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