CSSD vs. CSRE

Last updated Jun 4, 2026

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

Performance

CSSD vs. CSRE - Performance Comparison

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

Returns By Period

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

CSSD

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

CSRE

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

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

CSSD vs. CSRE - Yearly Performance Comparison

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

Correlation

The correlation between CSSD and CSRE 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

CSSD vs. CSRE — 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.

CSSD vs. CSRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD) and Cohen & Steers Real Estate Active ETF (CSRE). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CSSD	CSRE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.09	0.65	+1.44

Drawdowns

CSSD vs. CSRE - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

Volatility by Period

	CSSD	CSRE	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	3.18%	13.00%	-9.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.18%	15.45%	-12.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.18%	15.45%	-12.27%

CSSD vs. CSRE - Expense Ratio Comparison

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

Dividends

CSSD vs. CSRE - Dividend Comparison

CSSD's dividend yield for the trailing twelve months is around 2.63%, more than CSRE's 2.30% 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 CSSD and CSRE in my portfolio?

CSSD and CSRE 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, CSSD or CSRE?

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, CSSD or CSRE?

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

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

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

What is the main difference between CSSD and CSRE?

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