Cohen & Steers Real Estate Active ETF

10-Year Study

CSRE.US · · US · ETF

Executive Summary: Cohen & Steers Real Estate Active ETF has compounded at 10.7% annually over the last 10 years, with a maximum drawdown of 6.8% and an annualized volatility of 57.3%.

1Y CAGR
+13.9%
3Y CAGR
+10.7%
5Y CAGR
+10.7%
10Y CAGR
+10.7%

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 →
6.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +11.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 11.7%
% 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.
20262.47.9-6.88.4————————11.7%
2025——-1.3-0.51.60.5-0.71.90.5-1.93.7-2.90.7%

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 57.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.4% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-02-0110000
2025-03-019868.349401208672
2025-04-019823.879633566165
2025-05-019983.196696226096
2025-06-0110035.04233048776
2025-07-019963.099586546425
2025-08-0110152.48401525405
2025-09-0110200.82202855229
2025-10-0110005.420663433491
2025-11-0110373.511566754682
2025-12-0110070.903030579997
2026-01-0110314.050653238879
2026-02-0111131.122761689492
2026-03-0110373.259084297868
2026-04-0111249.538961281933
Annual Return Matrix
YearAnnual Return
20260.11703378804492948
Total Factor Risk
0.5732131749956265
VTI.US Exposure
0.09559145185437802
VEA.US Exposure
-0.008228808435797829
VWO.US Exposure
0.00046935899998876943
QQQ.US Exposure
-0.020000941564209323
VTV.US Exposure
-0.019388383698903614
IJR.US Exposure
-0.03443742778434515
QUAL.US Exposure
0.04403155045810665
SHV.US Exposure
0.574292560231862
TLT.US Exposure
0.0023890177774939176
LQD.US Exposure
0.008676229673505854
HYG.US Exposure
0.026295770082922238
GLD.US Exposure
0.008082201216389388
USO.US Exposure
0.0013487738620147622
VNQ.US Exposure
0.17052638188998495
BTC-USD.CC Exposure
-0.000567960874444603
CPER.US Exposure
0.0005905376129370598
VIX.INDX Exposure
-0.004000158208960932
UUP.US Exposure
-0.0016267291526978077
TIP.US Exposure
0.1559565456251705
Idiosyncratic Exposure
3.043460518923886e-8
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
57.3%

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
$44
Avg Yield on Cost
0.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$44.210.44%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 →
+4.3%
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 →
+9.3%
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 →
0.0% 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 Real Estate Active ETF a high-risk investment?

Cohen & Steers Real Estate Active ETF (CSRE.US) has an annualized volatility of 57.3% and experienced a maximum drawdown of 6.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CSRE.US has generated a Compound Annual Growth Rate (CAGR) of 10.7%. 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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