CSRE vs. CSSD

Last updated Jun 4, 2026

CSRE (Cohen & Steers Real Estate Active ETF) and CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) are both exchange-traded funds - CSRE is a REIT fund actively managed by Cohen & Steers, while CSSD is a Preferred Stock/Convertible Bonds fund actively managed by Cohen & Steers. Both are actively managed. At a 0.36 correlation, their price movements are largely independent. CSRE charges 0.70%/yr vs 0.49%/yr for CSSD.

Performance

CSRE vs. CSSD - 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 Short Duration Preferred and Income Active ETF (CSSD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSRE achieves a 9.87% return, which is significantly higher than CSSD's 2.56% return.

CSRE

• 1D: -0.20%
• 1M: -1.86%
• YTD: 9.87%
• 6M: 8.55%
• 1Y: 10.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSSD

• 1D: 0.04%
• 1M: 0.63%
• YTD: 2.56%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CSRE vs. CSSD - Yearly Performance Comparison

	2026 (YTD)	2025
CSRE Cohen & Steers Real Estate Active ETF	9.87%	-0.32%
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF	2.56%	0.51%

Correlation

The correlation between CSRE and CSSD is 0.36, 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	0.36

Return for Risk

CSRE vs. CSSD — Risk / Return Rank

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

CSRE

CSRE Risk / Return Rank: 26
CSRE Sharpe Ratio Rank: 24
CSRE Sortino Ratio Rank: 23
CSRE Omega Ratio Rank: 24
CSRE Calmar Ratio Rank: 28
CSRE Martin Ratio Rank: 29

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. CSSD - 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 Short Duration Preferred and Income Active ETF (CSSD). 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	CSSD	Difference
Sharpe ratio: Return per unit of total volatility	0.84	—	—
Sortino ratio: Return per unit of downside risk	1.20	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	1.29	—	—
Martin ratio: Return 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.

Sharpe Ratios by Period

	CSRE	CSSD	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	2.09	-1.44

Drawdowns

CSRE vs. CSSD - Drawdown Comparison

The maximum CSRE drawdown since its inception was -13.03%, which is greater than CSSD's maximum drawdown of -2.32%. Use the drawdown chart below to compare losses from any high point for CSRE and CSSD.

Drawdown Indicators

	CSRE	CSSD	Difference
Max Drawdown Largest peak-to-trough decline	-13.03%	-2.32%	-10.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	—	—
Current Drawdown Current decline from peak	-3.46%	0.00%	-3.46%
Average Drawdown Average peak-to-trough decline	-2.29%	-0.32%	-1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	—	—

Volatility

Volatility by Period

	CSRE	CSSD	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%	3.18%	+9.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	3.18%	+12.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.45%	3.18%	+12.27%

CSRE vs. CSSD - Expense Ratio Comparison

CSRE has a 0.70% expense ratio, which is higher than CSSD's 0.49% expense ratio.

Dividends

CSRE vs. CSSD - Dividend Comparison

CSRE's dividend yield for the trailing twelve months is around 2.30%, less than CSSD's 2.63% yield.

Position	TTM	2025
CSRE Cohen & Steers Real Estate Active ETF	2.30%	2.71%
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF	2.63%	0.53%

Frequently Asked Questions

Can I hold both CSRE and CSSD in my portfolio?

CSRE and CSSD have a correlation of 0.36, 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 CSSD?

On fees, CSSD is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CSRE or CSSD?

CSSD is cheaper with a 0.49% expense ratio, compared with 0.70% for CSRE.

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

CSSD has the higher dividend yield at 2.63%, compared with 2.30% for CSRE.

What is the main difference between CSRE and CSSD?

CSRE is categorized as REIT, while CSSD is Preferred Stock/Convertible Bonds. Their fees differ too: 0.70% for CSRE and 0.49% for CSSD.