CalamosDerivative IncomeCAIE · NYSE Arca

Calamos Autocallable Income ETF (CAIE)

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Price: $26.66; —11 Sept 2026
Assets: $1.3B; Total net assets
Expense ratio: 0.74%; Category 0.88%
Yield: 0.91%; Trailing distributions

1Y return: 13.6%+4.6%; Category 9.0%
3Y CAGR: —; Category 13.2%
5Y CAGR: —; Category 7.5%

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Calamos Autocallable Income ETF

Calendar-year returns

Fund only: no comparison series covers this fund's history.

Risk statistics

Five years of daily closes. Risk-free rate 4% a year.

Standard deviation: —
Maximum drawdown: —
Sharpe ratio: —
Sortino ratio: —
Beta: —
Alpha: —
R²: —
Information ratio: —
Upside capture: —
Downside capture: —
Tracking error: —

Trailing returns compared with benchmark
Period	1M	3M	6M	YTD	1Y	3YCAGR	5YCAGR	10YCAGR	LaunchCAGR
ETF	-1.3%	+2.1%	+12.9%	+9.7%	+13.6%	—	—	—	+21.2%
Derivative Income average	1.2%	3.4%	8.0%	6.9%	9.0%	13.2%	7.5%	—	7.3%
Difference	-2.5%	-1.3%	+4.9%	+2.8%	+4.6%	—	—	—	+14.0%

Holdings

The 1 largest positions make up 76.6% of the fund.

Top holdings

Largest holdings by weight
Ticker	Holding	Weight
CBOX	Calamos Tax-Aware Collateral ETF	76.62%

Credit quality

Share of the bonds by rating.

US government13.2%

Asset mix

Stocks76.2%
Cash15.6%
Other8.2%

ETF details

Issuer: Calamos
Category: Alternatives · Derivative Income
Ticker: CAIE
Exchange: NYSE Arca
Inception: 24 Jun 2025 (1.2 years)
Structure: Exchange Traded Fund
Expense ratio: 0.74% (category 0.88%)
Holdings turnover: 0% (category 68%)
Distribution yield: 0.91%
Beta, 3 years: 0.00
Total net assets: $1.3B

Prices and returns as of 11 Sept 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.

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