CPSD vs SPY

Quick Verdict

SPY has a lower expense ratio. SPY delivered stronger 1-year returns. SPY offers more diversification with 503 holdings.

Lower Fees: SPYHigher Returns: SPYMore Diversified: SPY

Side-by-Side Comparison

MetricCPSDSPYWinner
Expense Ratio0.69%0.09%
AUM$45M$789.1B
Dividend Yield0.00%1.01%
Holdings5505
YTD Return+3.71%+13.75%
1Y Return+7.44%+22.91%
3Y Return (annualized)-+21.67%
5Y Return (annualized)-+13.32%
Volatility (annualized)2.9%15.3%
Max Drawdown-3.5%-56.5%
Fund FamilyCalamos InvestmentsState Street Investment Management
CategoryAlternativeEquity
InceptionDec 2, 2024Jan 22, 1993

CPSD vs SPY Performance

Calamos S&P 500 Structured Alt Protection ETF - December (CPSD) is a ETF from Calamos Investments and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year CPSD returned +7.44% while SPY returned +22.91%. Year to date, CPSD is up 3.71% versus a gain of 13.75% for SPY.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.3% compared with 2.9% for CPSD. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -3.5% for CPSD and -56.5% for SPY. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.87. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

CPSD charges 0.69% per year while SPY charges 0.09%. On a $10,000 position that is $69 vs $9 annually, a gap of $60 per year that compounds over a long holding period. On income, CPSD currently yields 0.00% against 1.01% for SPY.

Frequently Asked Questions

Which is cheaper, CPSD or SPY?

CPSD has an expense ratio of 0.69% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $60 per year of difference.

Which performed better, CPSD or SPY?

Over the past year CPSD returned +7.44% vs +22.91% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (2 years), CPSD annualized +6.70% vs +8.85% for SPY. Past performance does not guarantee future results.

Which is riskier, CPSD or SPY?

SPY has been the more volatile fund at 15.3% annualized versus 2.9% for CPSD. Worst drawdown: CPSD -3.5% vs SPY -56.5%.

Should I hold both CPSD and SPY?

CPSD and SPY have a monthly-return correlation of 0.87, so combining them can provide real diversification depending on your allocation goals.

Which pays a higher dividend, CPSD or SPY?

CPSD yields 0.00% while SPY yields 1.01%, so SPY currently pays the higher dividend yield.

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