- 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
- $482M
Highlights
- Avg. Volume (1M)
- 113K
- Avg. Volume Value (1M)
- $3.70M
Share Price Chart
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Performance
RSST Performance Chart
Return Stacked U.S. Stocks & Managed Futures ETF (RSST) is up 15.0% 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 14.96% so far this year and 47.14% over the past 12 months.
Return Stacked U.S. Stocks & Managed Futures ETF
- 1D
- 1.26%
- 1M
- 1.13%
- 6M
- 10.06%
- YTD
- 14.96%
- 1Y
- 47.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.03%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
RSST Monthly Returns History
Based on dividend-adjusted daily data since Sep 6, 2023, RSST's average daily return is +0.08%, while the average monthly return is +1.58%. At this rate, an investment would double in approximately 3.7 years.
Historically, 63% of months were positive and 37% 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 55% 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% | -3.56% | -0.31% | 14.96% | |||||
| 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 -5.12%, 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 126.30% 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 -5.12% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -5.12%
- Beta
- 1.37
- R²
- 0.73
- Upside Capture
- 114.19%
- Downside Capture
- 126.30%
Expense Ratio
RSST has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RSST ranks 77 for risk / return — above 77% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return 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 | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 2.00 | +1.53 |
| Martin ratioReturn relative to average drawdown | 10.47 | 8.49 | +1.98 |
Dividends
Dividend History
Return Stacked U.S. Stocks & Managed Futures ETF provided a 0.98% 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 | 0.98% | 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 | $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 6.24%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-30.80%Apr 2025 | 9mo 1d | 5mo 17d | 1y 2moJul 2024 - Sep 2025 | 2025 selloff2025 |
-11.71%Mar 2026 | 1mo 29d | 18d | 2mo 17dJan 2026 - Apr 2026 | — |
-9.61%Jun 2026 | 7d | — | 2moJun 2026 - now | — |
-8.90%Nov 2025 | 7d | 21d | 28dNov 2025 - Dec 2025 | — |
-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 | -6.24% | -1.58% | -4.66% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -10.70% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.14% | +1.81% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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