ESN vs. RSSY

Last updated Jun 6, 2026

ESN (Essential 40 Stock ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. ESN is passively managed, while RSSY is actively managed. Over the past year, ESN returned 26.33% vs 47.42% for RSSY. A 0.53 correlation means they provide meaningful diversification when combined. ESN charges 0.70%/yr vs 1.04%/yr for RSSY.

Performance

ESN vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Essential 40 Stock ETF (ESN) 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, ESN achieves a 13.17% return, which is significantly lower than RSSY's 30.78% return.

ESN

• 1D: -1.55%
• 1M: 2.19%
• YTD: 13.17%
• 6M: 13.13%
• 1Y: 26.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RSSY

• 1D: -1.89%
• 1M: -0.07%
• YTD: 30.78%
• 6M: 26.12%
• 1Y: 47.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESN vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ESN Essential 40 Stock ETF	13.17%	16.52%	-2.98%
RSSY Return Stacked US Stocks & Futures Yield ETF	30.78%	-3.52%	0.45%

Correlation

The correlation between ESN and RSSY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024	0.53

The correlation between ESN and RSSY has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.

Return for Risk

ESN vs. RSSY — Risk / Return Rank

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

ESN

ESN Risk / Return Rank: 84
ESN Sharpe Ratio Rank: 86
ESN Sortino Ratio Rank: 87
ESN Omega Ratio Rank: 81
ESN Calmar Ratio Rank: 82
ESN Martin Ratio Rank: 84

RSSY

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

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.

ESN vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Essential 40 Stock ETF (ESN) 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.

	ESN	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	2.67	3.57	-0.89
Sortino ratio: Return per unit of downside risk	3.71	4.65	-0.95
Omega ratio: Gain probability vs. loss probability	1.46	1.64	-0.18
Calmar ratio: Return relative to maximum drawdown	4.12	6.47	-2.36
Martin ratio: Return relative to average drawdown	16.39	22.18	-5.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESN vs. RSSY - Sharpe Ratio Comparison

The current ESN Sharpe Ratio is 2.67, which is comparable to the RSSY Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of ESN 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

	ESN	RSSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	3.57	-0.89
Sharpe Ratio (All Time) Calculated using the full available price history	1.24	0.70	+0.54

Drawdowns

ESN vs. RSSY - Drawdown Comparison

The maximum ESN drawdown since its inception was -13.60%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for ESN and RSSY.

Drawdown Indicators

	ESN	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-13.60%	-29.57%	+15.97%
Max Drawdown (1Y) Largest decline over 1 year	-6.42%	-7.36%	+0.94%
Current Drawdown Current decline from peak	-1.84%	-1.89%	+0.05%
Average Drawdown Average peak-to-trough decline	-1.87%	-7.34%	+5.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	2.14%	-0.53%

Volatility

ESN vs. RSSY - Volatility Comparison

Essential 40 Stock ETF (ESN) and Return Stacked US Stocks & Futures Yield ETF (RSSY) have volatilities of 2.97% and 3.08%, 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

	ESN	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	3.08%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	7.24%	10.14%	-2.90%
Volatility (1Y) Calculated over the trailing 1-year period	9.90%	13.40%	-3.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.33%	18.37%	-5.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.33%	18.37%	-5.04%

ESN vs. RSSY - Expense Ratio Comparison

ESN has a 0.70% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

ESN vs. RSSY - Dividend Comparison

ESN's dividend yield for the trailing twelve months is around 0.80%, less than RSSY's 1.56% yield.

Position	TTM	2025	2024
ESN Essential 40 Stock ETF	0.80%	0.91%	0.76%
RSSY Return Stacked US Stocks & Futures Yield ETF	1.56%	2.04%	0.00%

Frequently Asked Questions

Can I hold both ESN and RSSY in my portfolio?

ESN and RSSY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESN or RSSY?

RSSY has higher volatility (3.08%) compared to ESN (2.97%). In terms of maximum drawdown, ESN dropped -13.60% vs RSSY's -29.57%.

Which ETF is better, ESN or RSSY?

On 1-year performance, RSSY leads with 47.42% vs 26.33% for ESN. On fees, ESN is cheaper at 0.70% per year. On volatility, ESN 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, ESN or RSSY?

Over the 1-year period, RSSY has performed better with a 47.42% return vs 26.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESN or RSSY?

ESN is cheaper with a 0.70% expense ratio, compared with 1.04% for RSSY.

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

RSSY has the higher dividend yield at 1.56%, compared with 0.80% for ESN.

What is the main difference between ESN and RSSY?

They also come from different issuers: KKM Financial and Return Stacked. Their fees differ too: 0.70% for ESN and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (3.57 vs 2.67), 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.