DFEV vs. RSST

Last updated Jun 9, 2026

DFEV (Dimensional Emerging Markets Value ETF) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - DFEV is a Emerging Markets Diversified fund actively managed by Dimensional, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. Both are actively managed. Over the past year, DFEV returned 46.17% vs 47.84% for RSST. A 0.59 correlation means they provide meaningful diversification when combined. DFEV charges 0.43%/yr vs 1.04%/yr for RSST.

Performance

DFEV vs. RSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Emerging Markets Value ETF (DFEV) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFEV achieves a 22.81% return, which is significantly higher than RSST's 15.10% return.

DFEV

• 1D: 1.62%
• 1M: -2.01%
• YTD: 22.81%
• 6M: 25.32%
• 1Y: 46.17%
• 3Y*: 22.74%
• 5Y*: —
• 10Y*: —

RSST

• 1D: 1.18%
• 1M: -1.24%
• YTD: 15.10%
• 6M: 18.35%
• 1Y: 47.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFEV vs. RSST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFEV Dimensional Emerging Markets Value ETF	22.81%	32.54%	7.26%	5.54%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	15.10%	19.91%	18.37%	1.56%

Correlation

The correlation between DFEV and RSST is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (All Time) Calculated using the full available price history since Sep 7, 2023	0.59

The correlation between DFEV and RSST shifts across timeframes, from 0.59 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

DFEV vs. RSST - Sectors Allocation Comparison

Sectors	DFEV	RSST
Technology	28.6%	30.7%
Financial Services	16.8%	14.6%
Consumer Cyclical	10.5%	9.2%
Industrials	9.8%	8.8%
Energy	7.6%	5.4%
Basic Materials	7.4%	3.4%
Communication Services	3.5%	9.6%
Consumer Defensive	3.4%	6.0%
Healthcare	3.3%	8.2%
Real Estate	1.6%	1.6%
Utilities	0.8%	2.7%

Return for Risk

DFEV vs. RSST — Risk / Return Rank

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

DFEV

DFEV Risk / Return Rank: 83
DFEV Sharpe Ratio Rank: 86
DFEV Sortino Ratio Rank: 80
DFEV Omega Ratio Rank: 86
DFEV Calmar Ratio Rank: 83
DFEV Martin Ratio Rank: 82

RSST

RSST Risk / Return Rank: 72
RSST Sharpe Ratio Rank: 71
RSST Sortino Ratio Rank: 58
RSST Omega Ratio Rank: 66
RSST Calmar Ratio Rank: 84
RSST Martin Ratio Rank: 80

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.

DFEV vs. RSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Value ETF (DFEV) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). 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.

	DFEV	RSST	Difference
Sharpe ratio: Return per unit of total volatility	2.52	2.08	+0.45
Sortino ratio: Return per unit of downside risk	3.20	2.48	+0.72
Omega ratio: Gain probability vs. loss probability	1.47	1.36	+0.12
Calmar ratio: Return relative to maximum drawdown	4.09	4.11	-0.02
Martin ratio: Return relative to average drawdown	15.04	14.27	+0.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFEV vs. RSST - Sharpe Ratio Comparison

The current DFEV Sharpe Ratio is 2.52, which is comparable to the RSST Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DFEV and RSST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFEV	RSST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.52	2.08	+0.45
Sharpe Ratio (All Time) Calculated using the full available price history	1.00	0.83	+0.17

Drawdowns

DFEV vs. RSST - Drawdown Comparison

The maximum DFEV drawdown since its inception was -18.49%, smaller than the maximum RSST drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for DFEV and RSST.

Drawdown Indicators

	DFEV	RSST	Difference
Max Drawdown Largest peak-to-trough decline	-18.49%	-30.80%	+12.31%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-11.71%	+0.36%
Max Drawdown (3Y) Largest decline over 3 years	-17.94%	—	—
Current Drawdown Current decline from peak	-6.42%	-6.13%	-0.29%
Average Drawdown Average peak-to-trough decline	-4.65%	-6.02%	+1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	3.36%	-0.28%

Volatility

DFEV vs. RSST - Volatility Comparison

Dimensional Emerging Markets Value ETF (DFEV) has a higher volatility of 9.67% compared to Return Stacked U.S. Stocks & Managed Futures ETF (RSST) at 8.19%. This indicates that DFEV's price experiences larger fluctuations and is considered to be riskier than RSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFEV	RSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.67%	8.19%	+1.48%
Volatility (6M) Calculated over the trailing 6-month period	16.20%	16.86%	-0.66%
Volatility (1Y) Calculated over the trailing 1-year period	18.42%	23.18%	-4.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.68%	24.45%	-7.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	24.45%	-7.77%

DFEV vs. RSST - Expense Ratio Comparison

DFEV has a 0.43% expense ratio, which is lower than RSST's 1.04% expense ratio.

Dividends

DFEV vs. RSST - Dividend Comparison

DFEV's dividend yield for the trailing twelve months is around 2.13%, more than RSST's 0.98% yield.

Position	TTM	2025	2024	2023	2022
DFEV Dimensional Emerging Markets Value ETF	2.13%	2.69%	3.17%	3.47%	3.35%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.98%	1.12%	0.09%	0.93%	0.00%

Frequently Asked Questions

Can I hold both DFEV and RSST in my portfolio?

DFEV and RSST have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFEV or RSST?

DFEV has higher volatility (9.67%) compared to RSST (8.19%). In terms of maximum drawdown, DFEV dropped -18.49% vs RSST's -30.80%.

Which ETF is better, DFEV or RSST?

On 1-year performance, RSST leads with 47.84% vs 46.17% for DFEV. On fees, DFEV is cheaper at 0.43% per year. On volatility, RSST has been the lower-risk option at 8.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFEV or RSST?

Over the 1-year period, RSST has performed better with a 47.84% return vs 46.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFEV or RSST?

DFEV is cheaper with a 0.43% expense ratio, compared with 1.04% for RSST.

Which ETF pays a higher dividend yield, DFEV or RSST?

DFEV has the higher dividend yield at 2.13%, compared with 0.98% for RSST.

What is the main difference between DFEV and RSST?

DFEV is categorized as Emerging Markets Diversified, while RSST is Large Cap Blend Equities. They also come from different issuers: Dimensional and Return Stacked. Their fees differ too: 0.43% for DFEV and 1.04% for RSST.

Which has better risk-adjusted returns?

DFEV currently has the higher Sharpe Ratio (2.52 vs 2.08), 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.