PortfoliosLab logoPortfoliosLab logo
ENDW vs. RSSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

ENDW vs. RSSB - Yearly Performance Comparison


2026 (YTD)2025
ENDW
Cambria Endowment Style ETF
3.42%30.77%
RSSB
Return Stacked Global Stocks & Bonds ETF
-3.24%33.12%

Returns By Period

In the year-to-date period, ENDW achieves a 3.42% return, which is significantly higher than RSSB's -3.24% return.


ENDW

1D
1.81%
1M
-4.20%
YTD
3.42%
6M
7.27%
1Y
3Y*
5Y*
10Y*

RSSB

1D
2.80%
1M
-8.72%
YTD
-3.24%
6M
-0.12%
1Y
20.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ENDW vs. RSSB - Expense Ratio Comparison

ENDW has a 0.29% expense ratio, which is lower than RSSB's 0.41% expense ratio.


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

RSSB
RSSB Risk / Return Rank: 6666
Overall Rank
RSSB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RSSB Sortino Ratio Rank: 6565
Sortino Ratio Rank
RSSB Omega Ratio Rank: 6262
Omega Ratio Rank
RSSB Calmar Ratio Rank: 6868
Calmar Ratio Rank
RSSB Martin Ratio Rank: 7070
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.

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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ENDW vs. RSSB - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


ENDWRSSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

3.24

1.01

+2.23

Correlation

The correlation between ENDW and RSSB is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ENDW vs. RSSB - Dividend Comparison

ENDW's dividend yield for the trailing twelve months is around 2.34%, less than RSSB's 3.60% yield.


TTM202520242023
ENDW
Cambria Endowment Style ETF
2.34%1.91%0.00%0.00%
RSSB
Return Stacked Global Stocks & Bonds ETF
3.60%3.48%1.10%0.61%

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.


Loading graphics...

Drawdown Indicators


ENDWRSSBDifference

Max Drawdown

Largest peak-to-trough decline

-6.44%

-16.21%

+9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

Current Drawdown

Current decline from peak

-4.36%

-8.81%

+4.45%

Average Drawdown

Average peak-to-trough decline

-0.82%

-2.30%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

ENDW vs. RSSB - Volatility Comparison


Loading graphics...

Volatility by Period


ENDWRSSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

19.15%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.36%

16.57%

-5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.36%

16.57%

-5.21%