DFLV vs. RSBY

Last updated Jul 14, 2026

DFLV (Dimensional US Large Cap Value ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - DFLV is a Large Cap Value Equities fund actively managed by Dimensional, while RSBY is a Multistrategy fund actively managed by Return Stacked. Both are actively managed. Over the past year, DFLV returned 29.09% vs 17.35% for RSBY. At a correlation of -0.11, they often move in opposite directions. DFLV charges 0.22%/yr vs 0.98%/yr for RSBY.

Performance

DFLV vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Large Cap Value ETF (DFLV) and Return Stacked Bonds & Futures Yield ETF (RSBY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with DFLV having a 17.99% return and RSBY slightly higher at 18.52%.

DFLV

• 1D: 0.17%
• 1M: 0.82%
• 6M: 13.99%
• YTD: 17.99%
• 1Y: 29.09%
• 3Y*: 18.22%
• 5Y*: —
• 10Y*: —

RSBY

• 1D: -0.60%
• 1M: -0.71%
• 6M: 17.92%
• YTD: 18.52%
• 1Y: 17.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFLV vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DFLV Dimensional US Large Cap Value ETF	17.99%	15.90%	1.56%
RSBY Return Stacked Bonds & Futures Yield ETF	18.52%	-12.98%	-7.79%

Correlation

The correlation between DFLV and RSBY is -0.19, 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	-0.19
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024	-0.11

Return for Risk

DFLV vs. RSBY — Risk / Return Rank

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

DFLV

DFLV Risk / Return Rank: 92
DFLV Sharpe Ratio Rank: 92
DFLV Sortino Ratio Rank: 92
DFLV Omega Ratio Rank: 90
DFLV Calmar Ratio Rank: 94
DFLV Martin Ratio Rank: 93

RSBY

RSBY Risk / Return Rank: 51
RSBY Sharpe Ratio Rank: 55
RSBY Sortino Ratio Rank: 57
RSBY Omega Ratio Rank: 51
RSBY Calmar Ratio Rank: 54
RSBY Martin Ratio Rank: 40

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.

DFLV vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Value ETF (DFLV) 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.

	DFLV	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	2.56	1.50	+1.06
Sortino ratio: Return per unit of downside risk	3.57	2.18	+1.38
Omega ratio: Gain probability vs. loss probability	1.46	1.26	+0.20
Calmar ratio: Return relative to maximum drawdown	5.33	2.15	+3.18
Martin ratio: Return relative to average drawdown	18.63	5.04	+13.59

DFLV vs. RSBY - Sharpe Ratio Comparison

The current DFLV Sharpe Ratio is 2.56, which is higher than the RSBY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of DFLV 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

DFLV vs. RSBY - Drawdown Comparison

The maximum DFLV drawdown since its inception was -16.80%, smaller than the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for DFLV and RSBY.

Drawdown Indicators

	DFLV	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-16.80%	-23.32%	+6.52%
Max Drawdown (1Y) Largest decline over 1 year	-5.48%	-7.95%	+2.47%
Max Drawdown (3Y) Largest decline over 3 years	-16.80%	—	—
Current Drawdown Current decline from peak	0.00%	-6.45%	+6.45%
Average Drawdown Average peak-to-trough decline	-3.00%	-13.35%	+10.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.57%	3.39%	-1.82%

Volatility

DFLV vs. RSBY - Volatility Comparison

Dimensional US Large Cap Value ETF (DFLV) and Return Stacked Bonds & Futures Yield ETF (RSBY) have volatilities of 3.15% and 3.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFLV	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.15%	3.15%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	8.12%	8.37%	-0.25%
Volatility (1Y) Calculated over the trailing 1-year period	11.45%	11.41%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.14%	13.37%	+0.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.14%	13.37%	+0.77%

DFLV vs. RSBY - Expense Ratio Comparison

DFLV has a 0.22% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

DFLV vs. RSBY - Dividend Comparison

DFLV's dividend yield for the trailing twelve months is around 1.38%, less than RSBY's 1.75% yield.

Position	TTM	2025	2024	2023	2022
DFLV Dimensional US Large Cap Value ETF	1.38%	1.61%	1.65%	1.72%	0.11%
RSBY Return Stacked Bonds & Futures Yield ETF	1.75%	2.07%	2.29%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFLV and RSBY in my portfolio?

DFLV and RSBY have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFLV or RSBY?

RSBY has higher volatility (3.15%) compared to DFLV (3.15%). In terms of maximum drawdown, DFLV dropped -16.80% vs RSBY's -23.32%.

Which ETF is better, DFLV or RSBY?

On 1-year performance, DFLV leads with 29.09% vs 17.35% for RSBY. On fees, DFLV is cheaper at 0.22% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFLV or RSBY?

Over the 1-year period, DFLV has performed better with a 29.09% return vs 17.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFLV or RSBY?

DFLV is cheaper with a 0.22% expense ratio, compared with 0.98% for RSBY.

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

RSBY has the higher dividend yield at 1.75%, compared with 1.38% for DFLV.

What is the main difference between DFLV and RSBY?

DFLV is categorized as Large Cap Value Equities, while RSBY is Multistrategy. They also come from different issuers: Dimensional and Return Stacked. Their fees differ too: 0.22% for DFLV and 0.98% for RSBY.

Which has better risk-adjusted returns?

DFLV currently has the higher Sharpe Ratio (2.56 vs 1.50), 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.