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Return Stacked Bonds & Managed Futures ETF (RSBT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US88636J1051

Issuer

Return Stacked

Inception Date

Feb 7, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
RSBT vs. IRONX RSBT vs. AHTPX RSBT vs. DBMF RSBT vs. RSSB RSBT vs. RSST RSBT vs. SPY RSBT vs. GAA RSBT vs. MAFIX RSBT vs. QIS RSBT vs. SCHD
Popular comparisons:
RSBT vs. IRONX RSBT vs. AHTPX RSBT vs. DBMF RSBT vs. RSSB RSBT vs. RSST RSBT vs. SPY RSBT vs. GAA RSBT vs. MAFIX RSBT vs. QIS RSBT vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Return Stacked Bonds & Managed Futures ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-8.36%
12.32%
RSBT (Return Stacked Bonds & Managed Futures ETF)
Benchmark (^GSPC)

Returns By Period

Return Stacked Bonds & Managed Futures ETF had a return of -3.36% year-to-date (YTD) and -0.33% in the last 12 months.


RSBT

YTD

-3.36%

1M

-3.08%

6M

-9.25%

1Y

-0.33%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of RSBT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.28%1.76%4.70%-0.25%0.06%1.10%-1.53%-0.78%1.65%-8.77%-3.36%
2023-1.34%-7.67%0.85%-2.16%2.67%-0.79%-4.27%2.35%-2.35%-1.88%2.48%-11.91%

Expense Ratio

RSBT has a high expense ratio of 0.97%, indicating higher-than-average management fees.


Expense ratio chart for RSBT: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RSBT is 6, indicating that it is in the bottom 6% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of RSBT is 66
Combined Rank
The Sharpe Ratio Rank of RSBT is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of RSBT is 55
Sortino Ratio Rank
The Omega Ratio Rank of RSBT is 55
Omega Ratio Rank
The Calmar Ratio Rank of RSBT is 55
Calmar Ratio Rank
The Martin Ratio Rank of RSBT is 66
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RSBT, currently valued at -0.08, compared to the broader market0.002.004.00-0.082.54
The chart of Sortino ratio for RSBT, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.013.40
The chart of Omega ratio for RSBT, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.47
The chart of Calmar ratio for RSBT, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.063.66
The chart of Martin ratio for RSBT, currently valued at -0.20, compared to the broader market0.0020.0040.0060.0080.00100.00-0.2016.26
RSBT
^GSPC

The current Return Stacked Bonds & Managed Futures ETF Sharpe ratio is -0.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Return Stacked Bonds & Managed Futures ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.08
2.46
RSBT (Return Stacked Bonds & Managed Futures ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Return Stacked Bonds & Managed Futures ETF provided a 2.46% dividend yield over the last twelve months, with an annual payout of $0.41 per share.


2.38%$0.00$0.10$0.20$0.30$0.402023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$0.41$0.41

Dividend yield

2.46%2.38%

Monthly Dividends

The table displays the monthly dividend distributions for Return Stacked Bonds & Managed Futures ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.41$0.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.57%
-1.40%
RSBT (Return Stacked Bonds & Managed Futures ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Return Stacked Bonds & Managed Futures ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Return Stacked Bonds & Managed Futures ETF was 18.78%, occurring on Jan 17, 2024. The portfolio has not yet recovered.

The current Return Stacked Bonds & Managed Futures ETF drawdown is 17.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.78%Feb 14, 2023232Jan 17, 2024
-1.27%Feb 9, 20232Feb 10, 20231Feb 13, 20233

Volatility

Volatility Chart

The current Return Stacked Bonds & Managed Futures ETF volatility is 4.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.22%
4.07%
RSBT (Return Stacked Bonds & Managed Futures ETF)
Benchmark (^GSPC)