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Return Stacked U.S. Stocks & Managed Futures ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Sep 5, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

RSST has a high expense ratio of 1.04%, indicating above-average management fees.


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.


Performance

Performance Chart


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Returns By Period

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) returned -8.28% year-to-date (YTD) and -10.26% over the past 12 months.


RSST

YTD

-8.28%

1M

11.04%

6M

-6.72%

1Y

-10.26%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.37%

10Y*

10.87%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.52%-4.16%-7.73%-6.20%5.79%-8.28%
2024-1.04%9.65%6.57%-1.41%4.12%2.17%-2.98%0.59%2.42%-7.75%6.46%-0.57%18.37%
2023-2.05%-2.92%2.79%3.90%1.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RSST is 7, meaning it’s performing worse than 93% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RSST is 77
Overall Rank
The Sharpe Ratio Rank of RSST is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of RSST is 88
Sortino Ratio Rank
The Omega Ratio Rank of RSST is 88
Omega Ratio Rank
The Calmar Ratio Rank of RSST is 66
Calmar Ratio Rank
The Martin Ratio Rank of RSST is 77
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 U.S. Stocks & Managed Futures ETF (RSST) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Return Stacked U.S. Stocks & Managed Futures ETF Sharpe ratios as of May 19, 2025 (values are recalculated daily):

  • 1-Year: -0.33
  • All Time: 0.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Return Stacked U.S. Stocks & Managed Futures ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Return Stacked U.S. Stocks & Managed Futures ETF provided a 0.10% dividend yield over the last twelve months, with an annual payout of $0.02 per share.


0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.2020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.02$0.02$0.19

Dividend yield

0.10%0.10%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
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. The portfolio has not yet recovered.

The current Return Stacked U.S. Stocks & Managed Futures ETF drawdown is 16.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.8%Jul 11, 2024187Apr 8, 2025
-8.34%Sep 15, 202331Oct 27, 202335Dec 18, 202366
-6.67%Apr 12, 202415May 2, 20249May 15, 202424
-6.53%Dec 28, 20236Jan 5, 202415Jan 29, 202421
-5.47%May 21, 202410Jun 4, 202418Jul 1, 202428

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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