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FLAG vs. RSSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLAG vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) and Return Stacked US Stocks & Futures Yield ETF (RSSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLAG achieves a -0.18% return, which is significantly lower than RSSY's 32.45% return.


FLAG

1D
-0.68%
1M
0.74%
YTD
-0.18%
6M
0.08%
1Y
7.89%
3Y*
5Y*
10Y*

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)

FLAG vs. RSSY - Yearly Performance Comparison


Correlation

The correlation between FLAG and RSSY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2025

0.43

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Return for Risk

FLAG vs. RSSY — Risk / Return Rank

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

FLAG
FLAG Risk / Return Rank: 2222
Overall Rank
FLAG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FLAG Sortino Ratio Rank: 2222
Sortino Ratio Rank
FLAG Omega Ratio Rank: 2121
Omega Ratio Rank
FLAG Calmar Ratio Rank: 2121
Calmar Ratio Rank
FLAG Martin Ratio Rank: 2424
Martin Ratio Rank

RSSY
RSSY Risk / Return Rank: 9393
Overall Rank
RSSY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RSSY Sortino Ratio Rank: 9393
Sortino Ratio Rank
RSSY Omega Ratio Rank: 9393
Omega Ratio Rank
RSSY Calmar Ratio Rank: 9292
Calmar Ratio Rank
RSSY Martin Ratio Rank: 9191
Martin Ratio Rank
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.

FLAG vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) 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.


FLAGRSSYDifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-3.63

Omega ratioGain probability vs. loss probability

1.13

1.65

-0.52

Calmar ratioReturn relative to maximum drawdown

0.85

6.53

-5.67

Martin ratioReturn relative to average drawdown

2.92

22.39

-19.47

FLAG vs. RSSY - Sharpe Ratio Comparison

The current FLAG Sharpe Ratio is 0.75, which is lower than the RSSY Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of FLAG 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.


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Sharpe Ratios by Period


FLAGRSSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

3.63

-2.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.75

+0.31

Drawdowns

FLAG vs. RSSY - Drawdown Comparison

The maximum FLAG drawdown since its inception was -9.29%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for FLAG and RSSY.


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Drawdown Indicators


FLAGRSSYDifference

Max Drawdown

Largest peak-to-trough decline

-9.29%

-29.57%

+20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-7.36%

-1.93%

Current Drawdown

Current decline from peak

-2.00%

-0.16%

-1.84%

Average Drawdown

Average peak-to-trough decline

-1.85%

-7.37%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.14%

+0.57%

Volatility

FLAG vs. RSSY - Volatility Comparison

Global X S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) has a higher volatility of 2.70% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.30%. This indicates that FLAG'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.


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Volatility by Period


FLAGRSSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

2.30%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

9.92%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

10.63%

13.28%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.32%

18.35%

-7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

18.35%

-7.03%

FLAG vs. RSSY - Expense Ratio Comparison

FLAG has a 0.29% expense ratio, which is lower than RSSY's 1.04% expense ratio.


Dividends

FLAG vs. RSSY - Dividend Comparison

FLAG's dividend yield for the trailing twelve months is around 1.35%, less than RSSY's 1.54% yield.


Frequently Asked Questions


FLAG and RSSY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLAG has higher volatility (2.70%) compared to RSSY (2.30%). In terms of maximum drawdown, FLAG dropped -9.29% vs RSSY's -29.57%.

On 1-year performance, RSSY leads with 47.81% vs 7.89% for FLAG. On fees, FLAG is cheaper at 0.29% per year. On volatility, RSSY has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RSSY has performed better with a 47.81% return vs 7.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLAG is cheaper with a 0.29% expense ratio, compared with 1.04% for RSSY.

RSSY has the higher dividend yield at 1.54%, compared with 1.35% for FLAG.

They also come from different issuers: Global X and Return Stacked. Their fees differ too: 0.29% for FLAG and 1.04% for RSSY.

RSSY currently has the higher Sharpe Ratio (3.63 vs 0.75), 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.

Portfolio Optimizer

Find the right allocation for FLAG and RSSY

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