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RECS vs. CRED
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RECS vs. CRED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Core ETF (RECS) and Columbia Research Enhanced Real Estate ETF (CRED). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RECS achieves a 5.58% return, which is significantly lower than CRED's 14.93% return.


RECS

1D
-0.30%
1M
-0.32%
YTD
5.58%
6M
5.12%
1Y
23.04%
3Y*
20.79%
5Y*
13.80%
10Y*
9.79%

CRED

1D
1.10%
1M
0.50%
YTD
14.93%
6M
16.10%
1Y
10.84%
3Y*
10.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RECS vs. CRED - Yearly Performance Comparison


2026 (YTD)202520242023
RECS
Columbia Research Enhanced Core ETF
5.58%19.30%26.27%16.75%
CRED
Columbia Research Enhanced Real Estate ETF
14.93%-2.30%5.21%12.70%

Correlation

The correlation between RECS and CRED is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2023

0.43

The correlation between RECS and CRED shifts across timeframes, from 0.29 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RECS vs. CRED — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RECS
RECS Risk / Return Rank: 5858
Overall Rank
RECS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RECS Sortino Ratio Rank: 5858
Sortino Ratio Rank
RECS Omega Ratio Rank: 5656
Omega Ratio Rank
RECS Calmar Ratio Rank: 5555
Calmar Ratio Rank
RECS Martin Ratio Rank: 6363
Martin Ratio Rank

CRED
CRED Risk / Return Rank: 2424
Overall Rank
CRED Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CRED Sortino Ratio Rank: 2222
Sortino Ratio Rank
CRED Omega Ratio Rank: 2222
Omega Ratio Rank
CRED Calmar Ratio Rank: 2727
Calmar Ratio Rank
CRED Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RECS vs. CRED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) and Columbia Research Enhanced Real Estate ETF (CRED). 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.


RECSCREDDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.34

1.15

+0.19

Calmar ratioReturn relative to maximum drawdown

2.62

1.31

+1.32

Martin ratioReturn relative to average drawdown

11.11

2.95

+8.17

RECS vs. CRED - Sharpe Ratio Comparison

The current RECS Sharpe Ratio is 1.91, which is higher than the CRED Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of RECS and CRED, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RECS vs. CRED - Drawdown Comparison

The maximum RECS drawdown since its inception was -34.29%, which is greater than CRED's maximum drawdown of -17.59%. Use the drawdown chart below to compare losses from any high point for RECS and CRED.


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Drawdown Indicators


RECSCREDDifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-17.59%

-16.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-8.32%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-18.60%

-17.59%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

Max Drawdown (10Y)

Largest decline over 10 years

-34.29%

Current Drawdown

Current decline from peak

-1.89%

-1.25%

-0.64%

Average Drawdown

Average peak-to-trough decline

-1.28%

-5.57%

+4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

3.68%

-1.60%

Volatility

RECS vs. CRED - Volatility Comparison

The current volatility for Columbia Research Enhanced Core ETF (RECS) is 3.86%, while Columbia Research Enhanced Real Estate ETF (CRED) has a volatility of 4.69%. This indicates that RECS experiences smaller price fluctuations and is considered to be less risky than CRED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RECSCREDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

4.69%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

10.02%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

13.34%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

16.27%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

16.27%

-0.01%

RECS vs. CRED - Expense Ratio Comparison

RECS has a 0.15% expense ratio, which is lower than CRED's 0.33% expense ratio.


Dividends

RECS vs. CRED - Dividend Comparison

RECS's dividend yield for the trailing twelve months is around 1.05%, less than CRED's 4.43% yield.


PositionTTM2025202420232022202120202019
CRED
Columbia Research Enhanced Real Estate ETF
4.43%5.50%4.82%2.72%0.00%0.00%0.00%0.00%
RECS
Columbia Research Enhanced Core ETF
1.05%1.11%1.09%1.00%1.41%20.64%1.09%0.49%

Frequently Asked Questions


RECS and CRED have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRED has higher volatility (4.69%) compared to RECS (3.86%). In terms of maximum drawdown, RECS dropped -34.29% vs CRED's -17.59%.

On 3-year performance, RECS leads with 20.79% vs 10.63% for CRED. On fees, RECS is cheaper at 0.15% per year. On volatility, RECS has been the lower-risk option at 3.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RECS has performed better with a 20.79% return vs 10.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RECS is cheaper with a 0.15% expense ratio, compared with 0.33% for CRED.

CRED has the higher dividend yield at 4.43%, compared with 1.05% for RECS.

RECS is categorized as Large Cap Growth Equities, while CRED is REIT. RECS tracks Beta Advantage Research Enhanced U.S. Equity Index, while CRED tracks Beta Advantage Lionstone Research Enhanced REIT Index - Benchmark TR Gross. They also come from different issuers: Ameriprise Financial and Columbia. Their fees differ too: 0.15% for RECS and 0.33% for CRED.

RECS currently has the higher Sharpe Ratio (1.91 vs 0.82), 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.

Portfolio Optimizer

Find the right allocation for RECS and CRED

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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