CSIO vs. GVAL
CSIO (Cohen & Steers Infrastructure Opportunities Active ETF) and GVAL (Cambria Global Value ETF) are both Global Equities funds. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. CSIO charges 0.65%/yr vs 0.64%/yr for GVAL.
Performance
CSIO vs. GVAL - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CSIO having a 15.68% return and GVAL slightly higher at 15.95%.
CSIO
- 1D
- 0.40%
- 1M
- -0.04%
- YTD
- 15.68%
- 6M
- 15.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GVAL
- 1D
- -1.23%
- 1M
- 2.99%
- YTD
- 15.95%
- 6M
- 15.40%
- 1Y
- 39.29%
- 3Y*
- 26.91%
- 5Y*
- 13.95%
- 10Y*
- 11.68%
CSIO vs. GVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 15.68% | 0.82% |
GVAL Cambria Global Value ETF | 15.95% | 2.49% |
Correlation
The correlation between CSIO and GVAL is 0.48, 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 | 0.48 |
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Return for Risk
CSIO vs. GVAL — Risk / Return Rank
CSIO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GVAL
CSIO vs. GVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Opportunities Active ETF (CSIO) and Cambria Global Value ETF (GVAL). 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 | GVAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.45 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.43 | — |
| Martin ratioReturn relative to average drawdown | — | 13.04 | — |
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Drawdowns
CSIO vs. GVAL - Drawdown Comparison
The maximum CSIO drawdown since its inception was -5.86%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for CSIO and GVAL.
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Drawdown Indicators
| CSIO | GVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.86% | -46.82% | +40.96% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.50% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.82% | — |
Current DrawdownCurrent decline from peak | -0.71% | -3.51% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -1.11% | -13.82% | +12.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.02% | — |
Volatility
CSIO vs. GVAL - Volatility Comparison
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Volatility by Period
| CSIO | GVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.52% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.85% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 15.62% | -4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 18.60% | -7.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.39% | 19.01% | -7.62% |
CSIO vs. GVAL - Expense Ratio Comparison
CSIO has a 0.65% expense ratio, which is higher than GVAL's 0.64% expense ratio.
Dividends
CSIO vs. GVAL - Dividend Comparison
CSIO's dividend yield for the trailing twelve months is around 0.65%, less than GVAL's 2.46% 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% |
GVAL Cambria Global Value ETF | 2.46% | 2.93% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% |
Frequently Asked Questions
CSIO and GVAL have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GVAL is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GVAL is cheaper with a 0.64% expense ratio, compared with 0.65% for CSIO.
GVAL has the higher dividend yield at 2.46%, 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 0.64% for GVAL.
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