ENHU vs. RSSY
ENHU (iShares Enhanced Large Cap Core Active ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. Both are actively managed. A 0.56 correlation means they provide meaningful diversification when combined. ENHU charges 0.22%/yr vs 1.04%/yr for RSSY.
Performance
ENHU vs. RSSY - Performance Comparison
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Returns By Period
In the year-to-date period, ENHU achieves a 10.91% return, which is significantly lower than RSSY's 31.93% return.
ENHU
- 1D
- -0.72%
- 1M
- 1.43%
- 6M
- 8.67%
- YTD
- 10.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RSSY
- 1D
- -0.71%
- 1M
- 0.56%
- 6M
- 28.12%
- YTD
- 31.93%
- 1Y
- 37.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENHU vs. RSSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ENHU iShares Enhanced Large Cap Core Active ETF | 10.91% | 1.32% |
RSSY Return Stacked US Stocks & Futures Yield ETF | 31.93% | -3.82% |
Correlation
The correlation between ENHU and RSSY is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025 | 0.56 |
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Return for Risk
ENHU vs. RSSY — Risk / Return Rank
ENHU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RSSY
ENHU vs. RSSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced Large Cap Core Active ETF (ENHU) 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.
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.
| ENHU | RSSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.48 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.15 | — |
| Martin ratioReturn relative to average drawdown | — | 17.07 | — |
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Drawdowns
ENHU vs. RSSY - Drawdown Comparison
The maximum ENHU drawdown since its inception was -8.98%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for ENHU and RSSY.
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Drawdown Indicators
| ENHU | RSSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.98% | -29.57% | +20.59% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.36% | — |
Current DrawdownCurrent decline from peak | -0.72% | -1.04% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -7.07% | +5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.22% | — |
Volatility
ENHU vs. RSSY - Volatility Comparison
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Volatility by Period
| ENHU | RSSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.63% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.10% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.62% | 13.83% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 18.22% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.62% | 18.22% | -4.60% |
ENHU vs. RSSY - Expense Ratio Comparison
ENHU has a 0.22% expense ratio, which is lower than RSSY's 1.04% expense ratio.
Dividends
ENHU vs. RSSY - Dividend Comparison
ENHU's dividend yield for the trailing twelve months is around 0.50%, less than RSSY's 1.54% yield.
| Position | TTM | 2025 |
|---|---|---|
ENHU iShares Enhanced Large Cap Core Active ETF | 0.50% | 0.17% |
RSSY Return Stacked US Stocks & Futures Yield ETF | 1.54% | 2.04% |
Frequently Asked Questions
ENHU and RSSY have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ENHU is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ENHU is cheaper with a 0.22% expense ratio, compared with 1.04% for RSSY.
RSSY has the higher dividend yield at 1.54%, compared with 0.50% for ENHU.
They also come from different issuers: iShares and Return Stacked. Their fees differ too: 0.22% for ENHU and 1.04% for RSSY.
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