BLCN vs. RSBY
BLCN (Siren ETF Trust Siren Nasdaq NexGen Economy ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - BLCN is a Large Cap Blend Equities fund tracking the Siren NASDAQ Blockchain Economy Index, while RSBY is a Multistrategy fund actively managed by Return Stacked. BLCN is passively managed, while RSBY is actively managed. Over the past year, BLCN returned 2.62% vs 17.35% for RSBY. At a correlation of -0.15, they often move in opposite directions. BLCN charges 0.68%/yr vs 0.98%/yr for RSBY.
Performance
BLCN vs. RSBY - Performance Comparison
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Returns By Period
In the year-to-date period, BLCN achieves a 2.09% return, which is significantly lower than RSBY's 18.52% return.
BLCN
- 1D
- -0.00%
- 1M
- -5.93%
- 6M
- -1.77%
- YTD
- 2.09%
- 1Y
- 2.62%
- 3Y*
- 3.82%
- 5Y*
- -11.34%
- 10Y*
- —
RSBY
- 1D
- -0.60%
- 1M
- -0.71%
- 6M
- 17.92%
- YTD
- 18.52%
- 1Y
- 17.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BLCN vs. RSBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BLCN Siren ETF Trust Siren Nasdaq NexGen Economy ETF | 2.09% | -3.69% | 0.23% |
RSBY Return Stacked Bonds & Futures Yield ETF | 18.52% | -12.98% | -7.79% |
Correlation
The correlation between BLCN and RSBY is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024 | -0.15 |
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Return for Risk
BLCN vs. RSBY — Risk / Return Rank
BLCN
RSBY
BLCN vs. RSBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) and Return Stacked Bonds & Futures Yield ETF (RSBY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| BLCN | RSBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.26 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 2.15 | -2.05 |
| Martin ratioReturn relative to average drawdown | 0.21 | 5.04 | -4.83 |
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Drawdowns
BLCN vs. RSBY - Drawdown Comparison
The maximum BLCN drawdown since its inception was -67.51%, which is greater than RSBY's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for BLCN and RSBY.
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Drawdown Indicators
| BLCN | RSBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.51% | -23.32% | -44.19% |
Max Drawdown (1Y)Largest decline over 1 year | -29.53% | -7.95% | -21.58% |
Max Drawdown (3Y)Largest decline over 3 years | -45.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -67.51% | — | — |
Current DrawdownCurrent decline from peak | -50.45% | -6.45% | -44.00% |
Average DrawdownAverage peak-to-trough decline | -30.49% | -13.35% | -17.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.29% | 3.39% | +10.90% |
Volatility
BLCN vs. RSBY - Volatility Comparison
Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) has a higher volatility of 12.37% compared to Return Stacked Bonds & Futures Yield ETF (RSBY) at 3.15%. This indicates that BLCN's price experiences larger fluctuations and is considered to be riskier than RSBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLCN | RSBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.37% | 3.15% | +9.22% |
Volatility (6M)Calculated over the trailing 6-month period | 28.37% | 8.37% | +20.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.46% | 11.41% | +26.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.38% | 13.37% | +22.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.37% | 13.37% | +18.00% |
BLCN vs. RSBY - Expense Ratio Comparison
BLCN has a 0.68% expense ratio, which is lower than RSBY's 0.98% expense ratio.
Dividends
BLCN vs. RSBY - Dividend Comparison
BLCN's dividend yield for the trailing twelve months is around 2.83%, more than RSBY's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BLCN Siren ETF Trust Siren Nasdaq NexGen Economy ETF | 2.83% | 3.01% | 0.67% | 0.54% | 1.28% | 0.56% | 0.58% | 1.45% | 1.16% |
RSBY Return Stacked Bonds & Futures Yield ETF | 1.75% | 2.07% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BLCN and RSBY have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BLCN has higher volatility (12.37%) compared to RSBY (3.15%). In terms of maximum drawdown, BLCN dropped -67.51% vs RSBY's -23.32%.
On 1-year performance, RSBY leads with 17.35% vs 2.62% for BLCN. On fees, BLCN is cheaper at 0.68% per year. On volatility, RSBY has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSBY has performed better with a 17.35% return vs 2.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BLCN is cheaper with a 0.68% expense ratio, compared with 0.98% for RSBY.
BLCN has the higher dividend yield at 2.83%, compared with 1.75% for RSBY.
BLCN is categorized as Large Cap Blend Equities, while RSBY is Multistrategy. They also come from different issuers: SRN Advisors and Return Stacked. Their fees differ too: 0.68% for BLCN and 0.98% for RSBY.
RSBY currently has the higher Sharpe Ratio (1.50 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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