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REMC vs. CSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REMC vs. CSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Mid Cap ETF (REMC) and Invesco S&P Spin-Off ETF (CSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REMC achieves a 11.94% return, which is significantly lower than CSD's 42.39% return.


REMC

1D
0.22%
1M
2.40%
6M
11.23%
YTD
11.94%
1Y
3Y*
5Y*
10Y*

CSD

1D
-2.77%
1M
1.95%
6M
38.86%
YTD
42.39%
1Y
66.72%
3Y*
35.99%
5Y*
17.53%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REMC vs. CSD - Yearly Performance Comparison


2026 (YTD)2025
REMC
Columbia Research Enhanced Mid Cap ETF
11.94%-1.99%
CSD
Invesco S&P Spin-Off ETF
42.39%-3.26%

Correlation

The correlation between REMC and CSD is 0.68, 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 11, 2025

0.68

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Return for Risk

REMC vs. CSD — Risk / Return Rank

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

REMC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CSD
CSD Risk / Return Rank: 9292
Overall Rank
CSD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CSD Sortino Ratio Rank: 9090
Sortino Ratio Rank
CSD Omega Ratio Rank: 8686
Omega Ratio Rank
CSD Calmar Ratio Rank: 9494
Calmar Ratio Rank
CSD Martin Ratio Rank: 9595
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.

REMC vs. CSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Mid Cap ETF (REMC) and Invesco S&P Spin-Off ETF (CSD). 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.


REMCCSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

6.04

Martin ratioReturn relative to average drawdown

23.32

REMC vs. CSD - Sharpe Ratio Comparison


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Drawdowns

REMC vs. CSD - Drawdown Comparison

The maximum REMC drawdown since its inception was -6.64%, smaller than the maximum CSD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for REMC and CSD.


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Drawdown Indicators


REMCCSDDifference

Max Drawdown

Largest peak-to-trough decline

-6.64%

-70.47%

+63.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

Max Drawdown (3Y)

Largest decline over 3 years

-30.15%

Max Drawdown (5Y)

Largest decline over 5 years

-30.15%

Max Drawdown (10Y)

Largest decline over 10 years

-57.55%

Current Drawdown

Current decline from peak

-0.01%

-5.17%

+5.16%

Average Drawdown

Average peak-to-trough decline

-1.46%

-14.18%

+12.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

Volatility

REMC vs. CSD - Volatility Comparison


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Volatility by Period


REMCCSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.93%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

25.44%

-13.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.25%

23.59%

-11.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.25%

24.93%

-12.68%

REMC vs. CSD - Expense Ratio Comparison

REMC has a 0.32% expense ratio, which is lower than CSD's 0.65% expense ratio.


Dividends

REMC vs. CSD - Dividend Comparison

REMC's dividend yield for the trailing twelve months is around 0.07%, less than CSD's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
CSD
Invesco S&P Spin-Off ETF
0.11%0.16%0.17%0.51%0.86%0.73%0.99%1.08%0.99%0.60%1.62%2.61%
REMC
Columbia Research Enhanced Mid Cap ETF
0.07%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


REMC and CSD have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, REMC is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

REMC is cheaper with a 0.32% expense ratio, compared with 0.65% for CSD.

CSD has the higher dividend yield at 0.11%, compared with 0.07% for REMC.

REMC tracks Beta Advantage Research Enhanced Mid Cap Index, while CSD tracks S&P U.S. Spin-Off Index. They also come from different issuers: Columbia Threadneedle and Invesco. Their fees differ too: 0.32% for REMC and 0.65% for CSD.

Portfolio Optimizer

Find the right allocation for REMC and CSD

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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