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RECS vs. CRED
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RECS and CRED is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
10.79%
-1.18%
RECS
CRED

Key characteristics

Sharpe Ratio

RECS:

1.97

CRED:

0.64

Sortino Ratio

RECS:

2.64

CRED:

0.92

Omega Ratio

RECS:

1.37

CRED:

1.12

Calmar Ratio

RECS:

3.01

CRED:

0.79

Martin Ratio

RECS:

12.28

CRED:

2.08

Ulcer Index

RECS:

1.96%

CRED:

4.66%

Daily Std Dev

RECS:

12.22%

CRED:

15.21%

Max Drawdown

RECS:

-34.29%

CRED:

-16.57%

Current Drawdown

RECS:

0.00%

CRED:

-8.11%

Returns By Period

In the year-to-date period, RECS achieves a 4.33% return, which is significantly higher than CRED's 0.21% return.


RECS

YTD

4.33%

1M

2.15%

6M

10.02%

1Y

25.36%

5Y*

15.69%

10Y*

N/A

CRED

YTD

0.21%

1M

-0.17%

6M

-0.92%

1Y

10.45%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RECS vs. CRED - Expense Ratio Comparison

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


CRED
Columbia Research Enhanced Real Estate ETF
Expense ratio chart for CRED: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for RECS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

RECS vs. CRED — Risk-Adjusted Performance Rank

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

RECS
The Risk-Adjusted Performance Rank of RECS is 8080
Overall Rank
The Sharpe Ratio Rank of RECS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of RECS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of RECS is 8080
Omega Ratio Rank
The Calmar Ratio Rank of RECS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of RECS is 8383
Martin Ratio Rank

CRED
The Risk-Adjusted Performance Rank of CRED is 2424
Overall Rank
The Sharpe Ratio Rank of CRED is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of CRED is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CRED is 2121
Omega Ratio Rank
The Calmar Ratio Rank of CRED is 3434
Calmar Ratio Rank
The Martin Ratio Rank of CRED is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RECS vs. CRED - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for RECS, currently valued at 1.97, compared to the broader market0.002.004.001.970.64
The chart of Sortino ratio for RECS, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.0010.0012.002.640.92
The chart of Omega ratio for RECS, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.371.12
The chart of Calmar ratio for RECS, currently valued at 3.01, compared to the broader market0.005.0010.0015.003.010.79
The chart of Martin ratio for RECS, currently valued at 12.28, compared to the broader market0.0020.0040.0060.0080.00100.0012.282.08
RECS
CRED

The current RECS Sharpe Ratio is 1.97, which is higher than the CRED Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of RECS and CRED, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.97
0.64
RECS
CRED

Dividends

RECS vs. CRED - Dividend Comparison

RECS's dividend yield for the trailing twelve months is around 1.05%, less than CRED's 4.81% yield.


TTM202420232022202120202019
RECS
Columbia Research Enhanced Core ETF
1.05%1.09%1.00%1.41%20.65%1.09%0.49%
CRED
Columbia Research Enhanced Real Estate ETF
4.81%4.82%2.72%0.00%0.00%0.00%0.00%

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 -16.57%. Use the drawdown chart below to compare losses from any high point for RECS and CRED. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-8.11%
RECS
CRED

Volatility

RECS vs. CRED - Volatility Comparison

The current volatility for Columbia Research Enhanced Core ETF (RECS) is 3.02%, while Columbia Research Enhanced Real Estate ETF (CRED) has a volatility of 3.79%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.02%
3.79%
RECS
CRED
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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