DIA vs. RSSY
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 21.13% vs 47.81% for RSSY. At a 0.49 correlation, their price movements are largely independent. DIA charges 0.16%/yr vs 1.04%/yr for RSSY.
Performance
DIA vs. RSSY - Performance Comparison
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Returns By Period
In the year-to-date period, DIA achieves a 6.26% return, which is significantly lower than RSSY's 32.45% return.
DIA
- 1D
- -1.13%
- 1M
- 3.88%
- YTD
- 6.26%
- 6M
- 6.75%
- 1Y
- 21.13%
- 3Y*
- 16.45%
- 5Y*
- 9.76%
- 10Y*
- 13.21%
RSSY
- 1D
- -0.16%
- 1M
- 1.78%
- YTD
- 32.45%
- 6M
- 27.13%
- 1Y
- 47.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIA vs. RSSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 6.26% | 14.71% | 11.79% |
RSSY Return Stacked US Stocks & Futures Yield ETF | 32.45% | -3.52% | 1.10% |
Correlation
The correlation between DIA and RSSY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 30, 2024 | 0.49 |
The correlation between DIA and RSSY shifts across timeframes, from 0.37 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DIA vs. RSSY — Risk / Return Rank
DIA
RSSY
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.
| DIA | RSSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.65 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 6.53 | -4.35 |
| Martin ratioReturn relative to average drawdown | 8.42 | 22.39 | -13.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIA | RSSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 3.63 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.75 | -0.26 |
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.
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Drawdown Indicators
| DIA | RSSY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.13% | -0.16% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -7.37% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.14% | +0.38% |
Volatility
DIA vs. RSSY - Volatility Comparison
State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) has a higher volatility of 2.97% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.30%. 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.
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Volatility by Period
| DIA | RSSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 2.30% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 9.92% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 13.28% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.78% | 18.35% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 18.35% | -0.82% |
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 1.38%, less than RSSY's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.38% | 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 | 1.54% | 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
DIA and RSSY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIA has higher volatility (2.97%) compared to RSSY (2.30%). In terms of maximum drawdown, DIA dropped -51.87% vs RSSY's -29.57%.
On 1-year performance, RSSY leads with 47.81% vs 21.13% for DIA. On fees, DIA is cheaper at 0.16% per year. On volatility, RSSY has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSSY has performed better with a 47.81% return vs 21.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIA is cheaper with a 0.16% expense ratio, compared with 1.04% for RSSY.
RSSY has the higher dividend yield at 1.54%, compared with 1.38% for DIA.
They also come from different issuers: State Street and Return Stacked. Their fees differ too: 0.16% for DIA and 1.04% for RSSY.
RSSY currently has the higher Sharpe Ratio (3.63 vs 1.76), 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.
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