ETFs

Should you buy ETFs with 100% downside protection?

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  • (1:30) – What was the reason for launching structured protection ETFs?

  • (7:20 a.m.) – ETF Calamos S&P 500 Structured Alt Protection: CPSM

  • (13:45) – What are the advantages of investing in this ETF wrapper?

  • (24:15) – Do these protection products currently fit into your portfolio?

  • (30:10) – Episode summary: TJUL, AAPR, AJAN

  • Podcast@Zacks.com

In this episode of ETF Spotlight, I talk with Matt Kaufman, Head of ETFs at Calamos, about structured protection ETFs, which allow investors to gain exposure to equity markets while protecting against downside risks.

The Calamos S&P 500 Structured Alt Protection ETF CPSM aims to match the performance of the SPDR S&P 500 ETF Trust SPY up to a cap while promising 100% downside protection against index losses over an outcome period one year.

The Calamos Nasdaq-100 Structured Alt Protection ETF (CPNJ) provides protected exposure to the Nasdaq-100 QQQ Index. Calamos plans to roll out new ETFs every month.

Like other buffer ETFs, these products invest in a basket of FLEX options with varying strike prices. The strategy involves purchasing calls to gain exposure to the index and puts for downside protection, then offsetting costs by selling calls, which caps returns at the rise.

Investors should remember that stocks tend to rise over the long term and should generally ignore short-term noise. Since its inception in January 1993, SPY has generated an annualized return of approximately 10.3%. By seeking downside protection, investors forgo any potential upside beyond the cap.

At the same time, many risk-averse investors, especially those who are retired or near retirement, are hesitant to buy stocks. There is a lot of money in reserve.

Some invest in products such as fixed indexed annuities and market-linked CDs that protect against downside risk but come with much higher fees, high minimum investments, long lock-up periods, and a unfavorable tax treatment. Protection ETFs are a much better option for these investors.

The Innovator Equity Defined Protection ETF TJUL, which offers 100% downside protection over a two-year earnings period, has raised $220 million since its launch in July last year.

Tune in to the podcast to learn more.

Be on the lookout for the next edition of ETF Spotlight and don’t forget to subscribe! If you have any comments or questions, please email podcast@zacks.com.

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The story continues

Invesco QQQ (QQQ): ETF Research Reports

SPDR S&P 500 ETF (SPY): ETF Research Reports

Innovator Equity Defined Protection ETF – 2 years until July 2025 (TJUL): ETF Research Reports

Calamos S&P 500 Structured Alt Protection ETF – May (CPSM): ETF Research Reports

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Zacks Investing Research

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