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CAOS vs XTR

Alpha Architect Tail Risk ETF vs Global X S&P 500 Tail Risk ETF

CAOS

Alpha Architect Tail Risk ETF

Annual cost

0.63%

Fund size

$650M

XTR

Global X S&P 500 Tail Risk ETF

Annual cost

0.25%

Fund size

$4M

Key differences

  • XTR costs 0.38% less per year.
  • CAOS is significantly larger than XTR — larger funds tend to be more liquid and less likely to close.
  • CAOS follows a option income strategy; XTR uses structured outcome.
  • Over the last 3 years, XTR has delivered higher annualized returns.
  • CAOS has a longer track record, which may reduce uncertainty around long-term behavior.

Side-by-side comparison

CAOSXTR
Annual cost (TER)0.63%0.25%
Fund size (AUM)$650M$4M
Since20132021
Dividend yield0.00%17.17%
Asset classalternativealternative
Regionnorth americanorth america
Strategyoption incomestructured outcome
CAGR 1Y+2.1%+24.9%
CAGR 3Y+4.8%+19.9%
CAGR 5YN/AN/A
Sharpe 3Y0.351.26
Volatility 1Y1.52%10.73%
Max drawdown-3.60%-20.83%

Similar to CAOS and XTR