAGR)	+4.24%	+7.20%

RPAR

-0.86%

Winner

CHW

+3.29%

RPAR

-1.33%

Winner

CHW

+14.77%

RPAR

+5.53%

Winner

CHW

+22.93%

RPAR

+17.12%

Winner

CHW

+37.20%

5Y(CAGR)

RPAR

+1.36%

Winner

CHW

+5.42%

10Y(CAGR)

RPAR

N/A

CHW

+12.38%

Max(CAGR)

RPAR

+4.24%

Winner

CHW

+7.20%

RPAR vs CHW - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	RPAR	CHW
2026	+4.51%	+19.65%
2025	+17.50%	+20.25%
2024	+0.60%	+29.15%
2023	+5.47%	+13.92%
2022	-22.43%	-37.66%
2021	+6.70%	+16.61%
2020	+17.68%	+22.85%
2019	+0.11%	+42.73%
2018	N/A	-20.91%
2017	N/A	+44.00%
2016	N/A	+9.71%
2015	N/A	-11.37%
2014	N/A	+13.84%
2013	N/A	+14.81%
2012	N/A	+22.73%
2011	N/A	-7.00%
2010	N/A	+13.76%
2009	N/A	+45.50%
2008	N/A	-47.92%
2007	N/A	-11.08%

RPAR vs CHW Drawdown Comparison

The maximum drawdown for RPAR was -30.14%, occurring on Oct 20, 2022. Recovery took 1055 trading sessions.

The maximum drawdown for CHW was -66.81%, occurring on Nov 20, 2008. Recovery took 1371 trading sessions.

The current RPAR drawdown is -4.58%. The current CHW drawdown is -4.70%.

Rank	RPAR	CHW
#1	-30.14% Nov 9, 2021 - Jan 26, 2026	-66.81% Jul 26, 2007 - Jan 4, 2013
#2	-19.82% Mar 6, 2020 - Jun 10, 2020	-53.47% Feb 20, 2020 - Aug 31, 2020
#3	-8.10% Feb 27, 2026 - Mar 20, 2026	-46.07% Jul 29, 2021 - Sep 19, 2025
#4	-6.37% Jan 20, 2021 - Jun 1, 2021	-31.90% Sep 12, 2018 - Nov 4, 2019
#5	-5.82% Aug 6, 2020 - Nov 20, 2020	-29.24% Jul 24, 2014 - Feb 7, 2017
#6	-3.82% Sep 15, 2021 - Oct 26, 2021	-15.50% Feb 25, 2026 - Apr 27, 2026
#7	-2.81% Jan 29, 2026 - Feb 10, 2026	-11.96% Oct 13, 2020 - Nov 11, 2020
#8	-2.70% Feb 21, 2020 - Mar 5, 2020	-11.53% May 14, 2013 - Oct 22, 2013
#9	-2.10% Aug 3, 2021 - Sep 15, 2021	-10.79% Jan 26, 2018 - Sep 12, 2018
#10	-2.07% Jun 10, 2020 - Jul 2, 2020	-7.74% Oct 9, 2025 - Jan 9, 2026
#11	-1.79% Jun 10, 2021 - Jul 2, 2021	-7.11% Aug 31, 2020 - Oct 7, 2020
#12	-1.41% Jan 5, 2021 - Jan 20, 2021	-6.63% May 14, 2026 - May 27, 2026
#13	-1.26% Oct 27, 2021 - Nov 5, 2021	-6.56% Apr 12, 2021 - Jun 8, 2021
#14	-1.10% Nov 27, 2020 - Dec 3, 2020	-6.30% Aug 7, 2017 - Sep 19, 2017
#15	-0.94% Dec 16, 2019 - Jan 2, 2020	-5.93% Jan 23, 2014 - Feb 18, 2014

Correlation

Correlation between RPAR and CHW is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2007 - 2026)

RPAR vs CHW dividend yield comparison.

Year	RPAR	CHW
2026	0.06%	2.29%
2025	2.54%	8.10%
2024	2.51%	8.89%
2023	3.16%	10.40%
2022	4.01%	13.62%
2021	2.02%	8.43%
2020	0.76%	8.79%
2019	0.23%	9.67%
2018	0.00%	12.82%
2017	0.00%	9.25%
2016	0.00%	12.05%
2015	0.00%	11.73%
2014	0.00%	8.93%
2013	0.00%	8.29%
2012	0.00%	8.91%
2011	0.00%	8.22%
2010	0.00%	7.17%
2009	0.00%	10.05%
2008	0.00%	21.28%
2007	0.00%	5.21%