PQDI vs. CSSD
PQDI (Principal Spectrum Preferred and Income ETF) and CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) are both Preferred Stock funds. PQDI is passively managed, while CSSD is actively managed. Their 0.67 correlation means they have sometimes moved together and sometimes differently. PQDI charges 0.60%/yr vs 0.49%/yr for CSSD.
Performance
PQDI vs. CSSD - Performance Comparison
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Returns By Period
In the year-to-date period, PQDI achieves a 1.96% return, which is significantly lower than CSSD's 3.40% return.
PQDI
- 1D
- 0.05%
- 1M
- -0.28%
- 6M
- 1.07%
- YTD
- 1.96%
- 1Y
- 5.54%
- 3Y*
- 8.46%
- 5Y*
- 3.06%
- 10Y*
- —
- ALL TIME*
- 4.68%
CSSD
- 1D
- 0.04%
- 1M
- 0.11%
- 6M
- 2.23%
- YTD
- 3.40%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $147.44K | $387.77K | $287.61K | |
| $158.66K | $143.10K | $126.70K |
PQDI vs. CSSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PQDI Principal Spectrum Preferred and Income ETF | 1.96% | 0.61% |
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.40% | 0.49% |
Correlation
The correlation between PQDI and CSSD is 0.67, 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 | 0.67 |
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Return for Risk
PQDI vs. CSSD — Risk / Return Rank
PQDI
CSSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PQDI vs. CSSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred and Income ETF (PQDI) 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.
| PQDI | CSSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | — | — |
| Martin ratioReturn relative to average drawdown | 7.19 | — | — |
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Drawdowns
PQDI vs. CSSD - Drawdown Comparison
The maximum PQDI drawdown since its inception was -17.41%, which is greater than CSSD's maximum drawdown of -2.32%. Use the drawdown chart below to compare losses from any high point for PQDI and CSSD.
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Drawdown Indicators
| PQDI | CSSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.41% | -2.32% | -15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.31% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -3.31% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.41% | — | — |
Current DrawdownCurrent decline from peak | -0.28% | 0.00% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -0.27% | -3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | — | — |
Volatility
PQDI vs. CSSD - Volatility Comparison
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Volatility by Period
| PQDI | CSSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.93% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.37% | 2.94% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.71% | 2.94% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.52% | 2.94% | +1.58% |
PQDI vs. CSSD - Expense Ratio Comparison
PQDI has a 0.60% expense ratio, which is higher than CSSD's 0.49% expense ratio.
Dividends
PQDI vs. CSSD - Dividend Comparison
PQDI's dividend yield for the trailing twelve months is around 5.66%, more than CSSD's 3.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.62% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PQDI Principal Spectrum Preferred and Income ETF | 5.66% | 5.02% | 4.93% | 5.35% | 5.60% | 5.21% | 2.69% |
Frequently Asked Questions
PQDI and CSSD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSSD is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSSD is cheaper with a 0.49% expense ratio, compared with 0.60% for PQDI.
PQDI has the higher dividend yield at 5.66%, compared with 3.62% for CSSD.
They also come from different issuers: Principal and Cohen & Steers. Their fees differ too: 0.60% for PQDI and 0.49% for CSSD.
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