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EDOW vs. RSSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDOW vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow 30 Equal Weight ETF (EDOW) and Return Stacked US Stocks & Futures Yield ETF (RSSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDOW achieves a 5.68% return, which is significantly lower than RSSY's 32.45% return.


EDOW

1D
-1.18%
1M
3.18%
YTD
5.68%
6M
5.68%
1Y
18.49%
3Y*
15.49%
5Y*
8.89%
10Y*

RSSY

1D
-0.16%
1M
1.78%
YTD
32.45%
6M
27.13%
1Y
47.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDOW vs. RSSY - Yearly Performance Comparison


2026 (YTD)20252024
EDOW
First Trust Dow 30 Equal Weight ETF
5.68%15.46%10.85%
RSSY
Return Stacked US Stocks & Futures Yield ETF
32.45%-3.52%1.10%

Correlation

The correlation between EDOW and RSSY is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since May 30, 2024

0.48

The correlation between EDOW and RSSY shifts across timeframes, from 0.35 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EDOW vs. RSSY — Risk / Return Rank

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

EDOW
EDOW Risk / Return Rank: 4848
Overall Rank
EDOW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EDOW Sortino Ratio Rank: 5252
Sortino Ratio Rank
EDOW Omega Ratio Rank: 4848
Omega Ratio Rank
EDOW Calmar Ratio Rank: 4343
Calmar Ratio Rank
EDOW Martin Ratio Rank: 4747
Martin Ratio Rank

RSSY
RSSY Risk / Return Rank: 9393
Overall Rank
RSSY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RSSY Sortino Ratio Rank: 9393
Sortino Ratio Rank
RSSY Omega Ratio Rank: 9393
Omega Ratio Rank
RSSY Calmar Ratio Rank: 9292
Calmar Ratio Rank
RSSY Martin Ratio Rank: 9191
Martin Ratio Rank
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.

EDOW vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow 30 Equal Weight ETF (EDOW) 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.


EDOWRSSYDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.30

1.65

-0.35

Calmar ratioReturn relative to maximum drawdown

2.13

6.53

-4.40

Martin ratioReturn relative to average drawdown

7.89

22.39

-14.51

EDOW vs. RSSY - Sharpe Ratio Comparison

The current EDOW Sharpe Ratio is 1.74, which is lower than the RSSY Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of EDOW 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.


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Sharpe Ratios by Period


EDOWRSSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

3.63

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.75

-0.11

Drawdowns

EDOW vs. RSSY - Drawdown Comparison

The maximum EDOW drawdown since its inception was -33.72%, which is greater than RSSY's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for EDOW and RSSY.


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Drawdown Indicators


EDOWRSSYDifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-29.57%

-4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-7.36%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-15.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

Current Drawdown

Current decline from peak

-1.18%

-0.16%

-1.02%

Average Drawdown

Average peak-to-trough decline

-4.08%

-7.37%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.14%

+0.21%

Volatility

EDOW vs. RSSY - Volatility Comparison

First Trust Dow 30 Equal Weight ETF (EDOW) has a higher volatility of 2.74% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.30%. This indicates that EDOW'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


EDOWRSSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

2.30%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

9.92%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

10.68%

13.28%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

18.35%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.74%

18.35%

-0.61%

EDOW vs. RSSY - Expense Ratio Comparison

EDOW has a 0.50% expense ratio, which is lower than RSSY's 1.04% expense ratio.


Dividends

EDOW vs. RSSY - Dividend Comparison

EDOW's dividend yield for the trailing twelve months is around 1.24%, less than RSSY's 1.54% yield.


PositionTTM202520242023202220212020201920182017
EDOW
First Trust Dow 30 Equal Weight ETF
1.24%1.31%1.65%1.93%1.91%1.52%1.84%1.88%1.82%0.75%
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%

Frequently Asked Questions


EDOW and RSSY have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDOW has higher volatility (2.74%) compared to RSSY (2.30%). In terms of maximum drawdown, EDOW dropped -33.72% vs RSSY's -29.57%.

On 1-year performance, RSSY leads with 47.81% vs 18.49% for EDOW. On fees, EDOW is cheaper at 0.50% 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 18.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EDOW is cheaper with a 0.50% expense ratio, compared with 1.04% for RSSY.

RSSY has the higher dividend yield at 1.54%, compared with 1.24% for EDOW.

They also come from different issuers: First Trust and Return Stacked. Their fees differ too: 0.50% for EDOW and 1.04% for RSSY.

RSSY currently has the higher Sharpe Ratio (3.63 vs 1.74), 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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