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Calamos S&P 500 Structured Alt Protection ETF – October (CPSO)
About this ETF
These Calamos Structured Protected ETFs offer a strategic investment approach: they are built to mirror the S&P 500's upward price movements, though only up to a predetermined maximum gain. Crucially, they also provide complete insulation from all market downturns over a twelve-month timeframe. This dual benefit of capped upside potential and full downside protection is calculated prior to accounting for any associated fees or expenses.
Price
Top 10 holdings
| SPDR S&P 500 ETF Trust (SPY) Long Call Option | 107.21% |
| SPDR S&P 500 ETF Trust (SPY) Long Put Option | 0.61% |
| US DOLLAR | 0.21% |
| NET OTHER ASSETS | -0.02% |
| SPDR S&P 500 ETF Trust (SPY) Short Call Option | -8.01% |
Sector mix
Price chart
Returns
| 1 month | +0.90% |
| 3 months | +2.42% |
| 6 months | +2.95% |
| Year to date | +3.22% |
| 1 year | +6.20% |
| 3 years (ann.) | — |
| 5 years (ann.) | — |
| 10 years (ann.) | — |
Risk profile
| Volatility (1y, ann.) | 2.14% |
| Sharpe (1y) | 2.83 |
| Sharpe (3y) | — |
| Sortino (1y) | 4.46 |
| Max drawdown (1y) | -1.47% |
| Max drawdown (5y) | — |
| Max drawdown (full) | -3.26% |
| Beta vs S&P 500 (1y) | 0.15 |
| Correlation vs S&P 500 (1y) | 0.88 |
Technical outlook as of 2026-07-13
The Monte Carlo cone is drawn on the price chart above (Forecast overlay); RSI, MACD and the rest of the oscillators live in its indicator panels.
Full holdings
| Constituent | ISIN | Market value | Weight |
|---|---|---|---|
| Loading… | |||
Sector breakdown
Geographic exposure
Cost vs. peers
Comparison universe: 6,948 funds of the same asset class.
Cost impact calculator
Dividend history
Accumulating share class Income is reinvested inside the fund instead of being paid out. (inferred from the absence of distributions)
No distributions on record — accumulating share classes reinvest income instead of paying it out.
ESG profile
No ESG estimate available: none of the scored universe overlaps this portfolio (typical for bond, commodity or synthetic funds).
Scored coverage: 0.0% of the portfolio by weight.
Similar ETFs
| Fund | TER | AUM (USD) | Yield (TTM) | Return 1y | Sharpe 1y |
|---|---|---|---|---|---|
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 1.05% | +19.93% | 1.48 |
| Vanguard S&P 500 ETF VOO | 0.03% | 1.70T | 1.07% | +19.68% | 1.49 |
| iShares Core S&P 500 ETF IVV | 0.03% | 894.38B | 1.09% | +19.68% | 1.49 |
| State Street SPDR S&P 500 ETF SPY | 0.09% | 789.23B | 1.00% | +19.71% | 1.49 |
| SPDR S&P 500 ETF Trust 1557.T | 0.09% | 789.09B | 0.49% | +37.54% | 2.26 |
| State Street SPDR S&P 500 ETF SPY.AX | 0.09% | 788.13B | 1.00% | +11.84% | 1.13 |
| Vanguard Total International Stock ETF VXUS | 0.05% | 652.30B | 2.61% | +20.58% | 1.21 |
| Invesco QQQ Trust, Series 1 QQQ | 0.18% | 481.14B | 0.43% | +28.14% | 1.43 |
| Vanguard Growth ETF VUG | 0.03% | 393.80B | 0.39% | +16.85% | 0.99 |
| Vanguard FTSE Developed Markets ETF VEA | 0.03% | 317.30B | 2.60% | +21.64% | 1.23 |
Cheaper alternatives
No fund of the class reaches 60% portfolio overlap — showing the cheapest funds of the class instead.
| Fund | TER | AUM (USD) | Overlap |
|---|---|---|---|
| State Street SPDR Portfolio S&P 500 ETF SPYM | 0.02% | 159.32B | 0.0% |
| Vanguard Mid-Cap ETF VO | 0.03% | 218.80B | 0.0% |
| Vanguard S&P 500 ETF VOO | 0.03% | 1.70T | 0.0% |
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 0.0% |
| iShares Core S&P 500 ETF IVV | 0.03% | 894.38B | 0.0% |
