CalamosUS Stock StylesLarge Cap#528 of 701 by YTD

Calamos S&P 500 Structured Alt Protection ETF – AprilCPSP

1D 1M 3M YTD 1Y3Y5YMAX

S&P 500 Compare

$27.25−0.1%

−$0.02 · Nov 6 close

Buy

AUM: $24M
Fee: 0.69%
Yield: 0.0%

Bumpy · 1Y: 0.1×S&P
Volume: 4K
NAV: $27.32

52-week range1% below the high

$25.75$27.45

Returns	1D	1M	3M	YTD	1Y	3Y	5Y	MAX
Total return	−0.1%	−0.3%	+0.5%	+4.5%	+5.6%	—	—	+10.2%
Peer average	+0.2%	−3.8%	−4.4%	+8.6%	+10.0%	+68.2%	+53.7%	—
S&P 500 · VOO	+0.3%	−5.0%	−4.6%	+8.7%	+9.8%	+80.8%	+71.8%	—

CPSP in One Breath

CPSP Among Large Cap ETFs

YTD

#1NRGUREX Microsectors+172.8%$71.4M

#2MAKXProShares+33.0%$4.9M

#3SMRIBushido+30.3%$698M

#4RSSYReturn Stacked+29.3%$97.1M

#5FLOWGlobal X+26.9%$36.5M

#6LSAFLeader Shares+25.8%$132M

#7CSDInvesco+25.2%$204M

#8IGEiShares+24.3%$807M

#192CPSPCalamos+4.5%$23.9M

End-of-day Nov 9, 2026 · 263 Large cap ETFs by YTD

$10,000 in CPSP

$10,000 in CPSP became

$11,023

In the S&P 500 (VOO)

$13,336

Total return, dividends in · Apr 1, 2025 – Nov 6, 2026 · S&P 500 uses VOO

CPSP Returns by Period

Today

YTD

MAX

CPSP

−0.1%

−0.3%

+0.5%

+4.5%

+5.6%

—

+10.2%

Peer average

+0.2%

−3.8%

−4.4%

+8.6%

+10.0%

+68.2%

+53.7%

—

S&P 500 · VOO

+0.3%

−5.0%

−4.6%

+8.7%

+9.8%

+80.8%

+71.8%

—

End-of-day Nov 9, 2026 · total return, dividends in · peers = 307 Large cap ETFs

CPSP’s US Stock Styles Rank

YTD

#528of 701
us stock styles ETFs

Best · NRGU+172.8%

Average+9.4%

CPSP+4.5%

Worst · AMGR−98.9%

US Stock Styles ETFs by YTD return · Nov 9, 2026

CPSP Price and 52-Week Range

From the 52-week high

−0.7%

From the 52-week low

+5.8%

Today $27.24 – $27.33

Previous close $27.27

$27.25 now

52-week low$25.7552-week high$27.45

End-of-day Nov 9, 2026 · box = today’s range, dashed = previous close

CPSP’s Share of Large Cap ETFs

Today

0.0%

of the $833B in 308 Large cap ETFs

CPSP$23.9M0.0%

DFAC$85.6B10.3%

IWB$46.6B5.6%

305 others$701B84.1%

Large cap ETF AUM · Nov 9, 2026

CPSP Fee per $100 vs Peers

Today

$0.69a year
per $100

$69 a year on $10,000

SCHB$0.03

IWB$0.15

DIA$0.16

DCOR$0.17

DFAC$0.21

CPSP$0.69

Expense ratio · Large cap peers · Nov 9, 2026

Inside CPSP

5 holdings

CPSP

Calamos S&P 500 Structured Alt Protection ETF – April

Today

CPSP reports no holdings we can show: […]

Calamos CPSP · holdings

How It Compares

CPSP

Calamos S&P 500 Structured Alt Protection ETF – April’s Peers

Today


DFAC	DimensionalRead Desk	0.21%	+0.2%	+13.8%	$85.6B
IWB	iSharesRead Desk	0.15%	+0.4%	+9.6%	$46.6B
DIA	SPDRRead Desk	0.16%	−0.4%	+9.9%	$45.3B
DCOR	DimensionalRead Desk	0.17%	+0.2%	+13.4%	$43.9B
SCHB	SchwabRead Desk	0.03%	+0.4%	+9.7%	$43.2B
CPSP	CalamosThis fundRead Desk	0.69%	−0.1%	+5.6%	$24M

Large cap peers · Today’s and past-year returns · as of Nov 9, 2026 · sorted by AUM

Head to Head

Put CPSP head to head with DFAC →

DFAC vs CPSP

YTD

DFACDimensional · Large capCPSPCalamos · Large cap

Year to date

+11.4%

+4.5%

DFAC wins+6.9 pts

Past year

+13.8%

+5.6%

DFAC wins+8.2 pts

Fee

0.21%

0.69%

DFAC winslower fee

Yield

0.9%

0.0%

DFAC wins+0.9 pts

AUM

$85.6B

$23.9M

DFAC3582.5× more

4–0DFAC wins

Dimensional DFAC and Calamos CPSP · year-to-date · as of Nov 9, 2026 · AUM not scored

CPSP vs VOO

YTD

CPSP · Calamos S&P 500 Structured Alt Protection ETF – April

+4.5%

VOO · S&P 500

+8.7%

Gap

4.2 pts

Calamos CPSP and Vanguard VOO · Today total return · as of Nov 9, 2026

CPSP vs Its Peer Average

YTD

CPSPAvsBPeer average

1D−0.1%+0.2%

1M−0.3%−3.8%

3M+0.5%−4.4%

YTD+4.5%+8.6%

1Y+5.6%+10.0%

3Y[…]+68.2%

5Y[…]+53.7%

2–3Peer average wins

307 Large cap peers · each row scaled to its leader

How Bumpy Is CPSP?

