SCLZ vs CPSP

Comparison between SWAN ENHANCED DIVIDEND INCOME ETF (SCLZ, ETF) and Calamos S&P 500 Structured Alt Protection ETF April (CPSP, ETF).

SCLZ vs CPSP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SCLZ(ETF)	CPSP(ETF)
Net Assets	$20M	$20M
Expense Ratio	0.79%	0.69%
Max Drawdown	14.16%	1.73%
Sharpe Ratio	1.06	1.68
5Y Beta	0.66	0.11
P/E Ratio	30.64	N/A
Forward P/E	21.89	N/A
PEG Ratio	0.33	N/A
5Y EPS CAGR	25.18%	N/A
Debt to Equity	8.72%	N/A
P/S Ratio	5.18	N/A
P/B Ratio	6.75	N/A

Net Assets

SCLZ

$20M

CPSP

$20M

Expense Ratio

SCLZ

0.79%

Winner

CPSP

0.69%

Max Drawdown

SCLZ

14.16%

Winner

CPSP

1.73%

Sharpe Ratio

SCLZ

1.06

Winner

CPSP

1.68

5Y Beta

SCLZ

0.66

Winner

CPSP

0.11

P/E Ratio

SCLZ

30.64

CPSP

N/A

Forward P/E

SCLZ

21.89

CPSP

N/A

PEG Ratio

SCLZ

0.33

CPSP

N/A

5Y EPS CAGR

SCLZ

25.18%

CPSP

N/A

Debt to Equity

SCLZ

8.72%

CPSP

N/A

P/S Ratio

SCLZ

5.18

CPSP

N/A

P/B Ratio

SCLZ

6.75

CPSP

N/A

SCLZ vs CPSP - Historical Returns

Returns include dividend reinvestment.

Period	SCLZ	CPSP
1 month	+1.15%	+0.39%
3 months	+5.49%	+1.11%
6 months	+8.12%	+3.21%
1 year	+14.19%	+6.31%
Max(CAGR)	+12.80%	+6.94%

Winner

SCLZ

+1.15%

CPSP

+0.39%

Winner

SCLZ

+5.49%

CPSP

+1.11%

Winner

SCLZ

+8.12%

CPSP

+3.21%

Winner

SCLZ

+14.19%

CPSP

+6.31%

Max(CAGR)

Winner

SCLZ

+12.80%

CPSP

+6.94%

SCLZ vs CPSP - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	SCLZ	CPSP
2026	+7.63%	+3.43%
2025	+11.46%	+5.46%
2024	+11.88%	N/A

SCLZ vs CPSP Drawdown Comparison

The maximum drawdown for SCLZ was -12.58%, occurring on Apr 8, 2025. Recovery took 93 trading sessions.

The maximum drawdown for CPSP was -1.73%, occurring on Apr 8, 2025. Recovery took 18 trading sessions.

The current SCLZ drawdown is -0.30%. The current CPSP drawdown is -0.20%.

Rank	SCLZ	CPSP
#1	-12.58% Feb 19, 2025 - Jul 3, 2025	-1.73% Apr 2, 2025 - Apr 29, 2025
#2	-7.00% Feb 2, 2026 - Apr 14, 2026	-0.38% May 16, 2025 - May 30, 2025
#3	-4.59% Jul 16, 2024 - Aug 15, 2024	-0.37% Nov 11, 2025 - Nov 25, 2025
#4	-4.22% Oct 28, 2025 - Dec 22, 2025	-0.36% Jun 12, 2025 - Jun 23, 2025
#5	-4.22% Mar 28, 2024 - May 15, 2024	-0.30% Jun 4, 2026 - Jul 2, 2026
#6	-3.30% Dec 16, 2024 - Jan 23, 2025	-0.25% Aug 13, 2025 - Aug 22, 2025
#7	-2.73% Jun 4, 2026 - Jul 6, 2026	-0.25% Jul 15, 2026 - Jul 20, 2026
#8	-2.26% Oct 18, 2024 - Nov 7, 2024	-0.23% Oct 6, 2025 - Oct 20, 2025
#9	-2.21% Aug 30, 2024 - Sep 13, 2024	-0.17% Oct 27, 2025 - Nov 10, 2025
#10	-2.14% Jan 12, 2026 - Feb 2, 2026	-0.16% Jul 25, 2025 - Aug 4, 2025
#11	-2.11% May 21, 2024 - Jun 13, 2024	-0.16% Aug 27, 2025 - Sep 4, 2025
#12	-2.03% Nov 8, 2024 - Nov 26, 2024	-0.16% Sep 15, 2025 - Sep 17, 2025
#13	-1.71% Jul 14, 2026 - Jul 20, 2026	-0.15% Mar 4, 2026 - Mar 10, 2026
#14	-1.42% Oct 8, 2025 - Oct 20, 2025	-0.15% May 14, 2026 - May 26, 2026
#15	-1.35% Jul 23, 2025 - Aug 15, 2025	-0.14% Oct 21, 2025 - Oct 24, 2025