PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) Sharpe Ratio: 2.23

ETF · Currency in USD · Last updated Jun 23, 2026

The actively managed fund seeks long-term capital appreciation by pairing large-cap U.S. equity exposure with a managed-futures trend strategy, aiming to provide roughly $1 of U.S. stock exposure and $1 of managed-futures exposure for each $1 invested.

RSST's Sharpe Ratio of 2.23 indicates that for each unit of volatility, it generates 2.23 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

RSST Sharpe Ratio Rank

RSST Sharpe Ratio Rank: 71.772
Above Average

RSST ranks above 71.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

RSST Sharpe Ratio Market Positioning

The chart shows RSST's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.31
  • Green zone (top 25%): 2.31 or higher
  • Top 1%: 7.21+
  • Median: 1.68 — half of all investments score higher

How it compares to other similar ETFs

The table compares Return Stacked U.S. Stocks & Managed Futures ETF's Sharpe Ratio with other ETFs in the Large Cap Blend Equities, Systematic Trend, Actively Managed category across multiple time periods, showing how RSST's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CLSEConvergence Long/Short Equity ETF3.82
CNAVMohr Company Nav ETF3.05
IUSInvesco RAFI Strategic US ETF2.95
RSSYReturn Stacked US Stocks & Futures Yield ETF2.94
ISMFiShares Managed Futures Active ETF2.85
BLCRBlackrock Large Cap Core ETF2.77
RAFEPIMCO RAFI ESG U.S. ETF2.75
PSCXPacer Swan SOS Conservative (December) ETF2.74
CEFSSaba Closed-End Funds ETF2.70
EBILongview Advantage ETF2.66
RSSTReturn Stacked U.S. Stocks & Managed Futures ETF2.23

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows RSST's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RSST consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does RSST fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio