Screener
MSTQ vs CAOS
LHA Market State Tactical Q ETF vs Alpha Architect Tail Risk ETF
Key differences
Both MSTQ and CAOS are alternative ETFs. MSTQ charges 1.55% a year and CAOS 0.63%. The main difference: MSTQ follows a option income strategy; CAOS uses volatility strategy.
- MSTQ follows a option income strategy; CAOS uses volatility strategy.
- CAOS costs 0.92% less per year.
- CAOS is much larger than MSTQ. Larger funds are usually more liquid and less likely to close.
- Over the last three years, MSTQ has delivered higher annualized returns.
- CAOS has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| MSTQ | CAOS | |
|---|---|---|
| Annual cost (TER) | 1.55% | 0.63% |
| Fund size (AUM) | $39M | $669M |
| Since | 2022 | 2013 |
| Dividend yield | 0.65% | 0.00% |
| Asset class | alternative | alternative |
| Region | north america | north america |
| Strategy | option income | volatility strategy |
| CAGR 1Y | +27.0% | +1.9% |
| CAGR 3Y | +23.5% | +4.3% |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | 1.14 | 0.19 |
| Volatility 1Y | 15.40% | 1.53% |
| Max drawdown | -31.05% | -3.60% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.