- CUSIP
- 88636J345
- Issuer
- Return Stacked
- Inception Date
- May 28, 2024
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
RSSY Performance Chart
Return Stacked US Stocks & Futures Yield ETF (RSSY) is up 30.6% since the beginning of the year. RSSY is currently trading at $25 per share.
Loading charts...
Returns By Period
Return Stacked US Stocks & Futures Yield ETF (RSSY) has returned 30.57% so far this year and 39.37% over the past 12 months.
Return Stacked US Stocks & Futures Yield ETF
- 1D
- -0.91%
- 1M
- -0.16%
- YTD
- 30.57%
- 6M
- 29.69%
- 1Y
- 39.37%
- 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%
RSSY Monthly Returns History
Based on dividend-adjusted daily data since May 29, 2024, RSSY's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +12.2%, while the worst month was Mar 2025 at -10.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RSSY closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 3, 2025 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.38% | 4.04% | 6.68% | 12.17% | 1.54% | -1.05% | 30.57% | ||||||
| 2025 | 0.84% | -3.08% | -10.28% | -6.18% | 4.20% | 6.51% | 2.98% | 1.24% | 4.08% | 1.78% | 0.03% | -4.35% | -3.52% |
| 2024 | 0.25% | 5.15% | -3.05% | -0.10% | 0.49% | -5.45% | 6.85% | -2.17% | 1.40% |
Benchmark Metrics
Return Stacked US Stocks & Futures Yield ETF has an annualized alpha of -1.53%, beta of 0.84, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since May 29, 2024.
- This ETF participated in 114.08% of S&P 500 Index downside but only 85.59% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.53%
- Beta
- 0.84
- R²
- 0.57
- Upside Capture
- 85.59%
- Downside Capture
- 114.08%
Expense Ratio
RSSY has a high expense ratio of 1.04%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RSSY ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Return Stacked US Stocks & Futures Yield ETF (RSSY) 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.
| RSSY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.37 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.37 | 2.78 | +2.59 |
| Martin ratioReturn relative to average drawdown | 18.12 | 12.44 | +5.68 |
Dividends
Dividend History
Return Stacked US Stocks & Futures Yield ETF provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.39 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.39 | $0.39 |
Dividend yield | 1.56% | 2.04% |
Monthly Dividends
The table displays the monthly dividend distributions for Return Stacked US Stocks & Futures Yield 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 | $0.39 | $0.39 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Return Stacked US Stocks & Futures Yield 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 US Stocks & Futures Yield ETF was 29.57%, occurring on Apr 8, 2025. Recovery took 224 trading sessions.
The current Return Stacked US Stocks & Futures Yield ETF drawdown is 2.05%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -29.57%Apr 2025 | 9mo 10d | 10mo 28d | 1y 8moJul 2024 - Mar 2026 |
2026 pullback2026 | -3.46%Mar 2026 | 10d | 9d | 19dMar 2026 - Apr 2026 |
2026 pullback2026 | -3.03%Jun 2026 | 5d | — | 18d 22hJun 2026 - now |
2026 pullback2026 | -2.05%May 2026 | 8d | 13d | 21dMay 2026 - Jun 2026 |
2024 pullback2024 | -1.25%Jun 2024 | 4d | 4d | 8dMay 2024 - Jun 2024 |
Drawdown Indicators
| RSSY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -56.78% | +27.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -9.10% | +1.74% |
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 | -2.05% | -1.80% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -10.71% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.03% | +0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with RSSY
Add Return Stacked US Stocks & Futures Yield ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with RSSY