CSNR vs. ILS

Last updated Jun 4, 2026

CSNR (Cohen & Steers Natural Resources Active ETF) and ILS (Brookmont Catastrophic Bond ETF) are both exchange-traded funds - CSNR is a Commodity Producers Equities fund actively managed by Cohen & Steers, while ILS is a Nontraditional Bonds fund actively managed by Brookmont. Both are actively managed. Over the past year, CSNR returned 47.34% vs 7.67% for ILS. At a correlation of -0.09, they often move in opposite directions. CSNR charges 0.50%/yr vs 1.58%/yr for ILS.

Performance

CSNR vs. ILS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Natural Resources Active ETF (CSNR) and Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSNR achieves a 21.88% return, which is significantly higher than ILS's 1.81% return.

CSNR

• 1D: -0.56%
• 1M: 1.40%
• YTD: 21.88%
• 6M: 24.62%
• 1Y: 47.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILS

• 1D: 0.05%
• 1M: 0.45%
• YTD: 1.81%
• 6M: 2.12%
• 1Y: 7.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CSNR vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
CSNR Cohen & Steers Natural Resources Active ETF	21.88%	26.75%
ILS Brookmont Catastrophic Bond ETF	1.81%	5.60%

Correlation

The correlation between CSNR and ILS is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025	-0.09

Return for Risk

CSNR vs. ILS — Risk / Return Rank

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

CSNR

CSNR Risk / Return Rank: 86
CSNR Sharpe Ratio Rank: 86
CSNR Sortino Ratio Rank: 81
CSNR Omega Ratio Rank: 81
CSNR Calmar Ratio Rank: 90
CSNR Martin Ratio Rank: 92

ILS

ILS Risk / Return Rank: 93
ILS Sharpe Ratio Rank: 84
ILS Sortino Ratio Rank: 92
ILS Omega Ratio Rank: 92
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 97

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.

CSNR vs. ILS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Natural Resources Active ETF (CSNR) and Brookmont Catastrophic Bond ETF (ILS). 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.

	CSNR	ILS	Difference
Sharpe ratio: Return per unit of total volatility	2.81	2.79	+0.02
Sortino ratio: Return per unit of downside risk	3.59	4.56	-0.97
Omega ratio: Gain probability vs. loss probability	1.48	1.62	-0.14
Calmar ratio: Return relative to maximum drawdown	5.67	13.93	-8.26
Martin ratio: Return relative to average drawdown	22.27	46.57	-24.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSNR vs. ILS - Sharpe Ratio Comparison

The current CSNR Sharpe Ratio is 2.81, which is comparable to the ILS Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of CSNR and ILS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CSNR	ILS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.81	2.79	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	1.97	1.90	+0.08

Drawdowns

CSNR vs. ILS - Drawdown Comparison

The maximum CSNR drawdown since its inception was -15.33%, which is greater than ILS's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for CSNR and ILS.

Drawdown Indicators

	CSNR	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-15.33%	-1.56%	-13.77%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-0.55%	-7.84%
Current Drawdown Current decline from peak	-1.42%	0.00%	-1.42%
Average Drawdown Average peak-to-trough decline	-1.82%	-0.25%	-1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	0.17%	+1.96%

Volatility

CSNR vs. ILS - Volatility Comparison

Cohen & Steers Natural Resources Active ETF (CSNR) has a higher volatility of 4.24% compared to Brookmont Catastrophic Bond ETF (ILS) at 0.88%. This indicates that CSNR's price experiences larger fluctuations and is considered to be riskier than ILS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSNR	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	0.88%	+3.36%
Volatility (6M) Calculated over the trailing 6-month period	13.65%	1.69%	+11.96%
Volatility (1Y) Calculated over the trailing 1-year period	16.94%	2.77%	+14.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.77%	3.38%	+16.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	3.38%	+16.39%

CSNR vs. ILS - Expense Ratio Comparison

CSNR has a 0.50% expense ratio, which is lower than ILS's 1.58% expense ratio.

Dividends

CSNR vs. ILS - Dividend Comparison

CSNR's dividend yield for the trailing twelve months is around 1.98%, less than ILS's 8.09% yield.

Position	TTM	2025
CSNR Cohen & Steers Natural Resources Active ETF	1.98%	2.39%
ILS Brookmont Catastrophic Bond ETF	8.09%	6.06%

Frequently Asked Questions

Can I hold both CSNR and ILS in my portfolio?

CSNR and ILS have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSNR or ILS?

CSNR has higher volatility (4.24%) compared to ILS (0.88%). In terms of maximum drawdown, CSNR dropped -15.33% vs ILS's -1.56%.

Which ETF is better, CSNR or ILS?

On 1-year performance, CSNR leads with 47.34% vs 7.67% for ILS. On fees, CSNR is cheaper at 0.50% per year. On volatility, ILS has been the lower-risk option at 0.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CSNR or ILS?

Over the 1-year period, CSNR has performed better with a 47.34% return vs 7.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CSNR or ILS?

CSNR is cheaper with a 0.50% expense ratio, compared with 1.58% for ILS.

Which ETF pays a higher dividend yield, CSNR or ILS?

ILS has the higher dividend yield at 8.09%, compared with 1.98% for CSNR.

What is the main difference between CSNR and ILS?

CSNR is categorized as Commodity Producers Equities, while ILS is Nontraditional Bonds. They also come from different issuers: Cohen & Steers and Brookmont. Their fees differ too: 0.50% for CSNR and 1.58% for ILS.

Which has better risk-adjusted returns?

CSNR currently has the higher Sharpe Ratio (2.81 vs 2.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.