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CSRE vs. HAUZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSRE vs. HAUZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Active ETF (CSRE) and Xtrackers International Real Estate ETF (HAUZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSRE achieves a 9.87% return, which is significantly higher than HAUZ's -2.64% return.


CSRE

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

HAUZ

1D
-1.44%
1M
-4.21%
YTD
-2.64%
6M
-1.65%
1Y
5.96%
3Y*
7.04%
5Y*
-1.54%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSRE vs. HAUZ - Yearly Performance Comparison


Correlation

The correlation between CSRE and HAUZ is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.60

The correlation between CSRE and HAUZ has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

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Return for Risk

CSRE vs. HAUZ — Risk / Return Rank

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

CSRE
CSRE Risk / Return Rank: 2626
Overall Rank
CSRE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CSRE Sortino Ratio Rank: 2323
Sortino Ratio Rank
CSRE Omega Ratio Rank: 2424
Omega Ratio Rank
CSRE Calmar Ratio Rank: 2828
Calmar Ratio Rank
CSRE Martin Ratio Rank: 2929
Martin Ratio Rank

HAUZ
HAUZ Risk / Return Rank: 1515
Overall Rank
HAUZ Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 1515
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 1515
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 1414
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 1515
Martin Ratio Rank
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. HAUZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Active ETF (CSRE) and Xtrackers International Real Estate ETF (HAUZ). 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.


CSREHAUZDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.43

+0.41

Sortino ratio

Return per unit of downside risk

1.20

0.71

+0.49

Omega ratio

Gain probability vs. loss probability

1.15

1.09

+0.07

Calmar ratio

Return relative to maximum drawdown

1.29

0.43

+0.87

Martin ratio

Return relative to average drawdown

4.17

1.28

+2.89

CSRE vs. HAUZ - Sharpe Ratio Comparison

The current CSRE Sharpe Ratio is 0.84, which is higher than the HAUZ Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of CSRE and HAUZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSREHAUZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.43

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

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

0.17

+0.48

Drawdowns

CSRE vs. HAUZ - Drawdown Comparison

The maximum CSRE drawdown since its inception was -13.03%, smaller than the maximum HAUZ drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for CSRE and HAUZ.


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Drawdown Indicators


CSREHAUZDifference

Max Drawdown

Largest peak-to-trough decline

-13.03%

-39.51%

+26.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-14.08%

+5.64%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

Current Drawdown

Current decline from peak

-3.46%

-11.73%

+8.27%

Average Drawdown

Average peak-to-trough decline

-2.29%

-11.75%

+9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

4.65%

-2.04%

Volatility

CSRE vs. HAUZ - Volatility Comparison

The current volatility for Cohen & Steers Real Estate Active ETF (CSRE) is 3.56%, while Xtrackers International Real Estate ETF (HAUZ) has a volatility of 4.73%. This indicates that CSRE experiences smaller price fluctuations and is considered to be less risky than HAUZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSREHAUZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

4.73%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

11.47%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

13.83%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

15.96%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

16.97%

-1.52%

CSRE vs. HAUZ - Expense Ratio Comparison

CSRE has a 0.70% expense ratio, which is higher than HAUZ's 0.10% expense ratio.


Dividends

CSRE vs. HAUZ - Dividend Comparison

CSRE's dividend yield for the trailing twelve months is around 2.30%, less than HAUZ's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
HAUZ
Xtrackers International Real Estate ETF
4.58%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%

Frequently Asked Questions


CSRE and HAUZ have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAUZ has higher volatility (4.73%) compared to CSRE (3.56%). In terms of maximum drawdown, CSRE dropped -13.03% vs HAUZ's -39.51%.

On 1-year performance, CSRE leads with 10.86% vs 5.96% for HAUZ. On fees, HAUZ is cheaper at 0.10% per year. On volatility, CSRE has been the lower-risk option at 3.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CSRE has performed better with a 10.86% return vs 5.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAUZ is cheaper with a 0.10% expense ratio, compared with 0.70% for CSRE.

HAUZ has the higher dividend yield at 4.58%, compared with 2.30% for CSRE.

They also come from different issuers: Cohen & Steers and DWS. Their fees differ too: 0.70% for CSRE and 0.10% for HAUZ.

CSRE currently has the higher Sharpe Ratio (0.84 vs 0.43), 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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