CPSN 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

MetricCPSNSPYWinner
Expense Ratio0.69%0.09%
AUM$35M$789.1B
Dividend Yield0.00%1.01%
Holdings5505
YTD Return+3.88%+13.79%
1Y Return+6.53%+23.66%
3Y Return (annualized)-+21.40%
5Y Return (annualized)-+13.37%
Volatility (annualized)2.5%15.3%
Max Drawdown-3.2%-56.5%
Fund FamilyCalamos InvestmentsState Street Investment Management
CategoryAlternativeEquity
InceptionNov 1, 2024Jan 22, 1993

CPSN vs SPY Performance

Calamos S&P 500 Structured Alt Protection ETF - November (CPSN) 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 CPSN returned +6.53% while SPY returned +23.66%. Year to date, CPSN is up 3.88% versus a gain of 13.79% for SPY.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.3% compared with 2.5% for CPSN. 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 -3.2% for CPSN 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 0.94. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

CPSN 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, CPSN currently yields 0.00% against 1.01% for SPY.

Frequently Asked Questions

Which is cheaper, CPSN or SPY?

CPSN 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, CPSN or SPY?

Over the past year CPSN returned +6.53% vs +23.66% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (2 years), CPSN annualized +6.36% vs +8.85% for SPY. Past performance does not guarantee future results.

Which is riskier, CPSN or SPY?

SPY has been the more volatile fund at 15.3% annualized versus 2.5% for CPSN. Worst drawdown: CPSN -3.2% vs SPY -56.5%.

Should I hold both CPSN and SPY?

CPSN and SPY have a monthly-return correlation of 0.94, so they move almost identically. Holding both adds little diversification - most investors pick one, usually on fees or the specific index tracked.

Which pays a higher dividend, CPSN or SPY?

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

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