CVRT vs SPY

Quick Verdict

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

Lower Fees: SPYHigher Returns: CVRTMore Diversified: SPY

Side-by-Side Comparison

MetricCVRTSPYWinner
Expense Ratio0.69%0.09%
AUM$31M$789.1B
Dividend Yield1.05%1.01%
Holdings92505
YTD Return+24.10%+13.75%
1Y Return+47.39%+22.91%
3Y Return (annualized)-+21.67%
5Y Return (annualized)-+13.32%
Volatility (annualized)19.0%15.3%
Max Drawdown-20.9%-56.5%
Fund FamilyCalamos Asset ManagementState Street Investment Management
CategoryConvertibleEquity
InceptionOct 4, 2023Jan 22, 1993

CVRT vs SPY Performance

Calamos Convertible Equity Alternative ETF (CVRT) is a ETF from Calamos Asset Management and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year CVRT returned +47.39% while SPY returned +22.91%. Year to date, CVRT is up 24.10% versus a gain of 13.75% for SPY.

Risk: Volatility and Drawdowns

CVRT has been the more volatile fund, with annualized monthly volatility of 19.0% compared with 15.3% for SPY. 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 -20.9% for CVRT 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 0.80. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

CVRT 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, CVRT currently yields 1.05% against 1.01% for SPY.

Holdings Overlap

4.5%overlap

CVRT and SPY share 20 holdings out of 571 unique holdings combined, representing a 4.5% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in CVRTWeight in SPYDifference
GOOG5.08%2.66%2.42%
LITE3.31%0.09%3.22%
ORCL2.56%0.38%2.18%
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Frequently Asked Questions

Which is cheaper, CVRT or SPY?

CVRT 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, CVRT or SPY?

Over the past year CVRT returned +47.39% vs +22.91% for SPY, so CVRT leads on 1-year performance. Over the longest common window we track (3 years), CVRT annualized +28.97% vs +8.85% for SPY. Past performance does not guarantee future results.

Which is riskier, CVRT or SPY?

CVRT has been the more volatile fund at 19.0% annualized versus 15.3% for SPY. Worst drawdown: CVRT -20.9% vs SPY -56.5%.

Should I hold both CVRT and SPY?

CVRT and SPY have a monthly-return correlation of 0.80, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between CVRT and SPY?

CVRT and SPY share 20 common holdings with a 4.5% weight overlap. Combined, they hold 571 unique securities.

Which pays a higher dividend, CVRT or SPY?

CVRT yields 1.05% while SPY yields 1.01%, so CVRT currently pays the higher dividend yield.

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