GYLD vs. RSSX

Last updated Jun 4, 2026

GYLD (Arrow Dow Jones Global Yield ETF) and RSSX (Return Stacked U.S. Stocks & Gold/Bitcoin ETF) are both Diversified Portfolio funds. GYLD is passively managed, while RSSX is actively managed. Over the past year, GYLD returned 15.94% vs 28.58% for RSSX. At a 0.20 correlation, their price movements are largely independent. GYLD charges 0.75%/yr vs 0.68%/yr for RSSX.

Performance

GYLD vs. RSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Dow Jones Global Yield ETF (GYLD) and Return Stacked U.S. Stocks & Gold/Bitcoin ETF (RSSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GYLD achieves a 7.91% return, which is significantly higher than RSSX's 1.26% return.

GYLD

• 1D: -0.42%
• 1M: -0.76%
• YTD: 7.91%
• 6M: 10.25%
• 1Y: 15.94%
• 3Y*: 15.50%
• 5Y*: 6.21%
• 10Y*: 4.68%

RSSX

• 1D: -2.19%
• 1M: -3.05%
• YTD: 1.26%
• 6M: 0.73%
• 1Y: 28.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GYLD vs. RSSX - Yearly Performance Comparison

	2026 (YTD)	2025
GYLD Arrow Dow Jones Global Yield ETF	7.91%	9.20%
RSSX Return Stacked U.S. Stocks & Gold/Bitcoin ETF	1.26%	29.82%

Correlation

The correlation between GYLD and RSSX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025	0.20

Return for Risk

GYLD vs. RSSX — Risk / Return Rank

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

GYLD

GYLD Risk / Return Rank: 45
GYLD Sharpe Ratio Rank: 34
GYLD Sortino Ratio Rank: 35
GYLD Omega Ratio Rank: 35
GYLD Calmar Ratio Rank: 66
GYLD Martin Ratio Rank: 54

RSSX

RSSX Risk / Return Rank: 24
RSSX Sharpe Ratio Rank: 25
RSSX Sortino Ratio Rank: 24
RSSX Omega Ratio Rank: 25
RSSX Calmar Ratio Rank: 22
RSSX Martin Ratio Rank: 23

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.

GYLD vs. RSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Dow Jones Global Yield ETF (GYLD) and Return Stacked U.S. Stocks & Gold/Bitcoin ETF (RSSX). 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.

	GYLD	RSSX	Difference
Sharpe ratio: Return per unit of total volatility	1.26	0.90	+0.35
Sortino ratio: Return per unit of downside risk	1.86	1.34	+0.52
Omega ratio: Gain probability vs. loss probability	1.23	1.17	+0.06
Calmar ratio: Return relative to maximum drawdown	3.29	1.05	+2.24
Martin ratio: Return relative to average drawdown	9.19	3.02	+6.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GYLD vs. RSSX - Sharpe Ratio Comparison

The current GYLD Sharpe Ratio is 1.26, which is higher than the RSSX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of GYLD and RSSX, 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

	GYLD	RSSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	0.90	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.99	-0.78

Drawdowns

GYLD vs. RSSX - Drawdown Comparison

The maximum GYLD drawdown since its inception was -55.03%, which is greater than RSSX's maximum drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for GYLD and RSSX.

Drawdown Indicators

	GYLD	RSSX	Difference
Max Drawdown Largest peak-to-trough decline	-55.03%	-27.37%	-27.66%
Max Drawdown (1Y) Largest decline over 1 year	-4.86%	-27.37%	+22.51%
Max Drawdown (3Y) Largest decline over 3 years	-8.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-47.89%	—	—
Current Drawdown Current decline from peak	-1.71%	-15.42%	+13.71%
Average Drawdown Average peak-to-trough decline	-14.41%	-6.72%	-7.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	9.49%	-7.75%

Volatility

GYLD vs. RSSX - Volatility Comparison

The current volatility for Arrow Dow Jones Global Yield ETF (GYLD) is 3.16%, while Return Stacked U.S. Stocks & Gold/Bitcoin ETF (RSSX) has a volatility of 7.93%. This indicates that GYLD experiences smaller price fluctuations and is considered to be less risky than RSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GYLD	RSSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.16%	7.93%	-4.77%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	26.82%	-17.43%
Volatility (1Y) Calculated over the trailing 1-year period	12.78%	31.81%	-19.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.79%	31.80%	-18.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	31.80%	-15.22%

GYLD vs. RSSX - Expense Ratio Comparison

GYLD has a 0.75% expense ratio, which is higher than RSSX's 0.68% expense ratio.

Dividends

GYLD vs. RSSX - Dividend Comparison

GYLD's dividend yield for the trailing twelve months is around 7.37%, more than RSSX's 1.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GYLD Arrow Dow Jones Global Yield ETF	7.37%	8.43%	12.90%	7.13%	4.64%	5.50%	7.42%	5.83%	8.17%	6.78%	7.29%	10.35%
RSSX Return Stacked U.S. Stocks & Gold/Bitcoin ETF	1.52%	1.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GYLD and RSSX in my portfolio?

GYLD and RSSX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GYLD or RSSX?

RSSX has higher volatility (7.93%) compared to GYLD (3.16%). In terms of maximum drawdown, GYLD dropped -55.03% vs RSSX's -27.37%.

Which ETF is better, GYLD or RSSX?

On 1-year performance, RSSX leads with 28.58% vs 15.94% for GYLD. On fees, RSSX is cheaper at 0.68% per year. On volatility, GYLD has been the lower-risk option at 3.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GYLD or RSSX?

Over the 1-year period, RSSX has performed better with a 28.58% return vs 15.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GYLD or RSSX?

RSSX is cheaper with a 0.68% expense ratio, compared with 0.75% for GYLD.

Which ETF pays a higher dividend yield, GYLD or RSSX?

GYLD has the higher dividend yield at 7.37%, compared with 1.52% for RSSX.

What is the main difference between GYLD and RSSX?

They also come from different issuers: Arrow Funds and Return Stacked. Their fees differ too: 0.75% for GYLD and 0.68% for RSSX.

Which has better risk-adjusted returns?

GYLD currently has the higher Sharpe Ratio (1.26 vs 0.90), 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.