CSSD vs. PFF
CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) and PFF (iShares Preferred and Income Securities ETF) are both Preferred Stock/Convertible Bonds funds. CSSD is actively managed, while PFF is passively managed. A 0.54 correlation means they provide meaningful diversification when combined. CSSD charges 0.49%/yr vs 0.46%/yr for PFF.
Performance
CSSD vs. PFF - Performance Comparison
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Returns By Period
In the year-to-date period, CSSD achieves a 3.06% return, which is significantly higher than PFF's 0.56% return.
CSSD
- 1D
- -0.20%
- 1M
- 0.27%
- 6M
- 2.39%
- YTD
- 3.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PFF
- 1D
- -0.82%
- 1M
- -2.17%
- 6M
- -2.16%
- YTD
- 0.56%
- 1Y
- 3.22%
- 3Y*
- 6.01%
- 5Y*
- 0.83%
- 10Y*
- 2.92%
CSSD vs. PFF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.06% | 0.49% |
PFF iShares Preferred and Income Securities ETF | 0.56% | 0.52% |
Correlation
The correlation between CSSD and PFF is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025 | 0.54 |
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Return for Risk
CSSD vs. PFF — Risk / Return Rank
CSSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PFF
CSSD vs. PFF - 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 iShares Preferred and Income Securities ETF (PFF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSSD | PFF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.08 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.61 | — |
| Martin ratioReturn relative to average drawdown | — | 1.69 | — |
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Drawdowns
CSSD vs. PFF - Drawdown Comparison
The maximum CSSD drawdown since its inception was -2.32%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for CSSD and PFF.
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Drawdown Indicators
| CSSD | PFF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.32% | -65.55% | +63.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.28% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.10% | — |
Current DrawdownCurrent decline from peak | -0.22% | -3.39% | +3.17% |
Average DrawdownAverage peak-to-trough decline | -0.28% | -5.74% | +5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.91% | — |
Volatility
CSSD vs. PFF - Volatility Comparison
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Volatility by Period
| CSSD | PFF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.60% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.67% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.03% | 7.12% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.03% | 10.38% | -7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.03% | 12.68% | -9.65% |
CSSD vs. PFF - Expense Ratio Comparison
CSSD has a 0.49% expense ratio, which is higher than PFF's 0.46% expense ratio.
Dividends
CSSD vs. PFF - Dividend Comparison
CSSD's dividend yield for the trailing twelve months is around 3.15%, less than PFF's 5.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.15% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFF iShares Preferred and Income Securities ETF | 5.52% | 6.30% | 6.32% | 6.63% | 6.01% | 4.45% | 4.79% | 5.31% | 6.32% | 5.59% | 5.85% | 5.76% |
Frequently Asked Questions
CSSD and PFF have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PFF is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PFF is cheaper with a 0.46% expense ratio, compared with 0.49% for CSSD.
PFF has the higher dividend yield at 5.52%, compared with 3.15% for CSSD.
They also come from different issuers: Cohen & Steers and iShares. Their fees differ too: 0.49% for CSSD and 0.46% for PFF.
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