FMTM vs. RSBY

Last updated Jul 12, 2026

FMTM (MarketDesk Focused U.S. Momentum ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - FMTM is a Momentum fund, while RSBY is a Multistrategy fund actively managed by Return Stacked. Both are actively managed. Over the past year, FMTM returned 54.93% vs 17.35% for RSBY. At a correlation of -0.15, they often move in opposite directions. FMTM charges 0.45%/yr vs 0.98%/yr for RSBY.

Performance

FMTM vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketDesk Focused U.S. Momentum ETF (FMTM) 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, FMTM achieves a 26.52% return, which is significantly higher than RSBY's 18.52% return.

FMTM

• 1D: -0.66%
• 1M: -1.87%
• 6M: 19.24%
• YTD: 26.52%
• 1Y: 54.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RSBY

• 1D: -0.60%
• 1M: -0.71%
• 6M: 17.92%
• YTD: 18.52%
• 1Y: 17.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FMTM vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025
FMTM MarketDesk Focused U.S. Momentum ETF	26.52%	28.21%
RSBY Return Stacked Bonds & Futures Yield ETF	18.52%	-5.01%

Correlation

The correlation between FMTM and RSBY is -0.21, 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	-0.21
Correlation (All Time) Calculated using the full available price history since Mar 20, 2025	-0.15

Return for Risk

FMTM vs. RSBY — Risk / Return Rank

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

FMTM

FMTM Risk / Return Rank: 82
FMTM Sharpe Ratio Rank: 83
FMTM Sortino Ratio Rank: 73
FMTM Omega Ratio Rank: 75
FMTM Calmar Ratio Rank: 90
FMTM Martin Ratio Rank: 90

RSBY

RSBY Risk / Return Rank: 51
RSBY Sharpe Ratio Rank: 55
RSBY Sortino Ratio Rank: 57
RSBY Omega Ratio Rank: 51
RSBY Calmar Ratio Rank: 54
RSBY Martin Ratio Rank: 40

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.

FMTM vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Momentum ETF (FMTM) 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.

	FMTM	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	2.10	1.50	+0.60
Sortino ratio: Return per unit of downside risk	2.62	2.18	+0.44
Omega ratio: Gain probability vs. loss probability	1.35	1.26	+0.09
Calmar ratio: Return relative to maximum drawdown	4.46	2.15	+2.31
Martin ratio: Return relative to average drawdown	15.90	5.04	+10.87

FMTM vs. RSBY - Sharpe Ratio Comparison

The current FMTM Sharpe Ratio is 2.10, which is higher than the RSBY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FMTM 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

FMTM vs. RSBY - Drawdown Comparison

The maximum FMTM drawdown since its inception was -12.12%, smaller than the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for FMTM and RSBY.

Drawdown Indicators

	FMTM	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-12.12%	-23.32%	+11.20%
Max Drawdown (1Y) Largest decline over 1 year	-12.12%	-7.95%	-4.17%
Current Drawdown Current decline from peak	-6.83%	-6.45%	-0.38%
Average Drawdown Average peak-to-trough decline	-2.01%	-13.35%	+11.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	3.39%	0.00%

Volatility

FMTM vs. RSBY - Volatility Comparison

MarketDesk Focused U.S. Momentum ETF (FMTM) has a higher volatility of 11.40% compared to Return Stacked Bonds & Futures Yield ETF (RSBY) at 3.15%. This indicates that FMTM's price experiences larger fluctuations and is considered to be riskier than RSBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FMTM	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.40%	3.15%	+8.25%
Volatility (6M) Calculated over the trailing 6-month period	20.31%	8.37%	+11.94%
Volatility (1Y) Calculated over the trailing 1-year period	25.66%	11.41%	+14.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.46%	13.37%	+11.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.46%	13.37%	+11.09%

FMTM vs. RSBY - Expense Ratio Comparison

FMTM has a 0.45% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

FMTM vs. RSBY - Dividend Comparison

FMTM's dividend yield for the trailing twelve months is around 0.23%, less than RSBY's 1.75% yield.

Position	TTM	2025	2024
FMTM MarketDesk Focused U.S. Momentum ETF	0.23%	0.30%	0.00%
RSBY Return Stacked Bonds & Futures Yield ETF	1.75%	2.07%	2.29%

Frequently Asked Questions

Can I hold both FMTM and RSBY in my portfolio?

FMTM and RSBY have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FMTM or RSBY?

FMTM has higher volatility (11.40%) compared to RSBY (3.15%). In terms of maximum drawdown, FMTM dropped -12.12% vs RSBY's -23.32%.

Which ETF is better, FMTM or RSBY?

On 1-year performance, FMTM leads with 54.93% vs 17.35% for RSBY. On fees, FMTM is cheaper at 0.45% per year. On volatility, RSBY has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FMTM or RSBY?

Over the 1-year period, FMTM has performed better with a 54.93% return vs 17.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FMTM or RSBY?

FMTM is cheaper with a 0.45% expense ratio, compared with 0.98% for RSBY.

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

RSBY has the higher dividend yield at 1.75%, compared with 0.23% for FMTM.

What is the main difference between FMTM and RSBY?

FMTM is categorized as Momentum, while RSBY is Multistrategy. Their fees differ too: 0.45% for FMTM and 0.98% for RSBY.

Which has better risk-adjusted returns?

FMTM currently has the higher Sharpe Ratio (2.10 vs 1.50), 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.