PFFD vs. CSSD
PFFD (Global X U.S. Preferred ETF) and CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) are both Preferred Stock/Convertible Bonds funds. PFFD is passively managed, while CSSD is actively managed. A 0.54 correlation means they provide meaningful diversification when combined. PFFD charges 0.23%/yr vs 0.49%/yr for CSSD.
Performance
PFFD vs. CSSD - Performance Comparison
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Returns By Period
In the year-to-date period, PFFD achieves a 1.75% return, which is significantly lower than CSSD's 2.72% return.
PFFD
- 1D
- 0.00%
- 1M
- 0.10%
- YTD
- 1.75%
- 6M
- 1.42%
- 1Y
- 6.96%
- 3Y*
- 5.74%
- 5Y*
- -0.48%
- 10Y*
- —
CSSD
- 1D
- -0.12%
- 1M
- 0.68%
- YTD
- 2.72%
- 6M
- 2.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PFFD vs. CSSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PFFD Global X U.S. Preferred ETF | 1.75% | 0.21% |
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 2.72% | 0.49% |
Correlation
The correlation between PFFD and CSSD 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
PFFD vs. CSSD — Risk / Return Rank
PFFD
CSSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PFFD vs. CSSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) 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.
| PFFD | CSSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.16 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | — | — |
| Martin ratioReturn relative to average drawdown | 3.42 | — | — |
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Drawdowns
PFFD vs. CSSD - Drawdown Comparison
The maximum PFFD drawdown since its inception was -30.93%, which is greater than CSSD's maximum drawdown of -2.32%. Use the drawdown chart below to compare losses from any high point for PFFD and CSSD.
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Drawdown Indicators
| PFFD | CSSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -2.32% | -28.61% |
Max Drawdown (1Y)Largest decline over 1 year | -5.97% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -10.84% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | — | — |
Current DrawdownCurrent decline from peak | -4.19% | -0.20% | -3.99% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -0.29% | -6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | — | — |
Volatility
PFFD vs. CSSD - Volatility Comparison
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Volatility by Period
| PFFD | CSSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.44% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.35% | 3.08% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.01% | 3.08% | +7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.73% | 3.08% | +9.65% |
PFFD vs. CSSD - Expense Ratio Comparison
PFFD has a 0.23% expense ratio, which is lower than CSSD's 0.49% expense ratio.
Dividends
PFFD vs. CSSD - Dividend Comparison
PFFD's dividend yield for the trailing twelve months is around 6.40%, more than CSSD's 2.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 2.63% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFFD Global X U.S. Preferred ETF | 6.40% | 6.37% | 6.42% | 6.49% | 6.63% | 5.09% | 5.17% | 5.48% | 6.21% | 1.94% |
Frequently Asked Questions
PFFD and CSSD 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, PFFD is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PFFD is cheaper with a 0.23% expense ratio, compared with 0.49% for CSSD.
PFFD has the higher dividend yield at 6.40%, compared with 2.63% for CSSD.
They also come from different issuers: Global X and Cohen & Steers. Their fees differ too: 0.23% for PFFD and 0.49% for CSSD.
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