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CPSPCalamos S&P 500 Structured Alt Protection ETF - April

Grow my money1y track recordRanked #2,632 of 2,960 in this goal

Seeks to provide investment results that correspond to the performance of the S&P 500 with downside protection.

By Calamos · Launched 2025

Annual Cost

0.69%

#3,463 of 5,562 · average

Fund Size

$19M

#4,390 of 5,562 · small

Return (1Y)Goal

+6.9%

Track Record

1 year

#4,304 of 5,562 · young

Performance

Total-return NAV · USD
Growth of $10,000
$10,692+6.9%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Structured outcome

Index tracked

S&P 500 Index

What it actually holds

By weight

Asset allocation

Stocks
99.3%
Cash
0.7%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
1.4%Low

Year-on-year price swings

Max drawdown
-1.7%Mild

Worst peak-to-trough loss

Sharpe (3Y)
Unavailable

Needs 3+ years of history

Sortino (3Y)
Not yet

Needs 3+ years of history

Where to buy

Listing

Exchange
NYSE Arca

Full fund details

Objective
Seeks to provide investment results that correspond to the performance of the S&P 500 with downside protection.
Strategy
Actively managed ETF that invests primarily in FLEX Options referencing the S&P 500 to capture price increases up to a cap while providing downside protection. The strategy is designed for an approximately one-year Outcome Period.
Inception date
April 1, 2025
Fund family
Calamos

Our take

Structural notes on how this fund behaves. Read our guide on the 6 warning signs.

Buffer
Warning

Buffer ETF — downside protection at a cost

Defined-outcome funds cap upside (typically 8–20%) in exchange for partial downside protection (9–30%), priced via options. Fees are materially higher than the underlying index (often 0.70%+ vs 0.03–0.10%). For most pre-retirees, a simple stock/bond mix achieves similar downside behaviour at a fraction of the cost.

Source: Morningstar, 'Defined-Outcome ETFs: Useful or Uneconomic?' (2023)

Why we flagged this: strategy=structured_outcome + structured_outcome_strategy

Educational analysis of structural product characteristics. Not investment advice. Always read the fund prospectus and consult a qualified advisor before investing. More

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Data updated on 2026-06-19