PortfoliosLab logoPortfoliosLab logo
CSEN vs. CSRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSEN vs. CSRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Future of Energy Active ETF (CSEN) and Cohen & Steers Real Estate Active ETF (CSRE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


CSEN

1D
-0.14%
1M
5.61%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

CSRE

1D
0.17%
1M
1.28%
6M
13.66%
YTD
15.74%
1Y
16.49%
3Y*
5Y*
10Y*
ALL TIME*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$463.01K$572.30K$765.26K
$3.71M$3.33M$3.84M

CSEN vs. CSRE - Yearly Performance Comparison


Correlation

The correlation between CSEN and CSRE is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 15, 2026

-0.17

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CSEN vs. CSRE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSEN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CSRE
CSRE Risk / Return Rank: 4848
Overall Rank
CSRE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CSRE Sortino Ratio Rank: 4343
Sortino Ratio Rank
CSRE Omega Ratio Rank: 4242
Omega Ratio Rank
CSRE Calmar Ratio Rank: 5151
Calmar Ratio Rank
CSRE Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSEN vs. CSRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Future of Energy Active ETF (CSEN) and Cohen & Steers Real Estate Active ETF (CSRE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSENCSREDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.96

Martin ratioReturn relative to average drawdown

7.23

CSEN vs. CSRE - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CSEN vs. CSRE - Drawdown Comparison

The maximum CSEN drawdown since its inception was -5.10%, smaller than the maximum CSRE drawdown of -13.03%. Use the drawdown chart below to compare losses from any high point for CSEN and CSRE.


Loading charts...

Drawdown Indicators


CSENCSREDifference

Max Drawdown

Largest peak-to-trough decline

-5.10%

-13.03%

+7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

Current Drawdown

Current decline from peak

-1.19%

-2.01%

+0.82%

Average Drawdown

Average peak-to-trough decline

-2.20%

-2.14%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

Volatility

CSEN vs. CSRE - Volatility Comparison


Loading charts...

Volatility by Period


CSENCSREDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

13.57%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

15.48%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

15.48%

+1.51%

CSEN vs. CSRE - Expense Ratio Comparison

CSEN has a 0.80% expense ratio, which is higher than CSRE's 0.70% expense ratio.


Dividends

CSEN vs. CSRE - Dividend Comparison

CSEN's dividend yield for the trailing twelve months is around 0.32%, less than CSRE's 2.14% yield.


Frequently Asked Questions


CSEN and CSRE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSRE is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSRE is cheaper with a 0.70% expense ratio, compared with 0.80% for CSEN.

CSRE has the higher dividend yield at 2.14%, compared with 0.32% for CSEN.

CSEN is categorized as Energy Equities, while CSRE is REIT. Their fees differ too: 0.80% for CSEN and 0.70% for CSRE.

Portfolio Optimizer

Find the right allocation for CSEN and CSRE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer