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EDOW vs. RSSY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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EDOW vs. RSSY - Yearly Performance Comparison


2026 (YTD)20252024
EDOW
First Trust Dow 30 Equal Weight ETF
-1.45%15.46%10.85%
RSSY
Return Stacked US Stocks & Futures Yield ETF
15.85%-3.52%1.10%

Returns By Period

In the year-to-date period, EDOW achieves a -1.45% return, which is significantly lower than RSSY's 15.85% return.


EDOW

1D
1.76%
1M
-5.43%
YTD
-1.45%
6M
2.32%
1Y
13.51%
3Y*
13.00%
5Y*
8.29%
10Y*

RSSY

1D
0.96%
1M
6.68%
YTD
15.85%
6M
12.82%
1Y
27.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDOW vs. RSSY - Expense Ratio Comparison

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


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: 5353
Overall Rank
EDOW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EDOW Sortino Ratio Rank: 5151
Sortino Ratio Rank
EDOW Omega Ratio Rank: 5252
Omega Ratio Rank
EDOW Calmar Ratio Rank: 5353
Calmar Ratio Rank
EDOW Martin Ratio Rank: 5858
Martin Ratio Rank

RSSY
RSSY Risk / Return Rank: 7171
Overall Rank
RSSY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RSSY Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSSY Omega Ratio Rank: 7474
Omega Ratio Rank
RSSY Calmar Ratio Rank: 6868
Calmar Ratio Rank
RSSY Martin Ratio Rank: 6767
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 ratio

Return per unit of total volatility

0.86

1.28

-0.42

Sortino ratio

Return per unit of downside risk

1.34

1.79

-0.46

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.29

1.72

-0.42

Martin ratio

Return relative to average drawdown

5.49

6.72

-1.23

EDOW vs. RSSY - Sharpe Ratio Comparison

The current EDOW Sharpe Ratio is 0.86, which is lower than the RSSY Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EDOW and RSSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EDOWRSSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.28

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.37

+0.23

Correlation

The correlation between EDOW and RSSY is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EDOW vs. RSSY - Dividend Comparison

EDOW's dividend yield for the trailing twelve months is around 1.33%, less than RSSY's 1.76% yield.


TTM202520242023202220212020201920182017
EDOW
First Trust Dow 30 Equal Weight ETF
1.33%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
1.76%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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

-11.30%

-16.91%

+5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

Current Drawdown

Current decline from peak

-6.80%

-2.53%

-4.27%

Average Drawdown

Average peak-to-trough decline

-4.11%

-8.03%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

4.32%

-1.65%

Volatility

EDOW vs. RSSY - Volatility Comparison

First Trust Dow 30 Equal Weight ETF (EDOW) and Return Stacked US Stocks & Futures Yield ETF (RSSY) have volatilities of 4.20% and 4.21%, 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.


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Volatility by Period


EDOWRSSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.21%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

10.95%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

21.58%

-5.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

18.93%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

18.93%

-1.08%