CAIECalamos US Equity Autocallable Income ETF
Seeks to generate high monthly income while providing reduced downside risk through exposure to the MerQube US Large Cap Vol Advantage Autocallable Index.
By Calamos · Launched 2025
Annual Cost
0.74%
#3,913 of 6,040 · average
Fund Size
$1.3B
#1,035 of 6,040 · large
Return (1Y)
+14.2%
Track Record
1 year
#4,422 of 6,040 · young
Performance
Total-return NAV · USDGrowth of $10,000
$11,406+14.1%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundAsset class
AlternativeRegion
North americaStrategy
Option income
Index tracked
MerQube US Large Cap Vol Advantage Autocallable Index
Holdings
By weightConcentration
Top 3 holdings = 99.5% of fundconcentrated
Calamos Tax-Aware Collateral ETF
78.4%
United States Treasury
13.5%
JPMorgan Chase Bank NA
7.6%
Asset allocation
Stocks
76.2%
Cash
15.6%
Other
8.2%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
11.7%Moderate
Year-on-year price swings
Max drawdown
-7.7%Mild
Worst peak-to-trough loss
Sharpe (3Y)
Unavailable
Needs 3+ years of history
Sortino (3Y)
Not yet
Needs 3+ years of history
Listing
- Exchange
- NYSE Arca
Full fund details
- Objective
- Seeks to generate high monthly income while providing reduced downside risk through exposure to the MerQube US Large Cap Vol Advantage Autocallable Index.
- Strategy
- Actively manages a portfolio primarily invested in synthetic autocallable notes and U.S. Treasuries to generate high monthly income while reducing downside risk. Utilizes total return swaps to gain exposure to the Autocallable Index, which reflects a diversified portfolio of autocallables.
- Inception date
- June 24, 2025
- Fund family
- Calamos
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Data updated on 2026-09-18