CSRE vs. CSIO

Last updated Jun 25, 2026

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 0.58 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Active ETF (CSRE) 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, CSRE achieves a 13.37% return, which is significantly lower than CSIO's 15.51% return.

CSRE

• 1D: -0.03%
• 1M: -0.00%
• YTD: 13.37%
• 6M: 13.08%
• 1Y: 12.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSIO

• 1D: -0.14%
• 1M: -0.19%
• YTD: 15.51%
• 6M: 15.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CSRE vs. CSIO - Yearly Performance Comparison

	2026 (YTD)	2025
CSRE Cohen & Steers Real Estate Active ETF	13.37%	-0.28%
CSIO Cohen & Steers Infrastructure Opportunities Active ETF	15.51%	0.82%

Correlation

The correlation between CSRE and CSIO is 0.58, 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 10, 2025	0.58

Return for Risk

CSRE vs. CSIO — Risk / Return Rank

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

CSRE

CSRE Risk / Return Rank: 28
CSRE Sharpe Ratio Rank: 26
CSRE Sortino Ratio Rank: 25
CSRE Omega Ratio Rank: 25
CSRE Calmar Ratio Rank: 32
CSRE Martin Ratio Rank: 34

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.

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.

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.

	CSRE	CSIO	Difference
Sharpe ratio: Return per unit of total volatility	0.89	—	—
Sortino ratio: Return per unit of downside risk	1.27	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	1.43	—	—
Martin ratio: Return relative to average drawdown	4.61	—	—

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.

Drawdown Indicators

	CSRE	CSIO	Difference
Max Drawdown Largest peak-to-trough decline	-13.03%	-5.86%	-7.17%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	—	—
Current Drawdown Current decline from peak	-0.41%	-0.85%	+0.44%
Average Drawdown Average peak-to-trough decline	-2.24%	-1.11%	-1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	—	—

Volatility

Volatility by Period

	CSRE	CSIO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.59%	11.35%	+2.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.60%	11.35%	+4.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.60%	11.35%	+4.25%

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 2.23%, more than CSIO's 0.65% yield.

Position	TTM	2025
CSIO Cohen & Steers Infrastructure Opportunities Active ETF	0.65%	0.00%
CSRE Cohen & Steers Real Estate Active ETF	2.23%	2.71%

Frequently Asked Questions

Can I hold both CSRE and CSIO in my portfolio?

CSRE and CSIO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSRE or CSIO?

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.

Which ETF is cheaper, CSRE or CSIO?

CSIO is cheaper with a 0.65% expense ratio, compared with 0.70% for CSRE.

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

CSRE has the higher dividend yield at 2.23%, compared with 0.65% for CSIO.

What is the main difference between CSRE and CSIO?

CSRE is categorized as REIT, while CSIO is Global Equities. Their fees differ too: 0.70% for CSRE and 0.65% for CSIO.