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CSD vs. CTEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSD vs. CTEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Spin-Off ETF (CSD) and Castellan Targeted Equity ETF (CTEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSD achieves a 39.67% return, which is significantly higher than CTEF's 29.35% return.


CSD

1D
0.47%
1M
8.22%
YTD
39.67%
6M
39.98%
1Y
71.88%
3Y*
36.42%
5Y*
16.45%
10Y*
14.07%

CTEF

1D
-0.41%
1M
10.65%
YTD
29.35%
6M
31.78%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSD vs. CTEF - Yearly Performance Comparison


2026 (YTD)2025
CSD
Invesco S&P Spin-Off ETF
39.67%23.82%
CTEF
Castellan Targeted Equity ETF
29.35%33.22%

Correlation

The correlation between CSD and CTEF is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

0.76

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Return for Risk

CSD vs. CTEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSD
CSD Risk / Return Rank: 8888
Overall Rank
CSD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CSD Sortino Ratio Rank: 8484
Sortino Ratio Rank
CSD Omega Ratio Rank: 8181
Omega Ratio Rank
CSD Calmar Ratio Rank: 9292
Calmar Ratio Rank
CSD Martin Ratio Rank: 9393
Martin Ratio Rank

CTEF
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSD vs. CTEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Spin-Off ETF (CSD) and Castellan Targeted Equity ETF (CTEF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CSDCTEFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

6.37

Martin ratioReturn relative to average drawdown

24.98

CSD vs. CTEF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSDCTEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

3.54

-3.11

Drawdowns

CSD vs. CTEF - Drawdown Comparison

The maximum CSD drawdown since its inception was -70.47%, which is greater than CTEF's maximum drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for CSD and CTEF.


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Drawdown Indicators


CSDCTEFDifference

Max Drawdown

Largest peak-to-trough decline

-70.47%

-15.00%

-55.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

Max Drawdown (3Y)

Largest decline over 3 years

-30.15%

Max Drawdown (5Y)

Largest decline over 5 years

-30.15%

Max Drawdown (10Y)

Largest decline over 10 years

-57.55%

Current Drawdown

Current decline from peak

0.00%

-0.41%

+0.41%

Average Drawdown

Average peak-to-trough decline

-14.23%

-1.80%

-12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

CSD vs. CTEF - Volatility Comparison


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Volatility by Period


CSDCTEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

Volatility (6M)

Calculated over the trailing 6-month period

18.29%

Volatility (1Y)

Calculated over the trailing 1-year period

23.87%

21.81%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.26%

21.81%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.83%

21.81%

+3.02%

CSD vs. CTEF - Expense Ratio Comparison

CSD has a 0.65% expense ratio, which is higher than CTEF's 0.45% expense ratio.


Dividends

CSD vs. CTEF - Dividend Comparison

CSD's dividend yield for the trailing twelve months is around 0.11%, more than CTEF's 0.06% yield.


PositionTTM20252024202320222021202020192018201720162015
CSD
Invesco S&P Spin-Off ETF
0.11%0.16%0.17%0.51%0.86%0.73%0.99%1.08%0.99%0.60%1.62%2.61%
CTEF
Castellan Targeted Equity ETF
0.06%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CSD and CTEF have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CTEF is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CTEF is cheaper with a 0.45% expense ratio, compared with 0.65% for CSD.

CSD has the higher dividend yield at 0.11%, compared with 0.06% for CTEF.

They also come from different issuers: Invesco and Castellan. Their fees differ too: 0.65% for CSD and 0.45% for CTEF.

Portfolio Optimizer

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