CCSO vs. RSBY

Last updated Jul 17, 2026

CCSO (Carbon Collective Climate Solutions U.S. Equity ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - CCSO is a Mid Cap Blend Equities fund actively managed by Carbon Collective, while RSBY is a Multistrategy fund actively managed by Return Stacked. Both are actively managed. Over the past year, CCSO returned 14.91% vs 18.35% for RSBY. At a correlation of -0.22, they often move in opposite directions. CCSO charges 0.35%/yr vs 0.98%/yr for RSBY.

Performance

CCSO vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) and Return Stacked Bonds & Futures Yield ETF (RSBY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCSO achieves a 8.91% return, which is significantly lower than RSBY's 19.01% return.

CCSO

• 1D: -1.04%
• 1M: -5.42%
• 6M: 2.70%
• YTD: 8.91%
• 1Y: 14.91%
• 3Y*: 9.46%
• 5Y*: —
• 10Y*: —

RSBY

• 1D: -0.19%
• 1M: -0.03%
• 6M: 18.44%
• YTD: 19.01%
• 1Y: 18.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCSO vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CCSO Carbon Collective Climate Solutions U.S. Equity ETF	8.91%	21.79%	8.82%
RSBY Return Stacked Bonds & Futures Yield ETF	19.01%	-12.98%	-7.79%

Correlation

The correlation between CCSO and RSBY is -0.23, 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	-0.23
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024	-0.22

Return for Risk

CCSO vs. RSBY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCSO

CCSO Risk / Return Rank: 25
CCSO Sharpe Ratio Rank: 23
CCSO Sortino Ratio Rank: 23
CCSO Omega Ratio Rank: 22
CCSO Calmar Ratio Rank: 31
CCSO Martin Ratio Rank: 28

RSBY

RSBY Risk / Return Rank: 56
RSBY Sharpe Ratio Rank: 61
RSBY Sortino Ratio Rank: 62
RSBY Omega Ratio Rank: 56
RSBY Calmar Ratio Rank: 58
RSBY Martin Ratio Rank: 42

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCSO vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) 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.

	CCSO	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	0.66	1.62	-0.96
Sortino ratio: Return per unit of downside risk	1.04	2.34	-1.29
Omega ratio: Gain probability vs. loss probability	1.13	1.28	-0.15
Calmar ratio: Return relative to maximum drawdown	1.29	2.32	-1.03
Martin ratio: Return relative to average drawdown	3.14	5.39	-2.25

CCSO vs. RSBY - Sharpe Ratio Comparison

The current CCSO Sharpe Ratio is 0.66, which is lower than the RSBY Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of CCSO and RSBY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CCSO vs. RSBY - Drawdown Comparison

The maximum CCSO drawdown since its inception was -23.69%, roughly equal to the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for CCSO and RSBY.

Drawdown Indicators

	CCSO	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-23.69%	-23.32%	-0.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.62%	-7.95%	-3.67%
Max Drawdown (3Y) Largest decline over 3 years	-23.69%	—	—
Current Drawdown Current decline from peak	-10.69%	-6.07%	-4.62%
Average Drawdown Average peak-to-trough decline	-7.21%	-13.29%	+6.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.75%	3.41%	+1.34%

Volatility

CCSO vs. RSBY - Volatility Comparison

Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) has a higher volatility of 5.51% compared to Return Stacked Bonds & Futures Yield ETF (RSBY) at 3.17%. This indicates that CCSO'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.

Volatility by Period

	CCSO	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.51%	3.17%	+2.34%
Volatility (6M) Calculated over the trailing 6-month period	17.72%	8.39%	+9.33%
Volatility (1Y) Calculated over the trailing 1-year period	22.69%	11.40%	+11.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.29%	13.34%	+9.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.29%	13.34%	+9.95%

CCSO vs. RSBY - Expense Ratio Comparison

CCSO has a 0.35% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

CCSO vs. RSBY - Dividend Comparison

CCSO's dividend yield for the trailing twelve months is around 0.58%, less than RSBY's 1.74% yield.

Position	TTM	2025	2024	2023	2022
CCSO Carbon Collective Climate Solutions U.S. Equity ETF	0.58%	0.63%	0.53%	0.80%	0.24%
RSBY Return Stacked Bonds & Futures Yield ETF	1.74%	2.07%	2.29%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CCSO and RSBY in my portfolio?

CCSO and RSBY have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCSO or RSBY?

CCSO has higher volatility (5.51%) compared to RSBY (3.17%). In terms of maximum drawdown, CCSO dropped -23.69% vs RSBY's -23.32%.

Which ETF is better, CCSO or RSBY?

On 1-year performance, RSBY leads with 18.35% vs 14.91% for CCSO. On fees, CCSO is cheaper at 0.35% per year. On volatility, RSBY has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CCSO or RSBY?

Over the 1-year period, RSBY has performed better with a 18.35% return vs 14.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CCSO or RSBY?

CCSO is cheaper with a 0.35% expense ratio, compared with 0.98% for RSBY.

Which ETF pays a higher dividend yield, CCSO or RSBY?

RSBY has the higher dividend yield at 1.74%, compared with 0.58% for CCSO.

What is the main difference between CCSO and RSBY?

CCSO is categorized as Mid Cap Blend Equities, while RSBY is Multistrategy. They also come from different issuers: Carbon Collective and Return Stacked. Their fees differ too: 0.35% for CCSO and 0.98% for RSBY.

Which has better risk-adjusted returns?

RSBY currently has the higher Sharpe Ratio (1.62 vs 0.66), 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.