CSIO vs. WLDR
CSIO (Cohen & Steers Infrastructure Opportunities Active ETF) and WLDR (Affinity World Leaders Equity ETF) are both exchange-traded funds - CSIO is a Infrastructure Equities fund actively managed by Cohen & Steers, while WLDR is a Global Equities fund tracking the Thomson Reuters StarMine Affinity World Leaders Index. CSIO is actively managed, while WLDR is passively managed. Their 0.27 correlation means their historical movements had little consistent relationship. CSIO charges 0.65%/yr vs 0.67%/yr for WLDR.
Performance
CSIO vs. WLDR - Performance Comparison
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Returns By Period
In the year-to-date period, CSIO achieves a 15.82% return, which is significantly lower than WLDR's 29.98% return.
CSIO
- 1D
- -0.27%
- 1M
- 0.12%
- 6M
- 10.64%
- YTD
- 15.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
WLDR
- 1D
- 1.15%
- 1M
- 3.17%
- 6M
- 21.17%
- YTD
- 29.98%
- 1Y
- 49.01%
- 3Y*
- 30.33%
- 5Y*
- 18.04%
- 10Y*
- —
- ALL TIME*
- 12.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $425.11K | $287.65K | $411.11K | |
| $1.08M | $815.02K | $665.85K |
CSIO vs. WLDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 15.82% | 0.82% |
WLDR Affinity World Leaders Equity ETF | 29.98% | 2.08% |
Correlation
The correlation between CSIO and WLDR is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025 | 0.27 |
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Return for Risk
CSIO vs. WLDR — Risk / Return Rank
CSIO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WLDR
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.
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 | WLDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.47 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.56 | — |
| Martin ratioReturn relative to average drawdown | — | 19.28 | — |
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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.
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Drawdown Indicators
| CSIO | WLDR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.82% | -2.20% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -8.52% | +7.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.55% | — |
Volatility
CSIO vs. WLDR - Volatility Comparison
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Volatility by Period
| CSIO | WLDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.13% | 17.59% | -6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.13% | 17.57% | -6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.13% | 21.04% | -9.91% |
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 1.46%, less than WLDR's 7.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 1.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WLDR Affinity World Leaders Equity ETF | 7.16% | 9.01% | 13.99% | 2.28% | 2.10% | 7.55% | 1.80% | 2.48% | 2.82% |
Frequently Asked Questions
CSIO and WLDR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
CSIO is cheaper with a 0.65% expense ratio, compared with 0.67% for WLDR.
WLDR has the higher dividend yield at 7.16%, compared with 1.46% for CSIO.
CSIO is categorized as Infrastructure Equities, while WLDR is Global Equities. They also come from different issuers: Cohen & Steers and Regents Park. Their fees differ too: 0.65% for CSIO and 0.67% for WLDR.
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