CSRE vs. SRET

Last updated Jun 4, 2026

CSRE (Cohen & Steers Real Estate Active ETF) and SRET (Global X SuperDividend REIT ETF) are both REIT funds. CSRE is actively managed, while SRET is passively managed. Over the past year, CSRE returned 10.86% vs 14.94% for SRET. A 0.70 correlation means they provide meaningful diversification when combined. CSRE charges 0.70%/yr vs 0.58%/yr for SRET.

Performance

CSRE vs. SRET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Active ETF (CSRE) and Global X SuperDividend REIT ETF (SRET). 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 SRET's 3.74% return.

CSRE

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

SRET

• 1D: -1.07%
• 1M: -1.81%
• YTD: 3.74%
• 6M: 4.08%
• 1Y: 14.94%
• 3Y*: 9.29%
• 5Y*: 1.19%
• 10Y*: 1.05%

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

CSRE vs. SRET - Yearly Performance Comparison

	2026 (YTD)	2025
CSRE Cohen & Steers Real Estate Active ETF	9.87%	3.27%
SRET Global X SuperDividend REIT ETF	3.74%	14.21%

Correlation

The correlation between CSRE and SRET is 0.69, 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	0.69
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025	0.70

The correlation between CSRE and SRET has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.

Return for Risk

CSRE vs. SRET — 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

SRET

SRET Risk / Return Rank: 35
SRET Sharpe Ratio Rank: 36
SRET Sortino Ratio Rank: 34
SRET Omega Ratio Rank: 33
SRET Calmar Ratio Rank: 32
SRET Martin Ratio Rank: 40

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. SRET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Active ETF (CSRE) and Global X SuperDividend REIT ETF (SRET). 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	SRET	Difference
Sharpe ratio: Return per unit of total volatility	0.84	1.32	-0.49
Sortino ratio: Return per unit of downside risk	1.20	1.84	-0.63
Omega ratio: Gain probability vs. loss probability	1.15	1.23	-0.07
Calmar ratio: Return relative to maximum drawdown	1.29	1.58	-0.29
Martin ratio: Return relative to average drawdown	4.17	6.61	-2.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSRE vs. SRET - Sharpe Ratio Comparison

The current CSRE Sharpe Ratio is 0.84, which is lower than the SRET Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of CSRE and SRET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CSRE	SRET	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	1.32	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.07	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.06	+0.59

Drawdowns

CSRE vs. SRET - Drawdown Comparison

The maximum CSRE drawdown since its inception was -13.03%, smaller than the maximum SRET drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for CSRE and SRET.

Drawdown Indicators

	CSRE	SRET	Difference
Max Drawdown Largest peak-to-trough decline	-13.03%	-66.98%	+53.95%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-9.48%	+1.04%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.87%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.98%	—
Current Drawdown Current decline from peak	-3.46%	-24.23%	+20.77%
Average Drawdown Average peak-to-trough decline	-2.29%	-22.49%	+20.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.27%	+0.34%

Volatility

CSRE vs. SRET - Volatility Comparison

Cohen & Steers Real Estate Active ETF (CSRE) has a higher volatility of 3.56% compared to Global X SuperDividend REIT ETF (SRET) at 3.11%. This indicates that CSRE's price experiences larger fluctuations and is considered to be riskier than SRET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSRE	SRET	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.56%	3.11%	+0.45%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	8.72%	+0.81%
Volatility (1Y) Calculated over the trailing 1-year period	13.00%	11.36%	+1.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	16.50%	-1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.45%	24.58%	-9.13%

CSRE vs. SRET - Expense Ratio Comparison

CSRE has a 0.70% expense ratio, which is higher than SRET's 0.58% expense ratio.

Dividends

CSRE vs. SRET - Dividend Comparison

CSRE's dividend yield for the trailing twelve months is around 2.30%, less than SRET's 8.78% 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%
SRET Global X SuperDividend REIT ETF	8.78%	7.98%	8.72%	7.21%	8.30%	6.33%	8.88%	7.83%	8.54%	8.20%	8.08%	7.74%

Frequently Asked Questions

Can I hold both CSRE and SRET in my portfolio?

CSRE and SRET have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSRE or SRET?

CSRE has higher volatility (3.56%) compared to SRET (3.11%). In terms of maximum drawdown, CSRE dropped -13.03% vs SRET's -66.98%.

Which ETF is better, CSRE or SRET?

On 1-year performance, SRET leads with 14.94% vs 10.86% for CSRE. On fees, SRET is cheaper at 0.58% per year. On volatility, SRET has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CSRE or SRET?

Over the 1-year period, SRET has performed better with a 14.94% return vs 10.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CSRE or SRET?

SRET is cheaper with a 0.58% expense ratio, compared with 0.70% for CSRE.

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

SRET has the higher dividend yield at 8.78%, compared with 2.30% for CSRE.

What is the main difference between CSRE and SRET?

They also come from different issuers: Cohen & Steers and Global X. Their fees differ too: 0.70% for CSRE and 0.58% for SRET.

Which has better risk-adjusted returns?

SRET currently has the higher Sharpe Ratio (1.32 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.