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CAOS vs TAIL
Alpha Architect Tail Risk ETF vs Cambria Tail Risk ETF
Key differences
- CAOS is significantly larger than TAIL — larger funds tend to be more liquid and less likely to close.
- CAOS follows a option income strategy; TAIL uses tactical allocation.
- Over the last 3 years, CAOS has delivered higher annualized returns.
Side-by-side comparison
| CAOS | TAIL | |
|---|---|---|
| Annual cost (TER) | 0.63% | 0.59% |
| Fund size (AUM) | $650M | $157M |
| Since | 2013 | 2017 |
| Dividend yield | 0.00% | 3.41% |
| Asset class | alternative | alternative |
| Region | north america | north america |
| Strategy | option income | tactical allocation |
| CAGR 1Y | +2.1% | -9.0% |
| CAGR 3Y | +4.8% | -6.3% |
| CAGR 5Y | N/A | -8.5% |
| Sharpe 3Y | 0.35 | -0.64 |
| Volatility 1Y | 1.52% | 8.55% |
| Max drawdown | -3.60% | -52.37% |
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