EQL vs. RSSY

Last updated Jun 4, 2026

EQL (ALPS Equal Sector Weight ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. EQL is passively managed, while RSSY is actively managed. Over the past year, EQL returned 18.80% vs 47.81% for RSSY. At a 0.50 correlation, their price movements are largely independent. EQL charges 0.27%/yr vs 1.04%/yr for RSSY.

Performance

EQL vs. RSSY - Performance Comparison

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

Returns By Period

In the year-to-date period, EQL achieves a 8.83% return, which is significantly lower than RSSY's 32.45% return.

EQL

• 1D: -0.16%
• 1M: 0.96%
• YTD: 8.83%
• 6M: 9.12%
• 1Y: 18.80%
• 3Y*: 16.48%
• 5Y*: 10.49%
• 10Y*: 12.47%

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)

EQL vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EQL ALPS Equal Sector Weight ETF	8.83%	13.09%	9.67%
RSSY Return Stacked US Stocks & Futures Yield ETF	32.45%	-3.52%	1.10%

Correlation

The correlation between EQL and RSSY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.50

Return for Risk

EQL vs. RSSY — Risk / Return Rank

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

EQL

EQL Risk / Return Rank: 60
EQL Sharpe Ratio Rank: 59
EQL Sortino Ratio Rank: 59
EQL Omega Ratio Rank: 58
EQL Calmar Ratio Rank: 61
EQL Martin Ratio Rank: 64

RSSY

RSSY Risk / Return Rank: 93
RSSY Sharpe Ratio Rank: 94
RSSY Sortino Ratio Rank: 93
RSSY Omega Ratio Rank: 93
RSSY Calmar Ratio Rank: 92
RSSY Martin Ratio Rank: 91

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.

EQL vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Equal Sector Weight ETF (EQL) 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.

	EQL	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	2.02	3.63	-1.61
Sortino ratio: Return per unit of downside risk	2.86	4.78	-1.92
Omega ratio: Gain probability vs. loss probability	1.36	1.65	-0.29
Calmar ratio: Return relative to maximum drawdown	3.05	6.53	-3.48
Martin ratio: Return relative to average drawdown	11.93	22.39	-10.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQL vs. RSSY - Sharpe Ratio Comparison

The current EQL Sharpe Ratio is 2.02, which is lower than the RSSY Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of EQL 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.

Sharpe Ratios by Period

	EQL	RSSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	3.63	-1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.75	+0.11

Drawdowns

EQL vs. RSSY - Drawdown Comparison

The maximum EQL drawdown since its inception was -35.65%, which is greater than RSSY's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for EQL and RSSY.

Drawdown Indicators

	EQL	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-35.65%	-29.57%	-6.08%
Max Drawdown (1Y) Largest decline over 1 year	-6.19%	-7.36%	+1.17%
Max Drawdown (3Y) Largest decline over 3 years	-15.07%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.65%	—	—
Current Drawdown Current decline from peak	-1.00%	-0.16%	-0.84%
Average Drawdown Average peak-to-trough decline	-3.26%	-7.37%	+4.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	2.14%	-0.56%

Volatility

EQL vs. RSSY - Volatility Comparison

ALPS Equal Sector Weight ETF (EQL) and Return Stacked US Stocks & Futures Yield ETF (RSSY) have volatilities of 2.21% and 2.30%, 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.

Volatility by Period

	EQL	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.21%	2.30%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	6.82%	9.92%	-3.10%
Volatility (1Y) Calculated over the trailing 1-year period	9.34%	13.28%	-3.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	18.35%	-3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	18.35%	-1.81%

EQL vs. RSSY - Expense Ratio Comparison

EQL has a 0.27% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

EQL vs. RSSY - Dividend Comparison

EQL's dividend yield for the trailing twelve months is around 1.62%, more than RSSY's 1.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQL ALPS Equal Sector Weight ETF	1.62%	1.73%	1.78%	1.96%	2.14%	1.69%	2.29%	1.95%	2.39%	1.97%	2.89%	2.07%
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%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EQL and RSSY in my portfolio?

EQL and RSSY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EQL or RSSY?

RSSY has higher volatility (2.30%) compared to EQL (2.21%). In terms of maximum drawdown, EQL dropped -35.65% vs RSSY's -29.57%.

Which ETF is better, EQL or RSSY?

On 1-year performance, RSSY leads with 47.81% vs 18.80% for EQL. On fees, EQL is cheaper at 0.27% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EQL or RSSY?

Over the 1-year period, RSSY has performed better with a 47.81% return vs 18.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EQL or RSSY?

EQL is cheaper with a 0.27% expense ratio, compared with 1.04% for RSSY.

Which ETF pays a higher dividend yield, EQL or RSSY?

EQL has the higher dividend yield at 1.62%, compared with 1.54% for RSSY.

What is the main difference between EQL and RSSY?

They also come from different issuers: SS&C and Return Stacked. Their fees differ too: 0.27% for EQL and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (3.63 vs 2.02), 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.