CSIO vs. WLDR

Last updated Jun 4, 2026

CSIO (Cohen & Steers Infrastructure Opportunities Active ETF) and WLDR (Affinity World Leaders Equity ETF) are both Global Equities funds. CSIO is actively managed, while WLDR is passively managed. At a 0.34 correlation, their price movements are largely independent. CSIO charges 0.65%/yr vs 0.67%/yr for WLDR.

Performance

CSIO vs. WLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Infrastructure Opportunities Active ETF (CSIO) and Affinity World Leaders Equity ETF (WLDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSIO achieves a 13.87% return, which is significantly lower than WLDR's 29.55% return.

CSIO

• 1D: 0.01%
• 1M: -1.46%
• YTD: 13.87%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WLDR

• 1D: -1.18%
• 1M: 11.85%
• YTD: 29.55%
• 6M: 34.62%
• 1Y: 57.12%
• 3Y*: 32.72%
• 5Y*: 18.09%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSIO vs. WLDR - Yearly Performance Comparison

	2026 (YTD)	2025
CSIO Cohen & Steers Infrastructure Opportunities Active ETF	13.87%	-0.11%
WLDR Affinity World Leaders Equity ETF	29.55%	0.64%

Correlation

The correlation between CSIO and WLDR is 0.34, 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 11, 2025	0.34

Return for Risk

CSIO vs. WLDR — Risk / Return Rank

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

WLDR

WLDR Risk / Return Rank: 94
WLDR Sharpe Ratio Rank: 95
WLDR Sortino Ratio Rank: 95
WLDR Omega Ratio Rank: 93
WLDR Calmar Ratio Rank: 92
WLDR Martin Ratio Rank: 94

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.

CSIO vs. WLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Opportunities Active ETF (CSIO) and Affinity World Leaders Equity ETF (WLDR). 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.

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

Sharpe Ratios by Period

	CSIO	WLDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.73	0.60	+2.13

Drawdowns

CSIO vs. WLDR - Drawdown Comparison

The maximum CSIO drawdown since its inception was -5.86%, smaller than the maximum WLDR drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for CSIO and WLDR.

Drawdown Indicators

	CSIO	WLDR	Difference
Max Drawdown Largest peak-to-trough decline	-5.86%	-44.69%	+38.83%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.86%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.77%	—
Current Drawdown Current decline from peak	-2.10%	-1.46%	-0.64%
Average Drawdown Average peak-to-trough decline	-1.12%	-8.63%	+7.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.18%	—

Volatility

Volatility by Period

	CSIO	WLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.63%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.11%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.54%	15.00%	-3.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.54%	17.22%	-5.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.54%	20.94%	-9.40%

CSIO vs. WLDR - Expense Ratio Comparison

CSIO has a 0.65% expense ratio, which is lower than WLDR's 0.67% expense ratio.

Dividends

CSIO vs. WLDR - Dividend Comparison

CSIO's dividend yield for the trailing twelve months is around 0.66%, less than WLDR's 7.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CSIO Cohen & Steers Infrastructure Opportunities Active ETF	0.66%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WLDR Affinity World Leaders Equity ETF	7.05%	9.01%	13.99%	2.28%	2.10%	7.55%	1.80%	2.48%	2.82%

Frequently Asked Questions

Can I hold both CSIO and WLDR in my portfolio?

CSIO and WLDR have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSIO or WLDR?

On fees, CSIO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CSIO or WLDR?

CSIO is cheaper with a 0.65% expense ratio, compared with 0.67% for WLDR.

Which ETF pays a higher dividend yield, CSIO or WLDR?

WLDR has the higher dividend yield at 7.05%, compared with 0.66% for CSIO.

What is the main difference between CSIO and WLDR?

They also come from different issuers: Cohen & Steers and Regents Park Funds. Their fees differ too: 0.65% for CSIO and 0.67% for WLDR.