CSPF vs. CSIO
CSPF (Cohen & Steers Preferred and Income Opportunities Active ETF) and CSIO (Cohen & Steers Infrastructure Opportunities Active ETF) are both exchange-traded funds - CSPF is a Preferred Stock/Convertible Bonds fund actively managed by Cohen & Steers, while CSIO is a Global Equities fund actively managed by Cohen & Steers. Both are actively managed. At a 0.22 correlation, their price movements are largely independent. CSPF charges 0.59%/yr vs 0.65%/yr for CSIO.
Performance
CSPF vs. CSIO - Performance Comparison
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Returns By Period
In the year-to-date period, CSPF achieves a 2.65% return, which is significantly lower than CSIO's 13.87% return.
CSPF
- 1D
- -0.21%
- 1M
- 0.65%
- YTD
- 2.65%
- 6M
- 2.72%
- 1Y
- 9.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSIO
- 1D
- 0.01%
- 1M
- -1.46%
- YTD
- 13.87%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSPF vs. CSIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSPF Cohen & Steers Preferred and Income Opportunities Active ETF | 2.65% | 0.23% |
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 13.87% | -0.11% |
Correlation
The correlation between CSPF and CSIO is 0.22, 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 | 0.22 |
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Return for Risk
CSPF vs. CSIO — Risk / Return Rank
CSPF
CSIO
CSPF vs. CSIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Preferred and Income Opportunities Active ETF (CSPF) and Cohen & Steers Infrastructure Opportunities Active ETF (CSIO). 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.
| CSPF | CSIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.45 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | — | — |
| Martin ratioReturn relative to average drawdown | 13.63 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSPF | CSIO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.96 | 2.73 | -0.77 |
Drawdowns
CSPF vs. CSIO - Drawdown Comparison
The maximum CSPF drawdown since its inception was -3.06%, smaller than the maximum CSIO drawdown of -5.86%. Use the drawdown chart below to compare losses from any high point for CSPF and CSIO.
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Drawdown Indicators
| CSPF | CSIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.06% | -5.86% | +2.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -2.10% | +1.78% |
Average DrawdownAverage peak-to-trough decline | -0.44% | -1.12% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | — | — |
Volatility
CSPF vs. CSIO - Volatility Comparison
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Volatility by Period
| CSPF | CSIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.07% | 11.54% | -7.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.17% | 11.54% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.17% | 11.54% | -7.37% |
CSPF vs. CSIO - Expense Ratio Comparison
CSPF has a 0.59% expense ratio, which is lower than CSIO's 0.65% expense ratio.
Dividends
CSPF vs. CSIO - Dividend Comparison
CSPF's dividend yield for the trailing twelve months is around 5.16%, more than CSIO's 0.66% yield.
| Position | TTM | 2025 |
|---|---|---|
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 0.66% | 0.00% |
CSPF Cohen & Steers Preferred and Income Opportunities Active ETF | 5.16% | 4.63% |
Frequently Asked Questions
CSPF and CSIO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSPF is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSPF is cheaper with a 0.59% expense ratio, compared with 0.65% for CSIO.
CSPF has the higher dividend yield at 5.16%, compared with 0.66% for CSIO.
CSPF is categorized as Preferred Stock/Convertible Bonds, while CSIO is Global Equities. Their fees differ too: 0.59% for CSPF and 0.65% for CSIO.
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