ESGV vs. RSSY

Last updated Aug 2, 2026

ESGV (Vanguard ESG U.S. Stock ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. ESGV is passively managed, while RSSY is actively managed. Over the past year, ESGV returned 21.29% vs 36.02% for RSSY. Their 0.62 correlation means they have sometimes moved together and sometimes differently. ESGV charges 0.09%/yr vs 1.04%/yr for RSSY.

Performance

ESGV vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Stock ETF (ESGV) 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, ESGV achieves a 9.66% return, which is significantly lower than RSSY's 29.79% return.

ESGV

• 1D: 0.68%
• 1M: 0.09%
• 6M: 9.06%
• YTD: 9.66%
• 1Y: 21.29%
• 3Y*: 19.06%
• 5Y*: 11.32%
• 10Y*: —
• ALL TIME*: 14.36%

RSSY

• 1D: 0.52%
• 1M: -1.37%
• 6M: 24.35%
• YTD: 29.79%
• 1Y: 36.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.63%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ESGV Vanguard ESG U.S. Stock ETF	$15.60M	$18.04M	$25.74M
RSSY Return Stacked US Stocks & Futures Yield ETF	$536.26K	$678.90K	$712.12K

ESGV vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ESGV Vanguard ESG U.S. Stock ETF	9.66%	16.48%	12.66%
RSSY Return Stacked US Stocks & Futures Yield ETF	29.79%	-3.52%	1.40%

Correlation

The correlation between ESGV and RSSY is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.61
Correlation (All Time) Calculated using the full available price history since May 29, 2024	0.62

The correlation between ESGV and RSSY has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.

Return for Risk

ESGV vs. RSSY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESGV

ESGV Risk / Return Rank: 53
ESGV Sharpe Ratio Rank: 55
ESGV Sortino Ratio Rank: 53
ESGV Omega Ratio Rank: 53
ESGV Calmar Ratio Rank: 46
ESGV Martin Ratio Rank: 56

RSSY

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESGV vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) 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.

	ESGV	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	1.31	2.41	-1.10
Sortino ratio: Return per unit of downside risk	1.85	3.30	-1.45
Omega ratio: Gain probability vs. loss probability	1.23	1.43	-0.19
Calmar ratio: Return relative to maximum drawdown	1.65	4.53	-2.88
Martin ratio: Return relative to average drawdown	6.66	14.80	-8.14

ESGV vs. RSSY - Sharpe Ratio Comparison

The current ESGV Sharpe Ratio is 1.31, which is lower than the RSSY Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of ESGV 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.

Drawdowns

ESGV vs. RSSY - Drawdown Comparison

The maximum ESGV drawdown since its inception was -33.66%, which is greater than RSSY's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for ESGV and RSSY.

Drawdown Indicators

	ESGV	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-29.57%	-4.09%
Max Drawdown (1Y) Largest decline over 1 year	-11.60%	-7.36%	-4.24%
Max Drawdown (3Y) Largest decline over 3 years	-20.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	—	—
Current Drawdown Current decline from peak	-1.85%	-3.07%	+1.22%
Average Drawdown Average peak-to-trough decline	-6.34%	-6.94%	+0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	2.25%	+0.62%

Volatility

ESGV vs. RSSY - Volatility Comparison

Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 4.17% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.97%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than RSSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGV	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.17%	2.97%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	11.64%	9.21%	+2.43%
Volatility (1Y) Calculated over the trailing 1-year period	14.59%	13.83%	+0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.52%	18.04%	+0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.52%	18.04%	+2.48%

ESGV vs. RSSY - Expense Ratio Comparison

ESGV has a 0.09% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

ESGV vs. RSSY - Dividend Comparison

ESGV's dividend yield for the trailing twelve months is around 0.87%, less than RSSY's 1.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ESGV Vanguard ESG U.S. Stock ETF	0.87%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%
RSSY Return Stacked US Stocks & Futures Yield ETF	1.57%	2.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESGV and RSSY in my portfolio?

ESGV and RSSY have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGV or RSSY?

ESGV has higher volatility (4.17%) compared to RSSY (2.97%). In terms of maximum drawdown, ESGV dropped -33.66% vs RSSY's -29.57%.

Which ETF is better, ESGV or RSSY?

On 1-year performance, RSSY leads with 36.02% vs 21.29% for ESGV. On fees, ESGV is cheaper at 0.09% per year. On volatility, RSSY has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGV or RSSY?

Over the 1-year period, RSSY has performed better with a 36.02% return vs 21.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGV or RSSY?

ESGV is cheaper with a 0.09% expense ratio, compared with 1.04% for RSSY.

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

RSSY has the higher dividend yield at 1.57%, compared with 0.87% for ESGV.

What is the main difference between ESGV and RSSY?

They also come from different issuers: Vanguard and Return Stacked. Their fees differ too: 0.09% for ESGV and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (2.41 vs 1.31), 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.