CSNR vs. URA

Last updated Jun 4, 2026

CSNR (Cohen & Steers Natural Resources Active ETF) and URA (Global X Uranium ETF) are both Commodity Producers Equities funds. CSNR is actively managed, while URA is passively managed. Over the past year, CSNR returned 47.34% vs 61.26% for URA. At a 0.48 correlation, their price movements are largely independent. CSNR charges 0.50%/yr vs 0.69%/yr for URA.

Performance

CSNR vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Natural Resources Active ETF (CSNR) and Global X Uranium ETF (URA). 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 URA's 17.93% return.

CSNR

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

URA

• 1D: -5.67%
• 1M: -8.00%
• YTD: 17.93%
• 6M: 13.25%
• 1Y: 61.26%
• 3Y*: 39.27%
• 5Y*: 21.39%
• 10Y*: 17.12%

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

CSNR vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025
CSNR Cohen & Steers Natural Resources Active ETF	21.88%	26.55%
URA Global X Uranium ETF	17.93%	54.49%

Correlation

The correlation between CSNR and URA is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025	0.48

Return for Risk

CSNR vs. URA — 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

URA

URA Risk / Return Rank: 34
URA Sharpe Ratio Rank: 33
URA Sortino Ratio Rank: 34
URA Omega Ratio Rank: 31
URA Calmar Ratio Rank: 43
URA Martin Ratio Rank: 30

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. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Natural Resources Active ETF (CSNR) and Global X Uranium ETF (URA). 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	URA	Difference
Sharpe ratio: Return per unit of total volatility	2.81	1.23	+1.58
Sortino ratio: Return per unit of downside risk	3.59	1.86	+1.73
Omega ratio: Gain probability vs. loss probability	1.48	1.22	+0.27
Calmar ratio: Return relative to maximum drawdown	5.67	2.17	+3.51
Martin ratio: Return relative to average drawdown	22.27	4.58	+17.69
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. URA - Sharpe Ratio Comparison

The current CSNR Sharpe Ratio is 2.81, which is higher than the URA Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of CSNR and URA, 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	URA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.81	1.23	+1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.49	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.97	-0.05	+2.02

Drawdowns

CSNR vs. URA - Drawdown Comparison

The maximum CSNR drawdown since its inception was -15.33%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for CSNR and URA.

Drawdown Indicators

	CSNR	URA	Difference
Max Drawdown Largest peak-to-trough decline	-15.33%	-93.54%	+78.21%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-28.43%	+20.04%
Max Drawdown (3Y) Largest decline over 3 years	—	-37.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.90%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-61.45%	—
Current Drawdown Current decline from peak	-1.42%	-42.81%	+41.39%
Average Drawdown Average peak-to-trough decline	-1.82%	-75.01%	+73.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	13.40%	-11.27%

Volatility

CSNR vs. URA - Volatility Comparison

The current volatility for Cohen & Steers Natural Resources Active ETF (CSNR) is 4.24%, while Global X Uranium ETF (URA) has a volatility of 15.94%. This indicates that CSNR experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSNR	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	15.94%	-11.70%
Volatility (6M) Calculated over the trailing 6-month period	13.65%	38.29%	-24.64%
Volatility (1Y) Calculated over the trailing 1-year period	16.94%	50.19%	-33.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.77%	43.62%	-23.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	37.73%	-17.96%

CSNR vs. URA - Expense Ratio Comparison

CSNR has a 0.50% expense ratio, which is lower than URA's 0.69% expense ratio.

Dividends

CSNR vs. URA - Dividend Comparison

CSNR's dividend yield for the trailing twelve months is around 1.98%, less than URA's 4.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSNR Cohen & Steers Natural Resources Active ETF	1.98%	2.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URA Global X Uranium ETF	4.14%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%

Frequently Asked Questions

Can I hold both CSNR and URA in my portfolio?

CSNR and URA have a correlation of 0.45, 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 URA?

URA has higher volatility (15.94%) compared to CSNR (4.24%). In terms of maximum drawdown, CSNR dropped -15.33% vs URA's -93.54%.

Which ETF is better, CSNR or URA?

On 1-year performance, URA leads with 61.26% vs 47.34% for CSNR. On fees, CSNR is cheaper at 0.50% per year. On volatility, CSNR has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CSNR or URA?

Over the 1-year period, URA has performed better with a 61.26% return vs 47.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CSNR or URA?

CSNR is cheaper with a 0.50% expense ratio, compared with 0.69% for URA.

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

URA has the higher dividend yield at 4.14%, compared with 1.98% for CSNR.

What is the main difference between CSNR and URA?

They also come from different issuers: Cohen & Steers and Global X. Their fees differ too: 0.50% for CSNR and 0.69% for URA.

Which has better risk-adjusted returns?

CSNR currently has the higher Sharpe Ratio (2.81 vs 1.23), 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.