PFFV vs. CSSD
PFFV (Global X Variable Rate Preferred ETF) and CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) are both Preferred Stock funds. PFFV is passively managed, while CSSD is actively managed. Their 0.44 correlation means their historical movements had little consistent relationship. PFFV charges 0.25%/yr vs 0.49%/yr for CSSD.
Performance
PFFV vs. CSSD - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PFFV having a 2.94% return and CSSD slightly higher at 3.03%.
PFFV
- 1D
- -0.05%
- 1M
- 0.20%
- 6M
- 0.85%
- YTD
- 2.94%
- 1Y
- 3.17%
- 3Y*
- 6.48%
- 5Y*
- 1.96%
- 10Y*
- —
- ALL TIME*
- 4.69%
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 | |
| $966.57K | $1.21M | $1.24M |
PFFV vs. CSSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PFFV Global X Variable Rate Preferred ETF | 2.94% | 0.05% |
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.03% | 0.49% |
Correlation
The correlation between PFFV and CSSD is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025 | 0.44 |
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Return for Risk
PFFV vs. CSSD — Risk / Return Rank
PFFV
CSSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PFFV vs. CSSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Variable Rate Preferred ETF (PFFV) 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.
| PFFV | CSSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.13 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | — | — |
| Martin ratioReturn relative to average drawdown | 2.63 | — | — |
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Drawdowns
PFFV vs. CSSD - Drawdown Comparison
The maximum PFFV drawdown since its inception was -18.96%, which is greater than CSSD's maximum drawdown of -2.32%. Use the drawdown chart below to compare losses from any high point for PFFV and CSSD.
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Drawdown Indicators
| PFFV | CSSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.96% | -2.32% | -16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.23% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -6.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.96% | — | — |
Current DrawdownCurrent decline from peak | -0.30% | -0.25% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -4.09% | -0.28% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | — | — |
Volatility
PFFV vs. CSSD - Volatility Comparison
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Volatility by Period
| PFFV | CSSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.08% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.12% | 2.96% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.85% | 2.96% | +5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.60% | 2.96% | +5.64% |
PFFV vs. CSSD - Expense Ratio Comparison
PFFV has a 0.25% expense ratio, which is lower than CSSD's 0.49% expense ratio.
Dividends
PFFV vs. CSSD - Dividend Comparison
PFFV's dividend yield for the trailing twelve months is around 8.13%, more than CSSD's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.63% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFFV Global X Variable Rate Preferred ETF | 7.50% | 8.26% | 7.33% | 7.17% | 6.60% | 5.23% | 2.29% |
Frequently Asked Questions
PFFV and CSSD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PFFV is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PFFV is cheaper with a 0.25% expense ratio, compared with 0.49% for CSSD.
PFFV has the higher dividend yield at 7.50%, compared with 3.63% for CSSD.
They also come from different issuers: Global X and Cohen & Steers. Their fees differ too: 0.25% for PFFV and 0.49% for CSSD.
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