XLSR vs CHI

Comparison between STATE STREET(R) US SECTOR ROTATION ETF (XLSR, ETF) and Calamos Convertible Opportunities and Income Fund (CHI, ETF).

5-Year PerformanceXLSR has outperformed CHI, delivering a return of +9.5% compared to +7.3%

XLSR vs CHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XLSR(ETF)	CHI(ETF)
Net Assets	$994M	$994M
Expense Ratio	0.70%	N/A
Max Drawdown	32.94%	73.29%
Sharpe Ratio	1.25	1.95
5Y Beta	1.03	0.74
5Y Dividends CAGR	-1.04%	3.60%

Net Assets

Winner

XLSR

$994M

CHI

$994M

Expense Ratio

XLSR

0.70%

CHI

N/A

Max Drawdown

Winner

XLSR

32.94%

CHI

73.29%

Sharpe Ratio

XLSR

1.25

Winner

CHI

1.95

5Y Beta

XLSR

1.03

Winner

CHI

0.74

5Y Dividends CAGR

XLSR

-1.04%

Winner

CHI

3.60%

XLSR vs CHI - Historical Returns

Returns include dividend reinvestment.

Period	XLSR	CHI
1 month	-2.30%	+5.21%
3 months	+9.28%	+20.41%
6 months	+1.98%	+25.11%
1 year	+20.17%	+42.41%
5 years(CAGR)	+9.50%	+7.33%
10 years(CAGR)	N/A	+13.32%
Max(CAGR)	+12.54%	+9.94%

XLSR

-2.30%

Winner

CHI

+5.21%

XLSR

+9.28%

Winner

CHI

+20.41%

XLSR

+1.98%

Winner

CHI

+25.11%

XLSR

+20.17%

Winner

CHI

+42.41%

5Y(CAGR)

Winner

XLSR

+9.50%

CHI

+7.33%

10Y(CAGR)

XLSR

N/A

CHI

+13.32%

Max(CAGR)

Winner

XLSR

+12.54%

CHI

+9.94%

XLSR vs CHI - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	XLSR	CHI
2026	+2.68%	+27.62%
2025	+17.68%	-0.88%
2024	+18.70%	+28.20%
2023	+19.47%	+8.22%
2022	-16.22%	-23.06%
2021	+22.13%	+22.30%
2020	+19.32%	+33.28%
2019	+14.13%	+31.79%
2018	N/A	-11.22%
2017	N/A	+20.10%
2016	N/A	+13.28%
2015	N/A	-15.64%
2014	N/A	+5.01%
2013	N/A	+19.38%
2012	N/A	+13.81%
2011	N/A	-6.66%
2010	N/A	+16.17%
2009	N/A	+54.80%
2008	N/A	-35.94%
2007	N/A	-19.79%
2006	N/A	+12.07%
2005	N/A	+5.58%
2004	N/A	+14.56%
2003	N/A	+47.19%
2002	N/A	+11.61%

XLSR vs CHI Drawdown Comparison

The maximum drawdown for XLSR was -32.94%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The maximum drawdown for CHI was -64.58%, occurring on Nov 21, 2008. Recovery took 956 trading sessions.

The current XLSR drawdown is -4.05%. The current CHI drawdown is -1.74%.

Rank	XLSR	CHI
#1	-32.94% Feb 19, 2020 - Aug 12, 2020	-64.58% Jun 11, 2007 - Mar 25, 2011
#2	-23.32% Jan 4, 2022 - Jan 19, 2024	-49.56% Feb 19, 2020 - Aug 3, 2020
#3	-20.57% Feb 19, 2025 - Jul 24, 2025	-35.99% Nov 15, 2021 - Nov 20, 2024
#4	-11.06% Dec 26, 2025 - Apr 30, 2026	-33.85% Sep 14, 2018 - Feb 6, 2020
#5	-10.24% Jul 16, 2024 - Oct 9, 2024	-32.90% May 18, 2015 - Feb 8, 2017
#6	-9.48% Sep 2, 2020 - Nov 13, 2020	-27.52% Dec 30, 2024 - Oct 27, 2025
#7	-7.10% May 3, 2019 - Jun 20, 2019	-21.84% Jan 20, 2004 - Sep 10, 2004
#8	-6.11% Feb 12, 2021 - Apr 5, 2021	-18.00% Jun 3, 2011 - Feb 9, 2012
#9	-5.80% Sep 3, 2021 - Nov 3, 2021	-14.88% Feb 9, 2005 - Jul 28, 2005
#10	-5.43% Mar 28, 2024 - May 15, 2024	-12.89% Sep 13, 2002 - Nov 13, 2002
#11	-5.35% Dec 6, 2024 - Feb 13, 2025	-10.71% Feb 13, 2026 - Apr 8, 2026
#12	-5.03% Jun 2, 2026 - Jun 10, 2026	-10.47% May 21, 2013 - Oct 17, 2013
#13	-5.02% Jul 12, 2019 - Sep 5, 2019	-9.73% Sep 2, 2014 - Feb 25, 2015
#14	-4.46% May 7, 2021 - Jun 2, 2021	-9.31% Sep 1, 2020 - Oct 12, 2020
#15	-4.24% Oct 29, 2025 - Nov 25, 2025	-9.20% Oct 8, 2012 - Jan 10, 2013

Correlation

Correlation between XLSR and CHI is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2002 - 2026)

XLSR vs CHI dividend yield comparison.

Year	XLSR	CHI
2026	0.11%	3.65%
2025	0.58%	10.88%
2024	0.66%	9.55%
2023	1.04%	11.00%
2022	1.80%	10.85%
2021	3.44%	7.54%
2020	1.25%	6.75%
2019	0.94%	8.49%
2018	0.00%	12.19%
2017	0.00%	10.19%
2016	0.00%	11.30%
2015	0.00%	11.50%
2014	0.00%	8.88%
2013	0.00%	8.60%
2012	0.00%	9.55%
2011	0.00%	10.12%
2010	0.00%	8.65%
2009	0.00%	9.25%
2008	0.00%	18.64%
2007	0.00%	12.46%
2006	0.00%	9.95%
2005	0.00%	10.57%
2004	0.00%	13.83%
2003	0.00%	10.26%
2002	0.00%	4.25%