CSRE vs. GQRE
CSRE (Cohen & Steers Real Estate Active ETF) and GQRE (FlexShares Global Quality Real Estate Index Fund) are both REIT funds. CSRE is actively managed, while GQRE is passively managed. Over the past year, CSRE returned 10.86% vs 11.71% for GQRE. Their correlation of 0.90 suggests significant overlap in exposure. CSRE charges 0.70%/yr vs 0.45%/yr for GQRE.
Performance
CSRE vs. GQRE - Performance Comparison
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Returns By Period
In the year-to-date period, CSRE achieves a 9.87% return, which is significantly higher than GQRE's 7.34% return.
CSRE
- 1D
- -0.20%
- 1M
- -1.86%
- YTD
- 9.87%
- 6M
- 8.55%
- 1Y
- 10.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GQRE
- 1D
- -0.36%
- 1M
- -1.32%
- YTD
- 7.34%
- 6M
- 7.63%
- 1Y
- 11.71%
- 3Y*
- 10.30%
- 5Y*
- 1.99%
- 10Y*
- 3.78%
CSRE vs. GQRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSRE Cohen & Steers Real Estate Active ETF | 9.87% | 3.27% |
GQRE FlexShares Global Quality Real Estate Index Fund | 7.34% | 6.43% |
Correlation
The correlation between CSRE and GQRE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.90 |
The correlation between CSRE and GQRE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
CSRE vs. GQRE — Risk / Return Rank
CSRE
GQRE
CSRE vs. GQRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Active ETF (CSRE) and FlexShares Global Quality Real Estate Index Fund (GQRE). 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 | GQRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.16 | +0.13 |
| Martin ratioReturn relative to average drawdown | 4.17 | 4.42 | -0.25 |
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 | GQRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.01 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.12 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.30 | +0.36 |
Drawdowns
CSRE vs. GQRE - Drawdown Comparison
The maximum CSRE drawdown since its inception was -13.03%, smaller than the maximum GQRE drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for CSRE and GQRE.
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Drawdown Indicators
| CSRE | GQRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.03% | -41.87% | +28.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -10.15% | +1.71% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.17% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.08% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.87% | — |
Current DrawdownCurrent decline from peak | -3.46% | -3.43% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -9.24% | +6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.66% | -0.05% |
Volatility
CSRE vs. GQRE - Volatility Comparison
Cohen & Steers Real Estate Active ETF (CSRE) and FlexShares Global Quality Real Estate Index Fund (GQRE) have volatilities of 3.56% and 3.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSRE | GQRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.53% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 8.77% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 11.64% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 16.45% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 17.66% | -2.21% |
CSRE vs. GQRE - Expense Ratio Comparison
CSRE has a 0.70% expense ratio, which is higher than GQRE's 0.45% expense ratio.
Dividends
CSRE vs. GQRE - Dividend Comparison
CSRE's dividend yield for the trailing twelve months is around 2.30%, less than GQRE's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSRE Cohen & Steers Real Estate Active ETF | 2.30% | 2.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GQRE FlexShares Global Quality Real Estate Index Fund | 4.36% | 4.75% | 3.77% | 2.91% | 2.56% | 2.36% | 2.05% | 4.29% | 3.22% | 1.97% | 4.16% | 2.32% |
Frequently Asked Questions
CSRE and GQRE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSRE has higher volatility (3.56%) compared to GQRE (3.53%). In terms of maximum drawdown, CSRE dropped -13.03% vs GQRE's -41.87%.
On 1-year performance, GQRE leads with 11.71% vs 10.86% for CSRE. On fees, GQRE is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GQRE has performed better with a 11.71% return vs 10.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GQRE is cheaper with a 0.45% expense ratio, compared with 0.70% for CSRE.
GQRE has the higher dividend yield at 4.36%, compared with 2.30% for CSRE.
They also come from different issuers: Cohen & Steers and Northern Trust. Their fees differ too: 0.70% for CSRE and 0.45% for GQRE.
GQRE currently has the higher Sharpe Ratio (1.01 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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