ENDW vs. RSSB

Last updated Jun 23, 2026

ENDW (Cambria Endowment Style ETF) and RSSB (Return Stacked Global Stocks & Bonds ETF) are both Global Allocation funds. Both are actively managed. Over the past year, ENDW returned 28.02% vs 27.96% for RSSB. Their correlation of 0.85 suggests significant overlap in exposure. ENDW charges 0.29%/yr vs 0.39%/yr for RSSB.

Performance

ENDW vs. RSSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Endowment Style ETF (ENDW) and Return Stacked Global Stocks & Bonds ETF (RSSB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with ENDW having a 9.96% return and RSSB slightly lower at 9.67%.

ENDW

• 1D: -0.02%
• 1M: 0.17%
• YTD: 9.96%
• 6M: 9.56%
• 1Y: 28.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RSSB

• 1D: -0.64%
• 1M: 1.65%
• YTD: 9.67%
• 6M: 9.47%
• 1Y: 27.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ENDW vs. RSSB - Yearly Performance Comparison

	2026 (YTD)	2025
ENDW Cambria Endowment Style ETF	9.96%	29.25%
RSSB Return Stacked Global Stocks & Bonds ETF	9.67%	29.05%

Correlation

The correlation between ENDW and RSSB is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Apr 10, 2025	0.85

The correlation between ENDW and RSSB has been stable across timeframes, ranging from 0.85 to 0.85 - a consistent structural relationship.

Return for Risk

ENDW vs. RSSB — Risk / Return Rank

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

ENDW

ENDW Risk / Return Rank: 85
ENDW Sharpe Ratio Rank: 86
ENDW Sortino Ratio Rank: 85
ENDW Omega Ratio Rank: 85
ENDW Calmar Ratio Rank: 84
ENDW Martin Ratio Rank: 86

RSSB

RSSB Risk / Return Rank: 52
RSSB Sharpe Ratio Rank: 53
RSSB Sortino Ratio Rank: 51
RSSB Omega Ratio Rank: 51
RSSB Calmar Ratio Rank: 50
RSSB Martin Ratio Rank: 57

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.

ENDW vs. RSSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Endowment Style ETF (ENDW) and Return Stacked Global Stocks & Bonds ETF (RSSB). 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.

	ENDW	RSSB	Difference
Sharpe ratio: Return per unit of total volatility	2.70	1.75	+0.95
Sortino ratio: Return per unit of downside risk	3.62	2.41	+1.21
Omega ratio: Gain probability vs. loss probability	1.49	1.31	+0.18
Calmar ratio: Return relative to maximum drawdown	4.37	2.42	+1.96
Martin ratio: Return relative to average drawdown	17.53	9.72	+7.81

ENDW vs. RSSB - Sharpe Ratio Comparison

The current ENDW Sharpe Ratio is 2.70, which is higher than the RSSB Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ENDW and RSSB, 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

ENDW vs. RSSB - Drawdown Comparison

The maximum ENDW drawdown since its inception was -6.44%, smaller than the maximum RSSB drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for ENDW and RSSB.

Drawdown Indicators

	ENDW	RSSB	Difference
Max Drawdown Largest peak-to-trough decline	-6.44%	-16.21%	+9.77%
Max Drawdown (1Y) Largest decline over 1 year	-6.44%	-11.63%	+5.19%
Current Drawdown Current decline from peak	-1.34%	-1.12%	-0.22%
Average Drawdown Average peak-to-trough decline	-0.83%	-2.26%	+1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	2.88%	-1.28%

Volatility

ENDW vs. RSSB - Volatility Comparison

The current volatility for Cambria Endowment Style ETF (ENDW) is 3.55%, while Return Stacked Global Stocks & Bonds ETF (RSSB) has a volatility of 6.12%. This indicates that ENDW experiences smaller price fluctuations and is considered to be less risky than RSSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENDW	RSSB	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	6.12%	-2.57%
Volatility (6M) Calculated over the trailing 6-month period	8.11%	13.61%	-5.50%
Volatility (1Y) Calculated over the trailing 1-year period	10.45%	16.10%	-5.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.22%	16.80%	-5.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.22%	16.80%	-5.58%

ENDW vs. RSSB - Expense Ratio Comparison

ENDW has a 0.29% expense ratio, which is lower than RSSB's 0.39% expense ratio.

Dividends

ENDW vs. RSSB - Dividend Comparison

ENDW's dividend yield for the trailing twelve months is around 2.20%, less than RSSB's 3.17% yield.

Position	TTM	2025	2024	2023
ENDW Cambria Endowment Style ETF	2.20%	1.91%	0.00%	0.00%
RSSB Return Stacked Global Stocks & Bonds ETF	3.17%	3.48%	1.10%	0.61%

Frequently Asked Questions

Can I hold both ENDW and RSSB in my portfolio?

ENDW and RSSB have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ENDW or RSSB?

RSSB has higher volatility (6.12%) compared to ENDW (3.55%). In terms of maximum drawdown, ENDW dropped -6.44% vs RSSB's -16.21%.

Which ETF is better, ENDW or RSSB?

On 1-year performance, ENDW leads with 28.02% vs 27.96% for RSSB. On fees, ENDW is cheaper at 0.29% per year. On volatility, ENDW has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ENDW or RSSB?

Over the 1-year period, ENDW has performed better with a 28.02% return vs 27.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ENDW or RSSB?

ENDW is cheaper with a 0.29% expense ratio, compared with 0.39% for RSSB.

Which ETF pays a higher dividend yield, ENDW or RSSB?

RSSB has the higher dividend yield at 3.17%, compared with 2.20% for ENDW.

What is the main difference between ENDW and RSSB?

They also come from different issuers: Cambria and Return Stacked. Their fees differ too: 0.29% for ENDW and 0.39% for RSSB.

Which has better risk-adjusted returns?

ENDW currently has the higher Sharpe Ratio (2.70 vs 1.75), 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.