Cohen & Steers ETF Trust

10-Year Study

CSPF.US · · US · ETF

Executive Summary: Cohen & Steers ETF Trust has compounded at 48.0% annually over the last 10 years, with a maximum drawdown of 18.9% and an annualized volatility of 237.3%.

1Y CAGR
+8.0%
3Y CAGR
+48.0%
5Y CAGR
+48.0%
10Y CAGR
+48.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.94
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
8.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
68.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +127.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.40.2-2.21.4————————0.8%
20250.8110.6-0.0-0.81.62.00.91.11.40.7-0.00.3127.6%
20244.86.86.0-7.2-4.8-2.5-3.9-2.05.8-0.216.6-3.214.6%
2023————————-2.52.48.8-0.28.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 237.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.0% of variance. Idiosyncratic stock-specific factors contribute 2.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-08-0110000
2023-09-019754.629238395788
2023-10-019984.604982207149
2023-11-0110858.65194672601
2023-12-0110838.532294282795
2024-01-0111360.912051913112
2024-02-0112135.84196843969
2024-03-0112861.873013143842
2024-04-0111935.805972218146
2024-05-0111358.867809151501
2024-06-0111070.748661867101
2024-07-0110638.46704982552
2024-08-0110426.356755146411
2024-09-0111029.783373986638
2024-10-0111009.31483187435
2024-11-0112831.356657478194
2024-12-0112416.754559356004
2025-01-0112511.054005091491
2025-02-0126353.6509425714
2025-03-0126352.007960534105
2025-04-0126128.45287132542
2025-05-0126541.49855550276
2025-06-0127059.256961524054
2025-07-0127305.704267119127
2025-08-0127596.40255558549
2025-09-0127976.807663288462
2025-10-0128175.93708620928
2025-11-0128168.707965245158
2025-12-0128257.97665593848
2026-01-0128664.559944102446
2026-02-0128719.326012012458
2026-03-0128078.563017465276
2026-04-0128471.78338505919
Annual Return Matrix
YearAnnual Return
20240.14561217535936155
20251.275794091028895
20260.007566243391165406
Total Factor Risk
2.3729706109437387
VTI.US Exposure
0.03747138218780595
VEA.US Exposure
0.00247485973649171
VWO.US Exposure
-0.00004779755995112202
QQQ.US Exposure
0.001861942416196478
VTV.US Exposure
-0.0000817992696240453
IJR.US Exposure
0.0012585652236883542
QUAL.US Exposure
0.00035437678583315316
SHV.US Exposure
0.8602413261320563
TLT.US Exposure
-0.0000044879267156754184
LQD.US Exposure
0.000022594738644264633
HYG.US Exposure
0.030100291730706077
GLD.US Exposure
0.00010189137465953825
USO.US Exposure
0.0008019734844217779
VNQ.US Exposure
-0.0002088464030345405
BTC-USD.CC Exposure
0.000006723528498231473
CPER.US Exposure
0.00047465269492144894
VIX.INDX Exposure
0.00031277818860019036
UUP.US Exposure
0.0008434417130840674
TIP.US Exposure
0.04003492107967639
Idiosyncratic Exposure
0.023981210144041525
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
237.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$254
Avg Yield on Cost
2.54%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$254.112.54%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cohen & Steers ETF Trust a high-risk investment?

Cohen & Steers ETF Trust (CSPF.US) has an annualized volatility of 237.3% and experienced a maximum drawdown of 18.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CSPF.US?

Over the past 10 years, CSPF.US has generated a Compound Annual Growth Rate (CAGR) of 48.0%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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