ESG vs. RSBY

Last updated Jul 17, 2026

ESG (FlexShares STOXX US ESG Select Index Fund) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - ESG is a Large Cap Growth Equities fund tracking the STOXX USA ESG Select KPIs Index, while RSBY is a Multistrategy fund actively managed by Return Stacked. ESG is passively managed, while RSBY is actively managed. Over the past year, ESG returned 20.61% vs 18.35% for RSBY. At a correlation of -0.17, they often move in opposite directions. ESG charges 0.32%/yr vs 0.98%/yr for RSBY.

Performance

ESG vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX US ESG Select Index Fund (ESG) and Return Stacked Bonds & Futures Yield ETF (RSBY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESG achieves a 11.33% return, which is significantly lower than RSBY's 19.01% return.

ESG

• 1D: -0.04%
• 1M: 0.14%
• 6M: 10.30%
• YTD: 11.33%
• 1Y: 20.61%
• 3Y*: 18.19%
• 5Y*: 11.97%
• 10Y*: 14.89%

RSBY

• 1D: -0.19%
• 1M: -0.03%
• 6M: 18.44%
• YTD: 19.01%
• 1Y: 18.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESG vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ESG FlexShares STOXX US ESG Select Index Fund	11.33%	16.04%	5.52%
RSBY Return Stacked Bonds & Futures Yield ETF	19.01%	-12.98%	-7.79%

Correlation

The correlation between ESG and RSBY is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.27
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024	-0.17

Return for Risk

ESG vs. RSBY — Risk / Return Rank

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

ESG

ESG Risk / Return Rank: 67
ESG Sharpe Ratio Rank: 70
ESG Sortino Ratio Rank: 69
ESG Omega Ratio Rank: 68
ESG Calmar Ratio Rank: 59
ESG Martin Ratio Rank: 69

RSBY

RSBY Risk / Return Rank: 56
RSBY Sharpe Ratio Rank: 61
RSBY Sortino Ratio Rank: 62
RSBY Omega Ratio Rank: 56
RSBY Calmar Ratio Rank: 58
RSBY Martin Ratio Rank: 42

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.

ESG vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and Return Stacked Bonds & Futures Yield ETF (RSBY). 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.

	ESG	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.62	+0.19
Sortino ratio: Return per unit of downside risk	2.50	2.34	+0.17
Omega ratio: Gain probability vs. loss probability	1.32	1.28	+0.04
Calmar ratio: Return relative to maximum drawdown	2.39	2.32	+0.07
Martin ratio: Return relative to average drawdown	9.93	5.39	+4.54

ESG vs. RSBY - Sharpe Ratio Comparison

The current ESG Sharpe Ratio is 1.80, which is comparable to the RSBY Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ESG and RSBY, 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

ESG vs. RSBY - Drawdown Comparison

The maximum ESG drawdown since its inception was -32.53%, which is greater than RSBY's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for ESG and RSBY.

Drawdown Indicators

	ESG	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-32.53%	-23.32%	-9.21%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-7.95%	-0.73%
Max Drawdown (3Y) Largest decline over 3 years	-18.32%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.53%	—	—
Current Drawdown Current decline from peak	-1.22%	-6.07%	+4.85%
Average Drawdown Average peak-to-trough decline	-5.03%	-13.29%	+8.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	3.41%	-1.33%

Volatility

ESG vs. RSBY - Volatility Comparison

The current volatility for FlexShares STOXX US ESG Select Index Fund (ESG) is 2.46%, while Return Stacked Bonds & Futures Yield ETF (RSBY) has a volatility of 3.17%. This indicates that ESG experiences smaller price fluctuations and is considered to be less risky than RSBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESG	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.46%	3.17%	-0.71%
Volatility (6M) Calculated over the trailing 6-month period	9.18%	8.39%	+0.79%
Volatility (1Y) Calculated over the trailing 1-year period	11.49%	11.40%	+0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.79%	13.34%	+3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	13.34%	+4.97%

ESG vs. RSBY - Expense Ratio Comparison

ESG has a 0.32% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

ESG vs. RSBY - Dividend Comparison

ESG's dividend yield for the trailing twelve months is around 0.88%, less than RSBY's 1.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ESG FlexShares STOXX US ESG Select Index Fund	0.88%	0.96%	1.18%	1.10%	1.38%	1.03%	1.33%	1.51%	1.72%	1.52%	0.92%
RSBY Return Stacked Bonds & Futures Yield ETF	1.74%	2.07%	2.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESG and RSBY in my portfolio?

ESG and RSBY have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESG or RSBY?

RSBY has higher volatility (3.17%) compared to ESG (2.46%). In terms of maximum drawdown, ESG dropped -32.53% vs RSBY's -23.32%.

Which ETF is better, ESG or RSBY?

On 1-year performance, ESG leads with 20.61% vs 18.35% for RSBY. On fees, ESG is cheaper at 0.32% per year. On volatility, ESG has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESG or RSBY?

Over the 1-year period, ESG has performed better with a 20.61% return vs 18.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESG or RSBY?

ESG is cheaper with a 0.32% expense ratio, compared with 0.98% for RSBY.

Which ETF pays a higher dividend yield, ESG or RSBY?

RSBY has the higher dividend yield at 1.74%, compared with 0.88% for ESG.

What is the main difference between ESG and RSBY?

ESG is categorized as Large Cap Growth Equities, while RSBY is Multistrategy. They also come from different issuers: Northern Trust and Return Stacked. Their fees differ too: 0.32% for ESG and 0.98% for RSBY.

Which has better risk-adjusted returns?

ESG currently has the higher Sharpe Ratio (1.80 vs 1.62), 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.