CalamosDerivative IncomeCAIE · NYSE Arca

Calamos Autocallable Income ETF (CAIE)

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Price: $26.24; —30 Oct 2026
Assets: $1.4B; Total net assets
Expense ratio: 0.74%; Category 0.88%
Yield: 0.79%; Trailing distributions

1Y return: 10.6%+3.3%; Category 7.3%
3Y CAGR: —; Category 15.1%
5Y CAGR: —; Category 9.6%

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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	-0.3%	+1.2%	+3.4%	+9.2%	+10.6%	—	—	—	+18.6%
Derivative Income average	-2.5%	3.4%	3.2%	6.3%	7.3%	15.1%	9.6%	—	5.5%
Difference	+2.2%	-2.2%	+0.1%	+2.9%	+3.3%	—	—	—	+13.0%

Holdings

The 1 largest positions make up 85.2% of the fund.

Top holdings

Largest holdings by weight
Ticker	Holding	Weight
CBOX	Calamos Tax-Aware Collateral ETF	85.22%

Credit quality

Share of the bonds by rating.

US government13.8%

Asset mix

Stocks85.0%
Bonds13.8%
Other0.7%
Cash0.4%

ETF details

Issuer: Calamos
Category: Alternatives · Derivative Income
Ticker: CAIE
Exchange: NYSE Arca
Inception: 24 Jun 2025 (1.3 years)
Structure: Exchange Traded Fund
Expense ratio: 0.74% (category 0.88%)
Holdings turnover: 0% (category 68%)
Distribution yield: 0.79%
Beta, 3 years: 0.00
Total net assets: $1.4B

Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.

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