CSRE vs. CSIO
CSRE (Cohen & Steers Real Estate Active ETF) and CSIO (Cohen & Steers Infrastructure Opportunities Active ETF) are both exchange-traded funds - CSRE is a REIT fund actively managed by Cohen & Steers, while CSIO is a Global Equities fund actively managed by Cohen & Steers. Both are actively managed. A 0.59 correlation means they provide meaningful diversification when combined. CSRE charges 0.70%/yr vs 0.65%/yr for CSIO.
Performance
CSRE vs. CSIO - Performance Comparison
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Returns By Period
In the year-to-date period, CSRE achieves a 9.87% return, which is significantly lower than CSIO's 13.87% return.
CSRE
- 1D
- -0.20%
- 1M
- -1.86%
- YTD
- 9.87%
- 6M
- 8.55%
- 1Y
- 10.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSIO
- 1D
- 0.01%
- 1M
- -1.46%
- YTD
- 13.87%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSRE vs. CSIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSRE Cohen & Steers Real Estate Active ETF | 9.87% | -0.32% |
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 13.87% | -0.11% |
Correlation
The correlation between CSRE and CSIO is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.59 |
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Return for Risk
CSRE vs. CSIO — Risk / Return Rank
CSRE
CSIO
CSRE vs. CSIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Active ETF (CSRE) 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.
| CSRE | CSIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | — | — |
| Martin ratioReturn relative to average drawdown | 4.17 | — | — |
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
| CSRE | CSIO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 2.73 | -2.08 |
Drawdowns
CSRE vs. CSIO - Drawdown Comparison
The maximum CSRE drawdown since its inception was -13.03%, which is greater than CSIO's maximum drawdown of -5.86%. Use the drawdown chart below to compare losses from any high point for CSRE and CSIO.
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Drawdown Indicators
| CSRE | CSIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.03% | -5.86% | -7.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | — | — |
Current DrawdownCurrent decline from peak | -3.46% | -2.10% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -1.12% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | — | — |
Volatility
CSRE vs. CSIO - Volatility Comparison
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Volatility by Period
| CSRE | CSIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 11.54% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 11.54% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 11.54% | +3.91% |
CSRE vs. CSIO - Expense Ratio Comparison
CSRE has a 0.70% expense ratio, which is higher than CSIO's 0.65% expense ratio.
Dividends
CSRE vs. CSIO - Dividend Comparison
CSRE's dividend yield for the trailing twelve months is around 2.30%, more than CSIO's 0.66% yield.
| Position | TTM | 2025 |
|---|---|---|
CSIO Cohen & Steers Infrastructure Opportunities Active ETF | 0.66% | 0.00% |
CSRE Cohen & Steers Real Estate Active ETF | 2.30% | 2.71% |
Frequently Asked Questions
CSRE and CSIO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSIO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSIO is cheaper with a 0.65% expense ratio, compared with 0.70% for CSRE.
CSRE has the higher dividend yield at 2.30%, compared with 0.66% for CSIO.
CSRE is categorized as REIT, while CSIO is Global Equities. Their fees differ too: 0.70% for CSRE and 0.65% for CSIO.
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