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Cohen & Steers Real Estate Active ETF (CSRE) Sharpe Ratio: 0.84

ETF · Currency in USD · Last updated Jun 4, 2026

The Cohen & Steers Real Estate Active ETF (CSRE) seeks to provide total return and portfolio diversification by investing in a high-conviction portfolio of U.S. real estate securities and select non-U.S. real estate securities.

CSRE's Sharpe Ratio of 0.84 indicates that for each unit of volatility, it generates 0.84 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CSRE Sharpe Ratio Rank

CSRE Sharpe Ratio Rank: 24.524
Below Average

CSRE ranks above 24.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

CSRE Sharpe Ratio Market Positioning

The chart shows CSRE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.85 or lower
  • Yellow zone (middle 50%): 0.85 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.69+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares Cohen & Steers Real Estate Active ETF's Sharpe Ratio with other ETFs in the REIT category across multiple time periods, showing how CSRE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DTCRGlobal X Data Center & Digital Infrastructure ETF3.90
WTREWisdomTree New Economy Real Estate ETF2.30
VRAIVirtus Real Asset Income ETF2.27
RDOGALPS REIT Dividend Dogs ETF1.39
KBWYInvesco KBW Premium Yield Equity REIT ETF1.38
SRETGlobal X SuperDividend REIT ETF1.32
LPRELong Pond Real Estate Select ETF1.21
RWRSPDR Dow Jones REIT ETF1.16
USRTiShares Core U.S. REIT ETF1.15
FRIFirst Trust S&P REIT Index Fund1.13
CSRECohen & Steers Real Estate Active ETF0.84

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CSRE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CSRE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does CSRE fit in your portfolio?

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