CSSPX vs. IVV
CSSPX (Cohen & Steers Global Realty Shares, Inc.) and IVV (iShares Core S&P 500 ETF) are both funds - CSSPX is a REIT fund managed by T. Rowe Price, while IVV is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, CSSPX returned 5.08%/yr vs 15.75%/yr for IVV. A 0.63 correlation means they provide meaningful diversification when combined. CSSPX charges 0.90%/yr vs 0.03%/yr for IVV.
Performance
CSSPX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, CSSPX achieves a 7.35% return, which is significantly lower than IVV's 9.76% return. Over the past 10 years, CSSPX has underperformed IVV with an annualized return of 5.08%, while IVV has yielded a comparatively higher 15.75% annualized return.
CSSPX
- 1D
- 0.00%
- 1M
- -1.79%
- YTD
- 7.35%
- 6M
- 8.03%
- 1Y
- 10.72%
- 3Y*
- 8.36%
- 5Y*
- 1.68%
- 10Y*
- 5.08%
IVV
- 1D
- -0.31%
- 1M
- 0.09%
- YTD
- 9.76%
- 6M
- 9.30%
- 1Y
- 26.83%
- 3Y*
- 21.37%
- 5Y*
- 13.58%
- 10Y*
- 15.75%
CSSPX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSSPX Cohen & Steers Global Realty Shares, Inc. | 7.35% | 10.61% | 0.84% | 10.75% | -25.08% | 26.46% | -2.35% | 24.80% | -3.86% | 12.95% |
IVV iShares Core S&P 500 ETF | 9.76% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between CSSPX and IVV is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.63 |
Over the past year, the correlation between CSSPX and IVV has dropped to 0.39 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
CSSPX vs. IVV — Risk / Return Rank
CSSPX
IVV
CSSPX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) and iShares Core S&P 500 ETF (IVV). 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.
| CSSPX | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.39 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 3.03 | -1.98 |
| Martin ratioReturn relative to average drawdown | 3.88 | 13.61 | -9.73 |
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Drawdowns
CSSPX vs. IVV - Drawdown Comparison
The maximum CSSPX drawdown since its inception was -40.47%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CSSPX and IVV.
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Drawdown Indicators
| CSSPX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -55.25% | +14.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -8.89% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -18.16% | -18.75% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | -24.53% | -8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -33.90% | -6.57% |
Current DrawdownCurrent decline from peak | -3.40% | -1.74% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -10.76% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 1.98% | +0.74% |
Volatility
CSSPX vs. IVV - Volatility Comparison
The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 4.09%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.67%. This indicates that CSSPX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSSPX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.67% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 9.75% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 12.41% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 16.97% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 18.10% | -1.06% |
CSSPX vs. IVV - Expense Ratio Comparison
CSSPX has a 0.90% expense ratio, which is higher than IVV's 0.03% expense ratio.
Dividends
CSSPX vs. IVV - Dividend Comparison
CSSPX's dividend yield for the trailing twelve months is around 3.22%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSPX Cohen & Steers Global Realty Shares, Inc. | 3.22% | 3.46% | 2.78% | 2.85% | 3.02% | 3.21% | 2.41% | 8.61% | 3.95% | 2.79% | 6.89% | 2.68% |
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
CSSPX and IVV have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVV has higher volatility (4.67%) compared to CSSPX (4.09%). In terms of maximum drawdown, CSSPX dropped -40.47% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.18 vs 0.88), 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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