SAEF vs CPSO

Comparison between Schwab Ariel Opportunities ETF (SAEF, ETF) and S&P 500 Structured Alt Protection ETF - October (CPSO, ETF).

SAEF vs CPSO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SAEF(ETF)	CPSO(ETF)
Net Assets	$27M	$27M
Expense Ratio	0.59%	0.69%
Max Drawdown	28.37%	3.23%
Sharpe Ratio	0.87	0.87
5Y Beta	1.03	0.16
P/E Ratio	31.34	N/A
Forward P/E	16.07	N/A
5Y EPS CAGR	8.09%	N/A
Debt to Equity	103.87%	N/A
P/S Ratio	1.64	N/A
P/B Ratio	2.79	N/A

Net Assets

Winner

SAEF

$27M

CPSO

$27M

Expense Ratio

Winner

SAEF

0.59%

CPSO

0.69%

Max Drawdown

SAEF

28.37%

Winner

CPSO

3.23%

Sharpe Ratio

SAEF

0.87

Winner

CPSO

0.87

5Y Beta

SAEF

1.03

Winner

CPSO

0.16

P/E Ratio

SAEF

31.34

CPSO

N/A

Forward P/E

SAEF

16.07

CPSO

N/A

5Y EPS CAGR

SAEF

8.09%

CPSO

N/A

Debt to Equity

SAEF

103.87%

CPSO

N/A

P/S Ratio

SAEF

1.64

CPSO

N/A

P/B Ratio

SAEF

2.79

CPSO

N/A

SAEF vs CPSO - Historical Returns

Returns include dividend reinvestment.

Period	SAEF	CPSO
1 month	+0.41%	+0.54%
3 months	+6.13%	+1.42%
6 months	+8.60%	+2.72%
1 year	+17.32%	+5.66%
5 years(CAGR)	+5.29%	N/A
Max(CAGR)	+5.29%	+5.63%

SAEF

+0.41%

Winner

CPSO

+0.54%

Winner

SAEF

+6.13%

CPSO

+1.42%

Winner

SAEF

+8.60%

CPSO

+2.72%

Winner

SAEF

+17.32%

CPSO

+5.66%

5Y(CAGR)

SAEF

+5.29%

CPSO

N/A

Max(CAGR)

SAEF

+5.29%

Winner

CPSO

+5.63%

SAEF vs CPSO - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	SAEF	CPSO
2026	+13.38%	+3.12%
2025	+2.73%	+6.09%
2024	+16.80%	+0.77%
2023	+17.29%	N/A
2022	-18.64%	N/A
2021	-2.35%	N/A

SAEF vs CPSO Drawdown Comparison

The maximum drawdown for SAEF was -28.05%, occurring on Sep 30, 2022. Recovery took 665 trading sessions.

The maximum drawdown for CPSO was -3.23%, occurring on Apr 7, 2025. Recovery took 60 trading sessions.

The current SAEF drawdown is -2.43%. The current CPSO drawdown is -0.16%.

Rank	SAEF	CPSO
#1	-28.05% Nov 16, 2021 - Jul 12, 2024	-3.23% Feb 19, 2025 - May 15, 2025
#2	-27.40% Nov 25, 2024 - Jan 15, 2026	-1.45% Feb 25, 2026 - Apr 9, 2026
#3	-12.63% Feb 26, 2026 - Jun 11, 2026	-0.89% Oct 27, 2025 - Dec 3, 2025
#4	-8.01% Jul 31, 2024 - Aug 23, 2024	-0.56% Oct 18, 2024 - Nov 7, 2024
#5	-4.56% Aug 30, 2024 - Sep 19, 2024	-0.52% Dec 16, 2024 - Jan 6, 2025
#6	-4.33% Jun 30, 2026 - Jul 8, 2026	-0.49% May 19, 2025 - May 30, 2025
#7	-3.80% Nov 11, 2024 - Nov 25, 2024	-0.47% Jan 24, 2025 - Feb 6, 2025
#8	-3.48% Feb 10, 2026 - Feb 26, 2026	-0.44% Jan 28, 2026 - Feb 9, 2026
#9	-2.92% Jul 16, 2024 - Jul 31, 2024	-0.43% Jun 2, 2026 - Jun 15, 2026
#10	-2.77% Jan 15, 2026 - Feb 6, 2026	-0.39% Jan 6, 2025 - Jan 15, 2025
#11	-2.65% Oct 17, 2024 - Nov 5, 2024	-0.36% Jul 28, 2025 - Aug 6, 2025
#12	-2.63% Sep 19, 2024 - Oct 11, 2024	-0.35% Nov 13, 2024 - Nov 26, 2024
#13	-1.39% Jun 16, 2026 - Jun 18, 2026	-0.31% Feb 9, 2026 - Feb 25, 2026
#14	-1.03% Jun 22, 2026 - Jun 25, 2026	-0.30% Oct 6, 2025 - Oct 20, 2025
#15	-0.49% Nov 6, 2024 - Nov 8, 2024	-0.29% Nov 29, 2024 - Dec 3, 2024