Screener
CAOS vs PEPS
Alpha Architect Tail Risk ETF vs Parametric Equity Plus ETF
Key differences
Both CAOS and PEPS are alternative ETFs. CAOS charges 0.63% a year and PEPS 0.10%. The main difference: CAOS follows a volatility strategy strategy; PEPS uses option income.
- CAOS follows a volatility strategy strategy; PEPS uses option income.
- PEPS costs 0.53% less per year.
- CAOS is much larger than PEPS. Larger funds are usually more liquid and less likely to close.
- CAOS has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| CAOS | PEPS | |
|---|---|---|
| Annual cost (TER) | 0.63% | 0.10% |
| Fund size (AUM) | $669M | $28M |
| Since | 2013 | 2024 |
| Dividend yield | 0.00% | 0.88% |
| Asset class | alternative | alternative |
| Region | north america | north america |
| Strategy | volatility strategy | option income |
| CAGR 1Y | +1.9% | +27.2% |
| CAGR 3Y | +4.3% | N/A |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | 0.19 | N/A |
| Volatility 1Y | 1.53% | 13.61% |
| Max drawdown | -3.60% | -9.79% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.