DIA vs. RSSY

Last updated Aug 4, 2026

DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. DIA is passively managed, while RSSY is actively managed. Over the past year, DIA returned 23.76% vs 36.79% for RSSY. Their 0.49 correlation means their historical movements had little consistent relationship. DIA charges 0.16%/yr vs 1.04%/yr for RSSY.

Performance

DIA vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Return Stacked US Stocks & Futures Yield ETF (RSSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIA achieves a 11.40% return, which is significantly lower than RSSY's 30.52% return.

DIA

• 1D: 1.32%
• 1M: 0.66%
• 6M: 8.32%
• YTD: 11.40%
• 1Y: 23.76%
• 3Y*: 16.74%
• 5Y*: 10.75%
• 10Y*: 13.26%
• ALL TIME*: 9.21%

RSSY

• 1D: 0.56%
• 1M: -0.81%
• 6M: 26.44%
• YTD: 30.52%
• 1Y: 36.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.87%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DIA State Street SPDR Dow Jones Industrial Average ETF Trust	$2.15B	$1.97B	$2.40B
RSSY Return Stacked US Stocks & Futures Yield ETF	$504.98K	$631.31K	$722.65K

DIA vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DIA State Street SPDR Dow Jones Industrial Average ETF Trust	11.40%	14.71%	10.63%
RSSY Return Stacked US Stocks & Futures Yield ETF	30.52%	-3.52%	1.40%

Correlation

The correlation between DIA and RSSY is 0.40, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.40
Correlation (All Time) Calculated using the full available price history since May 29, 2024	0.49

Return for Risk

DIA vs. RSSY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DIA

DIA Risk / Return Rank: 78
DIA Sharpe Ratio Rank: 81
DIA Sortino Ratio Rank: 83
DIA Omega Ratio Rank: 80
DIA Calmar Ratio Rank: 69
DIA Martin Ratio Rank: 75

RSSY

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DIA vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Return Stacked US Stocks & Futures Yield ETF (RSSY). 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.

	DIA	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	1.91	2.71	-0.80
Sortino ratio: Return per unit of downside risk	2.75	3.69	-0.95
Omega ratio: Gain probability vs. loss probability	1.34	1.48	-0.14
Calmar ratio: Return relative to maximum drawdown	2.45	5.02	-2.58
Martin ratio: Return relative to average drawdown	9.47	16.37	-6.90

DIA vs. RSSY - Sharpe Ratio Comparison

The current DIA Sharpe Ratio is 1.91, which is comparable to the RSSY Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of DIA and RSSY, 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

DIA vs. RSSY - Drawdown Comparison

The maximum DIA drawdown since its inception was -51.87%, which is greater than RSSY's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for DIA and RSSY.

Drawdown Indicators

	DIA	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-51.87%	-29.57%	-22.30%
Max Drawdown (1Y) Largest decline over 1 year	-9.76%	-7.36%	-2.40%
Max Drawdown (3Y) Largest decline over 3 years	-15.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.76%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.70%	—	—
Current Drawdown Current decline from peak	0.00%	-2.53%	+2.53%
Average Drawdown Average peak-to-trough decline	-7.11%	-6.93%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	2.25%	+0.27%

Volatility

DIA vs. RSSY - Volatility Comparison

State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) has a higher volatility of 3.83% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.96%. This indicates that DIA's price experiences larger fluctuations and is considered to be riskier than RSSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIA	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	2.96%	+0.87%
Volatility (6M) Calculated over the trailing 6-month period	9.90%	9.21%	+0.69%
Volatility (1Y) Calculated over the trailing 1-year period	12.51%	13.67%	-1.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.84%	18.02%	-3.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.54%	18.02%	-0.48%

DIA vs. RSSY - Expense Ratio Comparison

DIA has a 0.16% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

DIA vs. RSSY - Dividend Comparison

DIA's dividend yield for the trailing twelve months is around 1.35%, less than RSSY's 1.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIA State Street SPDR Dow Jones Industrial Average ETF Trust	1.35%	1.43%	1.61%	1.81%	1.91%	1.58%	1.87%	1.85%	2.24%	1.97%	2.26%	2.33%
RSSY Return Stacked US Stocks & Futures Yield ETF	1.56%	2.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DIA and RSSY in my portfolio?

DIA and RSSY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIA or RSSY?

DIA has higher volatility (3.83%) compared to RSSY (2.96%). In terms of maximum drawdown, DIA dropped -51.87% vs RSSY's -29.57%.

Which ETF is better, DIA or RSSY?

On 1-year performance, RSSY leads with 36.79% vs 23.76% for DIA. On fees, DIA is cheaper at 0.16% per year. On volatility, RSSY has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIA or RSSY?

Over the 1-year period, RSSY has performed better with a 36.79% return vs 23.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIA or RSSY?

DIA is cheaper with a 0.16% expense ratio, compared with 1.04% for RSSY.

Which ETF pays a higher dividend yield, DIA or RSSY?

RSSY has the higher dividend yield at 1.56%, compared with 1.35% for DIA.

What is the main difference between DIA and RSSY?

They also come from different issuers: State Street and Return Stacked. Their fees differ too: 0.16% for DIA and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (2.71 vs 1.91), 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.