CSPF vs. CSIO

Last updated Jun 24, 2026

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 0.25 correlation, their price movements are largely independent. CSPF charges 0.59%/yr vs 0.65%/yr for CSIO.

Performance

CSPF vs. CSIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Preferred and Income Opportunities Active ETF (CSPF) and Cohen & Steers Infrastructure Opportunities Active ETF (CSIO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSPF achieves a 3.08% return, which is significantly lower than CSIO's 15.68% return.

CSPF

• 1D: 0.00%
• 1M: 0.63%
• YTD: 3.08%
• 6M: 2.96%
• 1Y: 8.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSIO

• 1D: 0.40%
• 1M: -0.04%
• YTD: 15.68%
• 6M: 15.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CSPF vs. CSIO - Yearly Performance Comparison

	2026 (YTD)	2025
CSPF Cohen & Steers Preferred and Income Opportunities Active ETF	3.08%	0.43%
CSIO Cohen & Steers Infrastructure Opportunities Active ETF	15.68%	0.82%

Correlation

The correlation between CSPF and CSIO is 0.25, 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 10, 2025	0.25

Return for Risk

CSPF vs. CSIO — Risk / Return Rank

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

CSPF

CSPF Risk / Return Rank: 70
CSPF Sharpe Ratio Rank: 69
CSPF Sortino Ratio Rank: 73
CSPF Omega Ratio Rank: 75
CSPF Calmar Ratio Rank: 61
CSPF Martin Ratio Rank: 73

CSIO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.

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.

	CSPF	CSIO	Difference
Sharpe ratio: Return per unit of total volatility	2.03	—	—
Sortino ratio: Return per unit of downside risk	2.97	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	2.75	—	—
Martin ratio: Return relative to average drawdown	12.46	—	—

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.

Drawdown Indicators

	CSPF	CSIO	Difference
Max Drawdown Largest peak-to-trough decline	-3.06%	-5.86%	+2.80%
Max Drawdown (1Y) Largest decline over 1 year	-3.06%	—	—
Current Drawdown Current decline from peak	-0.11%	-0.71%	+0.60%
Average Drawdown Average peak-to-trough decline	-0.43%	-1.11%	+0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.67%	—	—

Volatility

Volatility by Period

	CSPF	CSIO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.15%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.15%	11.39%	-7.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.17%	11.39%	-7.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.17%	11.39%	-7.22%

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 5.14%, more than CSIO's 0.65% yield.

Position	TTM	2025
CSIO Cohen & Steers Infrastructure Opportunities Active ETF	0.65%	0.00%
CSPF Cohen & Steers Preferred and Income Opportunities Active ETF	5.14%	4.63%

Frequently Asked Questions

Can I hold both CSPF and CSIO in my portfolio?

CSPF and CSIO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSPF or CSIO?

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.

Which ETF is cheaper, CSPF or CSIO?

CSPF is cheaper with a 0.59% expense ratio, compared with 0.65% for CSIO.

Which ETF pays a higher dividend yield, CSPF or CSIO?

CSPF has the higher dividend yield at 5.14%, compared with 0.65% for CSIO.

What is the main difference between CSPF and 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.