SPFF vs. CSSD

Last updated Jun 25, 2026

SPFF (Global X SuperIncome Preferred ETF) and CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) are both Preferred Stock/Convertible Bonds funds. SPFF is passively managed, while CSSD is actively managed. A 0.53 correlation means they provide meaningful diversification when combined. SPFF charges 0.58%/yr vs 0.49%/yr for CSSD.

Performance

SPFF vs. CSSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperIncome Preferred ETF (SPFF) and Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPFF achieves a 3.79% return, which is significantly higher than CSSD's 2.86% return.

SPFF

• 1D: -0.56%
• 1M: 0.25%
• YTD: 3.79%
• 6M: 2.73%
• 1Y: 13.39%
• 3Y*: 8.52%
• 5Y*: 1.52%
• 10Y*: 2.96%

CSSD

• 1D: 0.14%
• 1M: 0.82%
• YTD: 2.86%
• 6M: 2.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFF vs. CSSD - Yearly Performance Comparison

	2026 (YTD)	2025
SPFF Global X SuperIncome Preferred ETF	3.79%	-0.07%
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF	2.86%	0.49%

Correlation

The correlation between SPFF and CSSD is 0.53, 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 10, 2025	0.53

Return for Risk

SPFF vs. CSSD — Risk / Return Rank

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

SPFF

SPFF Risk / Return Rank: 40
SPFF Sharpe Ratio Rank: 43
SPFF Sortino Ratio Rank: 42
SPFF Omega Ratio Rank: 39
SPFF Calmar Ratio Rank: 39
SPFF Martin Ratio Rank: 37

CSSD

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

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.

SPFF vs. CSSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperIncome Preferred ETF (SPFF) 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.

	SPFF	CSSD	Difference
Sharpe ratio: Return per unit of total volatility	1.36	—	—
Sortino ratio: Return per unit of downside risk	1.93	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	1.78	—	—
Martin ratio: Return relative to average drawdown	5.32	—	—

Drawdowns

SPFF vs. CSSD - Drawdown Comparison

The maximum SPFF drawdown since its inception was -35.92%, which is greater than CSSD's maximum drawdown of -2.32%. Use the drawdown chart below to compare losses from any high point for SPFF and CSSD.

Drawdown Indicators

	SPFF	CSSD	Difference
Max Drawdown Largest peak-to-trough decline	-35.92%	-2.32%	-33.60%
Max Drawdown (1Y) Largest decline over 1 year	-7.58%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.51%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.88%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.92%	—	—
Current Drawdown Current decline from peak	-3.11%	-0.06%	-3.05%
Average Drawdown Average peak-to-trough decline	-4.05%	-0.29%	-3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	—	—

Volatility

Volatility by Period

	SPFF	CSSD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.00%	3.07%	+6.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.03%	3.07%	+7.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.53%	3.07%	+10.46%

SPFF vs. CSSD - Expense Ratio Comparison

SPFF has a 0.58% expense ratio, which is higher than CSSD's 0.49% expense ratio.

Dividends

SPFF vs. CSSD - Dividend Comparison

SPFF's dividend yield for the trailing twelve months is around 6.53%, more than CSSD's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF	2.62%	0.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPFF Global X SuperIncome Preferred ETF	6.53%	6.47%	6.39%	6.64%	7.15%	5.78%	5.75%	5.97%	7.60%	7.24%	7.04%	7.50%

Frequently Asked Questions

Can I hold both SPFF and CSSD in my portfolio?

SPFF and CSSD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPFF or CSSD?

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.

Which ETF is cheaper, SPFF or CSSD?

CSSD is cheaper with a 0.49% expense ratio, compared with 0.58% for SPFF.

Which ETF pays a higher dividend yield, SPFF or CSSD?

SPFF has the higher dividend yield at 6.53%, compared with 2.62% for CSSD.

What is the main difference between SPFF and CSSD?

They also come from different issuers: Global X and Cohen & Steers. Their fees differ too: 0.58% for SPFF and 0.49% for CSSD.