PFF vs. CSSD
PFF (iShares Preferred and Income Securities ETF) and CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) are both Preferred Stock funds. PFF is passively managed, while CSSD is actively managed. Their 0.52 correlation means they have sometimes moved together and sometimes differently. PFF charges 0.46%/yr vs 0.49%/yr for CSSD.
Performance
PFF vs. CSSD - Performance Comparison
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Returns By Period
In the year-to-date period, PFF achieves a 0.89% return, which is significantly lower than CSSD's 3.03% return.
PFF
- 1D
- 0.10%
- 1M
- -0.03%
- 6M
- -1.43%
- YTD
- 0.89%
- 1Y
- 3.06%
- 3Y*
- 5.64%
- 5Y*
- 0.71%
- 10Y*
- 2.93%
- ALL TIME*
- 3.72%
CSSD
- 1D
- 0.16%
- 1M
- -0.07%
- 6M
- 1.93%
- YTD
- 3.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $135.14K | $635.62K | $292.35K | |
| $85.47M | $81.60M | $92.33M |
PFF vs. CSSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PFF iShares Preferred and Income Securities ETF | 0.89% | 0.52% |
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.03% | 0.49% |
Correlation
The correlation between PFF and CSSD is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025 | 0.52 |
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Return for Risk
PFF vs. CSSD — Risk / Return Rank
PFF
CSSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PFF vs. CSSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Preferred and Income Securities ETF (PFF) and Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD). 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.
| PFF | CSSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.07 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | — | — |
| Martin ratioReturn relative to average drawdown | 1.42 | — | — |
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Drawdowns
PFF vs. CSSD - Drawdown Comparison
The maximum PFF drawdown since its inception was -65.55%, which is greater than CSSD's maximum drawdown of -2.32%. Use the drawdown chart below to compare losses from any high point for PFF and CSSD.
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Drawdown Indicators
| PFF | CSSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.55% | -2.32% | -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 | -3.07% | -0.25% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -0.28% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | — | — |
Volatility
PFF vs. CSSD - Volatility Comparison
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Volatility by Period
| PFF | CSSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.87% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.31% | 2.96% | +4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.40% | 2.96% | +7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.70% | 2.96% | +9.74% |
PFF vs. CSSD - Expense Ratio Comparison
PFF has a 0.46% expense ratio, which is lower than CSSD's 0.49% expense ratio.
Dividends
PFF vs. CSSD - Dividend Comparison
PFF's dividend yield for the trailing twelve months is around 5.50%, more than CSSD's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.63% | 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 | 4.97% | 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
PFF and CSSD have a correlation of 0.52, 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 4.97%, compared with 3.63% for CSSD.
They also come from different issuers: iShares and Cohen & Steers. Their fees differ too: 0.46% for PFF and 0.49% for CSSD.
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