CSIO vs. FYLD
CSIO (Cohen & Steers Infrastructure Opportunities Active ETF) and FYLD (Cambria Foreign Shareholder Yield ETF) are both Global Equities funds. Both are actively managed. A 0.55 correlation means they provide meaningful diversification when combined. CSIO charges 0.65%/yr vs 0.59%/yr for FYLD.
Performance
CSIO vs. FYLD - 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 FYLD's 14.50% return.
CSIO
- 1D
- 0.40%
- 1M
- -0.04%
- YTD
- 15.68%
- 6M
- 15.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYLD
- 1D
- -1.29%
- 1M
- -3.53%
- YTD
- 14.50%
- 6M
- 14.24%
- 1Y
- 33.18%
- 3Y*
- 21.20%
- 5Y*
- 11.00%
- 10Y*
- 11.73%
CSIO vs. FYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 15.68% | 0.82% |
FYLD Cambria Foreign Shareholder Yield ETF | 14.50% | 1.51% |
Correlation
The correlation between CSIO and FYLD is 0.55, 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 Dec 10, 2025 | 0.55 |
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Return for Risk
CSIO vs. FYLD — Risk / Return Rank
CSIO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FYLD
CSIO vs. FYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Opportunities Active ETF (CSIO) and Cambria Foreign Shareholder Yield ETF (FYLD). 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.
| CSIO | FYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.48 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.13 | — |
| Martin ratioReturn relative to average drawdown | — | 20.67 | — |
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Drawdowns
CSIO vs. FYLD - Drawdown Comparison
The maximum CSIO drawdown since its inception was -5.86%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for CSIO and FYLD.
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Drawdown Indicators
| CSIO | FYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.86% | -44.55% | +38.69% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.44% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.55% | — |
Current DrawdownCurrent decline from peak | -0.71% | -4.87% | +4.16% |
Average DrawdownAverage peak-to-trough decline | -1.11% | -8.80% | +7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.61% | — |
Volatility
CSIO vs. FYLD - Volatility Comparison
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Volatility by Period
| CSIO | FYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.28% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.55% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 12.12% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 16.27% | -4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.39% | 17.83% | -6.44% |
CSIO vs. FYLD - Expense Ratio Comparison
CSIO has a 0.65% expense ratio, which is higher than FYLD's 0.59% expense ratio.
Dividends
CSIO vs. FYLD - Dividend Comparison
CSIO's dividend yield for the trailing twelve months is around 0.65%, less than FYLD's 3.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FYLD Cambria Foreign Shareholder Yield ETF | 3.52% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
Frequently Asked Questions
CSIO and FYLD have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FYLD is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FYLD is cheaper with a 0.59% expense ratio, compared with 0.65% for CSIO.
FYLD has the higher dividend yield at 3.52%, compared with 0.65% for CSIO.
They also come from different issuers: Cohen & Steers and Cambria. Their fees differ too: 0.65% for CSIO and 0.59% for FYLD.
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