- Issuer
- Return Stacked
- Inception Date
- Sep 5, 2023
- Region
- North America (U.S.)
- Leveraged
- 2x
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $467M
Share Price Chart
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Performance
RSST Performance Chart
Return Stacked U.S. Stocks & Managed Futures ETF (RSST) is up 16.2% since the beginning of the year. RSST is currently trading at $33 per share.
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Returns By Period
Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has returned 16.23% so far this year and 51.95% over the past 12 months.
Return Stacked U.S. Stocks & Managed Futures ETF
- 1D
- -0.11%
- 1M
- -2.08%
- YTD
- 16.23%
- 6M
- 15.13%
- 1Y
- 51.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
RSST Monthly Returns History
Based on dividend-adjusted daily data since Sep 6, 2023, RSST's average daily return is +0.09%, while the average monthly return is +1.66%. At this rate, an investment would double in approximately 3.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +12.6%, while the worst month was Mar 2026 at -7.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RSST closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.9%, while the worst single day was Apr 4, 2025 at -9.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.44% | 3.68% | -7.88% | 12.62% | 6.42% | -2.79% | 16.23% | ||||||
| 2025 | 4.52% | -4.16% | -7.73% | -6.20% | 5.31% | 6.87% | 0.09% | 3.89% | 9.12% | 5.52% | 0.11% | 2.53% | 19.91% |
| 2024 | -1.04% | 9.65% | 6.57% | -1.41% | 4.12% | 2.17% | -2.98% | 0.59% | 2.42% | -7.76% | 6.46% | -0.57% | 18.37% |
| 2023 | -2.04% | -2.92% | 2.79% | 3.91% | 1.58% |
Benchmark Metrics
Return Stacked U.S. Stocks & Managed Futures ETF has an annualized alpha of -4.97%, beta of 1.37, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since September 06, 2023.
- This ETF participated in 122.27% of S&P 500 Index downside but only 114.19% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -4.97% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -4.97%
- Beta
- 1.37
- R²
- 0.73
- Upside Capture
- 114.19%
- Downside Capture
- 122.27%
Expense Ratio
RSST has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RSST ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) 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.
| RSST | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.46 | 2.78 | +1.67 |
| Martin ratioReturn relative to average drawdown | 14.56 | 12.44 | +2.12 |
Dividends
Dividend History
Return Stacked U.S. Stocks & Managed Futures ETF provided a 0.97% dividend yield over the last twelve months, with an annual payout of $0.32 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.32 | $0.32 | $0.02 | $0.19 |
Dividend yield | 0.97% | 1.12% | 0.09% | 0.93% |
Monthly Dividends
The table displays the monthly dividend distributions for Return Stacked U.S. Stocks & 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 | $0.32 | $0.32 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2023 | $0.19 | $0.19 |
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 U.S. Stocks & 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 U.S. Stocks & Managed Futures ETF was 30.80%, occurring on Apr 8, 2025. Recovery took 114 trading sessions.
The current Return Stacked U.S. Stocks & Managed Futures ETF drawdown is 5.21%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -30.80%Apr 2025 | 9mo 1d | 5mo 17d | 1y 2moJul 2024 - Sep 2025 |
2026 correction2026 | -11.71%Mar 2026 | 1mo 29d | 18d | 2mo 17dJan 2026 - Apr 2026 |
2026 pullback2026 | -9.61%Jun 2026 | 7d | — | 20d 7hJun 2026 - now |
2025 pullback2025 | -8.90%Nov 2025 | 7d | 21d | 28dNov 2025 - Dec 2025 |
2023 pullback2023 | -8.34%Oct 2023 | 1mo 12d | 1mo 22d | 3mo 4dSep 2023 - Dec 2023 |
Drawdown Indicators
| RSST | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.80% | -56.78% | +25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -9.10% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
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 | -5.21% | -1.80% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -10.71% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.03% | +1.55% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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