CSIO vs. BDVL
CSIO (Cohen & Steers Infrastructure Opportunities Active ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. CSIO is actively managed, while BDVL is passively managed. At a 0.50 correlation, their price movements are largely independent. CSIO charges 0.65%/yr vs 0.40%/yr for BDVL.
Performance
CSIO vs. BDVL - Performance Comparison
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Returns By Period
In the year-to-date period, CSIO achieves a 15.68% return, which is significantly higher than BDVL's 4.73% return.
CSIO
- 1D
- 0.40%
- 1M
- -0.04%
- YTD
- 15.68%
- 6M
- 15.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BDVL
- 1D
- -0.97%
- 1M
- -0.75%
- YTD
- 4.73%
- 6M
- 4.36%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSIO vs. BDVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 15.68% | 0.82% |
BDVL iShares Disciplined Volatility Equity Active ETF | 4.73% | 0.98% |
Correlation
The correlation between CSIO and BDVL is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025 | 0.50 |
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Return for Risk
CSIO vs. BDVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Opportunities Active ETF (CSIO) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
CSIO vs. BDVL - Drawdown Comparison
The maximum CSIO drawdown since its inception was -5.86%, smaller than the maximum BDVL drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for CSIO and BDVL.
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Drawdown Indicators
| CSIO | BDVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.86% | -7.71% | +1.85% |
Current DrawdownCurrent decline from peak | -0.71% | -1.41% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -1.11% | -1.18% | +0.07% |
Volatility
CSIO vs. BDVL - Volatility Comparison
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Volatility by Period
| CSIO | BDVL | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 9.71% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 9.71% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.39% | 9.71% | +1.68% |
CSIO vs. BDVL - Expense Ratio Comparison
CSIO has a 0.65% expense ratio, which is higher than BDVL's 0.40% expense ratio.
Dividends
CSIO vs. BDVL - Dividend Comparison
CSIO's dividend yield for the trailing twelve months is around 0.65%, less than BDVL's 3.56% yield.
| Position | TTM | 2025 |
|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | 3.56% | 2.79% |
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 0.65% | 0.00% |
Frequently Asked Questions
CSIO and BDVL have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BDVL is cheaper with a 0.40% expense ratio, compared with 0.65% for CSIO.
BDVL has the higher dividend yield at 3.56%, compared with 0.65% for CSIO.
They also come from different issuers: Cohen & Steers and iShares. Their fees differ too: 0.65% for CSIO and 0.40% for BDVL.
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