View

CPSP

How Bumpy

0.1×the S&P 500’s swings

CalmerBumpierS&P 1×CPSP

Calmest of 7 large cap fundsCPSP

Other large cap funds0.9× to 1.1×

Calamos CPSP · daily swings over the past year vs the S&P 500

CPSP

Worst Drop

−0.5%from its Nov 4 high

Still below the high−0.5%

$10,000 at the high is now$9,950

Calamos CPSP · fall from the highest close, past year

CPSP

On a Bad Day

0.0×the S&P 500’s fall

CPSP’s worst day: Thursday, Nov 5

CPSP

−0.4%

S&P 500

−4.4%

Up days53 of every 100

S&P 500 up days52 of every 100

Calamos CPSP · average move on days the S&P 500 fell

CPSP

Return for the Bumps

1Y#1 of 7 large cap funds

#1CPSPCalamos

most for the bumps

#2DFACDimensional

#3DCORDimensional

#4DIASPDR

#5SCHBSchwab

#6IWBiShares

#7DYNFiShares

Ranked by return above cash for each unit of bumpiness (Sharpe ratio) · cash = 3.8%

CPSP

Cost

Today

$69a year per $10,000

SCHB

IWB

$15

DIA

$16

DCOR

$17

DFAC

$21

DYNF

$26

CPSP

$69

Expense ratio 0.69%, taken from the fund’s value

CPSP

Volatility & Beta

1.4%annual volatility

S&P 500 volatility13.6%

Downside volatility0.8%

Beta vs SPY0.08

Correlation vs SPY0.77

Lowest beta of 7 large cap fundsCPSP

Daily total returns × √252 · past 254 trading days

CPSP

Max Drawdown

−0.5%peak to trough

Peak closeNov 4, 2026

Current drawdown−0.5%

Worst day−0.44% · Nov 5

Closing prices, dividends in

CPSP

Up / Down Capture

5%down capture vs SPY

Down days

Up days

10%

S&P 500

100%

Up ÷ down capture2.25

Up days52.8% (S&P 52.0%)

Average daily move on SPY up days and down days

CPSP

Sharpe & Sortino vs Peers

Fund	Sharpe	Sortino	Volatility	Max DD	Beta	Fee / $10k
CPSP	1.28	2.17	1.4%	−0.5%	0.08	$69
DFAC	0.74	1.04	12.9%	−8.5%	0.92	$21
DCOR	0.71	1.00	12.8%	−8.3%	0.90	$17
DIA	0.45	0.66	13.4%	−9.8%	0.82	$16
SCHB	0.36	0.51	13.8%	−8.9%	1.01	$3
IWB	0.36	0.50	13.6%	−8.9%	1.00	$15
DYNF	0.25	0.34	14.5%	−8.7%	1.04	$26

Sharpe = (return − 3.8% cash) ÷ volatility · Sortino uses downside volatility only

CPSP

Trading

Today

−0.26%below its holdings’ value

Close$27.25

NAV$27.32

Fee per $10,000$69 a year

Avg. volume 30D1K shares

Premium / discount history starts once daily NAV is saved

Close vs net asset value, Nov 6

The Details

CPSP

Fund Facts

Today

2025launched Apr 1

Tracks[…]

Exchange · CUSIPAMEX · 12811T753

StructureETF

Leverage1x

Cost on $10,000$69 a year

Go deeper

Prospectus & documents Trading & liquidity Fees & costs Distributions

Calamos CPSP · fund facts · as of Nov 9, 2026

CPSP

Payouts by Year

Today

$0no payouts on record

CPSP does not pay a distribution.

Distribution yield0.0%

Paid[…]

Latest ex-date · paid[…]

12 payouts added up[…]

Calamos CPSP · distributions by ex-date

All Fund FactsDocuments · trading · fees · every payout

Prospectus & Documents

Official documents are being connected from SEC EDGAR: […]. Read the issuer’s prospectus before investing.

Trading & Liquidity

Net asset value$27.32

Premium / discount[…]

Median spread · 30D[…]

Volume today4K

Average volume · 30D1K

Shares outstanding[…]

Options[…]

Fees & Costs

Net expense ratio0.69%

Gross expense ratio[…]

Management fee[…]

Cost on $10,000 a year$69.00

Our risk indicator4/5

Estimated yearly cost excludes trading costs and assumes constant assets.

Distributions

No payouts on record: […]

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