- ISIN
- US88636J1051
- Issuer
- Return Stacked
- Inception Date
- Feb 7, 2023
- Category
- Nontraditional Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $97M
Share Price Chart
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Performance
RSBT Performance Chart
Return Stacked Bonds & Managed Futures ETF (RSBT) is up 6.8% since the beginning of the year. RSBT is currently trading at $19 per share.
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Returns By Period
Return Stacked Bonds & Managed Futures ETF (RSBT) has returned 6.76% so far this year and 24.65% over the past 12 months.
Return Stacked Bonds & Managed Futures ETF
- 1D
- -0.26%
- 1M
- -1.49%
- YTD
- 6.76%
- 6M
- 5.94%
- 1Y
- 24.65%
- 3Y*
- 3.38%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.15%
- 1Y
- 24.03%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
RSBT Monthly Returns History
Based on dividend-adjusted daily data since Feb 8, 2023, RSBT's average daily return is 0.00%, while the average monthly return is +0.07%. At this rate, an investment would double in approximately 82.5 years.
Historically, 51% of months were positive and 49% were negative. The best month was Sep 2025 with a return of +6.5%, while the worst month was Oct 2024 at -8.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RSBT closed higher 51% of trading days. The best single day was Feb 13, 2023 with a return of +4.6%, while the worst single day was Mar 13, 2023 at -5.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.85% | 6.13% | -4.56% | 1.64% | 1.36% | -1.49% | 6.76% | ||||||
| 2025 | 2.09% | 0.58% | -1.45% | -4.84% | -1.85% | 2.39% | -2.73% | 3.79% | 6.50% | 4.77% | -2.27% | 3.54% | 10.31% |
| 2024 | -1.28% | 1.76% | 4.70% | -0.25% | 0.06% | 1.10% | -1.53% | -0.78% | 1.65% | -8.77% | 1.33% | -0.36% | -2.90% |
| 2023 | -1.26% | -7.67% | 0.85% | -2.15% | 2.67% | -0.79% | -4.27% | 2.34% | -2.35% | -1.88% | 2.48% | -11.85% |
Benchmark Metrics
Return Stacked Bonds & Managed Futures ETF has an annualized alpha of -5.53%, beta of 0.37, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since February 08, 2023.
- This ETF participated in 52.48% of S&P 500 Index downside but only 16.49% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.37 may look defensive, but with R2 of 0.16 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.16 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -5.53%
- Beta
- 0.37
- R²
- 0.16
- Upside Capture
- 16.49%
- Downside Capture
- 52.48%
Expense Ratio
RSBT has a high expense ratio of 0.97%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RSBT ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) and compare them to S&P 500 Index.
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.
| RSBT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 2.78 | +1.13 |
| Martin ratioReturn relative to average drawdown | 9.89 | 12.44 | -2.55 |
Dividends
Dividend History
Return Stacked Bonds & Managed Futures ETF provided a 3.00% dividend yield over the last twelve months, with an annual payout of $0.57 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.57 | $0.57 | $0.00 | $0.41 |
Dividend yield | 3.00% | 3.20% | 0.00% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 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 | $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.
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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 23.60%, occurring on May 14, 2025. Recovery took 197 trading sessions.
The current Return Stacked Bonds & Managed Futures ETF drawdown is 3.53%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -23.60%May 2025 | 2y 3mo | 9mo 18d | 3y 13dFeb 2023 - Feb 2026 |
2026 pullback2026 | -6.03%Mar 2026 | 21d | 2mo 11d | 3mo 2dMar 2026 - Jun 2026 |
2026 pullback2026 | -5.35%Jun 2026 | 7d | — | 21d 5mJun 2026 - now |
2023 pullback2023 | -1.27%Feb 2023 | 1d | 3d | 4dFeb 2023 - Feb 2023 |
Drawdown Indicators
| RSBT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.60% | -56.78% | +33.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -9.10% | +2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.98% | -18.90% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.53% | -1.80% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -12.50% | -10.71% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.03% | +0.47% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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