DFIV vs. RSST

Last updated Jun 9, 2026

DFIV (Dimensional International Value ETF) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - DFIV is a Foreign Large Cap Equities 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, DFIV returned 32.57% vs 47.84% for RSST. A 0.59 correlation means they provide meaningful diversification when combined. DFIV charges 0.27%/yr vs 1.04%/yr for RSST.

Performance

DFIV vs. RSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Value ETF (DFIV) 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, DFIV achieves a 10.17% return, which is significantly lower than RSST's 15.10% return.

DFIV

• 1D: 0.38%
• 1M: -0.58%
• YTD: 10.17%
• 6M: 14.07%
• 1Y: 32.57%
• 3Y*: 23.03%
• 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)

DFIV vs. RSST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFIV Dimensional International Value ETF	10.17%	45.36%	7.26%	5.65%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	15.10%	19.91%	18.37%	1.56%

Correlation

The correlation between DFIV and RSST is 0.72, 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	0.72
Correlation (All Time) Calculated using the full available price history since Sep 7, 2023	0.59

The correlation between DFIV and RSST shifts across timeframes, from 0.59 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.

DFIV vs. RSST - Sectors Allocation Comparison

Sectors	DFIV	RSST
Financial Services	32.4%	14.6%
Energy	16.4%	5.4%
Basic Materials	10.9%	3.4%
Industrials	9.6%	8.8%
Consumer Cyclical	9.6%	9.2%
Healthcare	4.9%	8.2%
Consumer Defensive	4.9%	6.0%
Communication Services	4.2%	9.6%
Technology	2.8%	30.7%
Utilities	2.5%	2.7%
Real Estate	1.8%	1.6%

Return for Risk

DFIV vs. RSST — Risk / Return Rank

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

DFIV

DFIV Risk / Return Rank: 78
DFIV Sharpe Ratio Rank: 81
DFIV Sortino Ratio Rank: 80
DFIV Omega Ratio Rank: 79
DFIV Calmar Ratio Rank: 74
DFIV Martin Ratio Rank: 76

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.

DFIV vs. RSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) 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.

	DFIV	RSST	Difference
Sharpe ratio: Return per unit of total volatility	2.36	2.08	+0.28
Sortino ratio: Return per unit of downside risk	3.20	2.48	+0.72
Omega ratio: Gain probability vs. loss probability	1.42	1.36	+0.06
Calmar ratio: Return relative to maximum drawdown	3.39	4.11	-0.72
Martin ratio: Return relative to average drawdown	13.05	14.27	-1.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFIV vs. RSST - Sharpe Ratio Comparison

The current DFIV Sharpe Ratio is 2.36, which is comparable to the RSST Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DFIV 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

	DFIV	RSST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	2.08	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.83	+0.08

Drawdowns

DFIV vs. RSST - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum RSST drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for DFIV and RSST.

Drawdown Indicators

	DFIV	RSST	Difference
Max Drawdown Largest peak-to-trough decline	-25.42%	-30.80%	+5.38%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-11.71%	+2.05%
Max Drawdown (3Y) Largest decline over 3 years	-14.72%	—	—
Current Drawdown Current decline from peak	-2.23%	-6.13%	+3.90%
Average Drawdown Average peak-to-trough decline	-4.47%	-6.02%	+1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	3.36%	-0.86%

Volatility

DFIV vs. RSST - Volatility Comparison

The current volatility for Dimensional International Value ETF (DFIV) is 3.83%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 8.19%. This indicates that DFIV experiences smaller price fluctuations and is considered to be less risky than RSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFIV	RSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	8.19%	-4.36%
Volatility (6M) Calculated over the trailing 6-month period	11.26%	16.86%	-5.60%
Volatility (1Y) Calculated over the trailing 1-year period	13.91%	23.18%	-9.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.65%	24.45%	-7.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.65%	24.45%	-7.80%

DFIV vs. RSST - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is lower than RSST's 1.04% expense ratio.

Dividends

DFIV vs. RSST - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 2.59%, more than RSST's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021
DFIV Dimensional International Value ETF	2.59%	2.92%	3.88%	3.93%	3.84%	2.30%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.98%	1.12%	0.09%	0.93%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFIV and RSST in my portfolio?

DFIV and RSST have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFIV or RSST?

RSST has higher volatility (8.19%) compared to DFIV (3.83%). In terms of maximum drawdown, DFIV dropped -25.42% vs RSST's -30.80%.

Which ETF is better, DFIV or RSST?

On 1-year performance, RSST leads with 47.84% vs 32.57% for DFIV. On fees, DFIV is cheaper at 0.27% per year. On volatility, DFIV has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFIV or RSST?

Over the 1-year period, RSST has performed better with a 47.84% return vs 32.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFIV or RSST?

DFIV is cheaper with a 0.27% expense ratio, compared with 1.04% for RSST.

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

DFIV has the higher dividend yield at 2.59%, compared with 0.98% for RSST.

What is the main difference between DFIV and RSST?

DFIV is categorized as Foreign Large Cap Equities, while RSST is Large Cap Blend Equities. They also come from different issuers: Dimensional and Return Stacked. Their fees differ too: 0.27% for DFIV and 1.04% for RSST.

Which has better risk-adjusted returns?

DFIV currently has the higher Sharpe Ratio (2.36 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.