CSNR vs. LLII

Last updated Jun 4, 2026

CSNR (Cohen & Steers Natural Resources Active ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - CSNR is a Commodity Producers Equities fund actively managed by Cohen & Steers, while LLII is a Derivative Income fund actively managed by REX. Both are actively managed. At a 0.01 correlation, their price movements are largely independent. CSNR charges 0.50%/yr vs 0.99%/yr for LLII.

Performance

CSNR vs. LLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Natural Resources Active ETF (CSNR) and REX LLY Growth & Income ETF (LLII). 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 LLII's -4.28% return.

CSNR

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

LLII

• 1D: 1.47%
• 1M: 9.79%
• YTD: -4.28%
• 6M: 0.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CSNR vs. LLII - Yearly Performance Comparison

	2026 (YTD)	2025
CSNR Cohen & Steers Natural Resources Active ETF	21.88%	9.14%
LLII REX LLY Growth & Income ETF	-4.28%	19.03%

Correlation

The correlation between CSNR and LLII is 0.01, 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 (All Time) Calculated using the full available price history since Nov 5, 2025	0.01

Return for Risk

CSNR vs. LLII — 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

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. LLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Natural Resources Active ETF (CSNR) and REX LLY Growth & Income ETF (LLII). 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	LLII	Difference
Sharpe ratio: Return per unit of total volatility	2.81	—	—
Sortino ratio: Return per unit of downside risk	3.59	—	—
Omega ratio: Gain probability vs. loss probability	1.48	—	—
Calmar ratio: Return relative to maximum drawdown	5.67	—	—
Martin ratio: Return relative to average drawdown	22.27	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CSNR	LLII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.81	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.97	0.71	+1.27

Drawdowns

CSNR vs. LLII - Drawdown Comparison

The maximum CSNR drawdown since its inception was -15.33%, smaller than the maximum LLII drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for CSNR and LLII.

Drawdown Indicators

	CSNR	LLII	Difference
Max Drawdown Largest peak-to-trough decline	-15.33%	-23.96%	+8.63%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	—	—
Current Drawdown Current decline from peak	-1.42%	-6.88%	+5.46%
Average Drawdown Average peak-to-trough decline	-1.82%	-9.28%	+7.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	—	—

Volatility

Volatility by Period

	CSNR	LLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.94%	36.42%	-19.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.77%	36.42%	-16.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	36.42%	-16.65%

CSNR vs. LLII - Expense Ratio Comparison

CSNR has a 0.50% expense ratio, which is lower than LLII's 0.99% expense ratio.

Dividends

CSNR vs. LLII - Dividend Comparison

CSNR's dividend yield for the trailing twelve months is around 1.98%, less than LLII's 25.95% yield.

Position	TTM	2025
CSNR Cohen & Steers Natural Resources Active ETF	1.98%	2.39%
LLII REX LLY Growth & Income ETF	25.95%	5.13%

Frequently Asked Questions

Can I hold both CSNR and LLII in my portfolio?

CSNR and LLII have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSNR or LLII?

On fees, CSNR is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CSNR or LLII?

CSNR is cheaper with a 0.50% expense ratio, compared with 0.99% for LLII.

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

LLII has the higher dividend yield at 25.95%, compared with 1.98% for CSNR.

What is the main difference between CSNR and LLII?

CSNR is categorized as Commodity Producers Equities, while LLII is Derivative Income. They also come from different issuers: Cohen & Steers and REX. Their fees differ too: 0.50% for CSNR and 0.99% for LLII.