GQI vs. RSBY

Last updated Jul 12, 2026

GQI (Natixis Gateway Quality Income ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - GQI is a Derivative Income fund actively managed by Natixis, while RSBY is a Multistrategy fund actively managed by Return Stacked. Both are actively managed. Over the past year, GQI returned 22.23% vs 17.35% for RSBY. At a correlation of -0.19, they often move in opposite directions. GQI charges 0.34%/yr vs 0.98%/yr for RSBY.

Performance

GQI vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Gateway Quality Income ETF (GQI) 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, GQI achieves a 9.67% return, which is significantly lower than RSBY's 18.52% return.

GQI

• 1D: 0.39%
• 1M: 2.44%
• 6M: 7.96%
• YTD: 9.67%
• 1Y: 22.23%
• 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)

GQI vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GQI Natixis Gateway Quality Income ETF	9.67%	15.36%	5.22%
RSBY Return Stacked Bonds & Futures Yield ETF	18.52%	-12.98%	-7.79%

Correlation

The correlation between GQI and RSBY is -0.23, 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	-0.23
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024	-0.19

Return for Risk

GQI vs. RSBY — Risk / Return Rank

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

GQI

GQI Risk / Return Rank: 85
GQI Sharpe Ratio Rank: 87
GQI Sortino Ratio Rank: 86
GQI Omega Ratio Rank: 85
GQI Calmar Ratio Rank: 76
GQI 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.

GQI vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Gateway Quality Income ETF (GQI) 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.

	GQI	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	2.22	1.50	+0.72
Sortino ratio: Return per unit of downside risk	3.12	2.18	+0.93
Omega ratio: Gain probability vs. loss probability	1.41	1.26	+0.15
Calmar ratio: Return relative to maximum drawdown	3.13	2.15	+0.98
Martin ratio: Return relative to average drawdown	16.40	5.04	+11.36

GQI vs. RSBY - Sharpe Ratio Comparison

The current GQI Sharpe Ratio is 2.22, which is higher than the RSBY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of GQI 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

GQI vs. RSBY - Drawdown Comparison

The maximum GQI drawdown since its inception was -16.56%, smaller than the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for GQI and RSBY.

Drawdown Indicators

	GQI	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-16.56%	-23.32%	+6.76%
Max Drawdown (1Y) Largest decline over 1 year	-6.96%	-7.95%	+0.99%
Current Drawdown Current decline from peak	0.00%	-6.45%	+6.45%
Average Drawdown Average peak-to-trough decline	-1.64%	-13.35%	+11.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.33%	3.39%	-2.06%

Volatility

GQI vs. RSBY - Volatility Comparison

Natixis Gateway Quality Income ETF (GQI) and Return Stacked Bonds & Futures Yield ETF (RSBY) have volatilities of 3.25% and 3.15%, 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

	GQI	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	3.15%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	7.60%	8.37%	-0.77%
Volatility (1Y) Calculated over the trailing 1-year period	9.80%	11.41%	-1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.08%	13.37%	-0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.08%	13.37%	-0.29%

GQI vs. RSBY - Expense Ratio Comparison

GQI has a 0.34% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

GQI vs. RSBY - Dividend Comparison

GQI's dividend yield for the trailing twelve months is around 8.54%, more than RSBY's 1.75% yield.

Position	TTM	2025	2024	2023
GQI Natixis Gateway Quality Income ETF	8.54%	8.97%	7.77%	0.31%
RSBY Return Stacked Bonds & Futures Yield ETF	1.75%	2.07%	2.29%	0.00%

Frequently Asked Questions

Can I hold both GQI and RSBY in my portfolio?

GQI and RSBY have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GQI or RSBY?

GQI has higher volatility (3.25%) compared to RSBY (3.15%). In terms of maximum drawdown, GQI dropped -16.56% vs RSBY's -23.32%.

Which ETF is better, GQI or RSBY?

On 1-year performance, GQI leads with 22.23% vs 17.35% for RSBY. On fees, GQI is cheaper at 0.34% 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, GQI or RSBY?

Over the 1-year period, GQI has performed better with a 22.23% return vs 17.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GQI or RSBY?

GQI is cheaper with a 0.34% expense ratio, compared with 0.98% for RSBY.

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

GQI has the higher dividend yield at 8.54%, compared with 1.75% for RSBY.

What is the main difference between GQI and RSBY?

GQI is categorized as Derivative Income, while RSBY is Multistrategy. They also come from different issuers: Natixis and Return Stacked. Their fees differ too: 0.34% for GQI and 0.98% for RSBY.

Which has better risk-adjusted returns?

GQI currently has the higher Sharpe Ratio (2.22 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.