ITOT vs. RSSY
ITOT (iShares Core S&P Total U.S. Stock Market ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. ITOT is passively managed, while RSSY is actively managed. Over the past year, ITOT returned 28.12% vs 47.81% for RSSY. A 0.60 correlation means they provide meaningful diversification when combined. ITOT charges 0.03%/yr vs 1.04%/yr for RSSY.
Performance
ITOT vs. RSSY - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 11.25% return, which is significantly lower than RSSY's 32.45% return.
ITOT
- 1D
- -0.73%
- 1M
- 5.01%
- YTD
- 11.25%
- 6M
- 11.12%
- 1Y
- 28.12%
- 3Y*
- 22.09%
- 5Y*
- 12.69%
- 10Y*
- 15.01%
RSSY
- 1D
- -0.16%
- 1M
- 1.78%
- YTD
- 32.45%
- 6M
- 27.13%
- 1Y
- 47.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITOT vs. RSSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.25% | 17.00% | 12.68% |
RSSY Return Stacked US Stocks & Futures Yield ETF | 32.45% | -3.52% | 1.10% |
Correlation
The correlation between ITOT and RSSY is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 30, 2024 | 0.60 |
The correlation between ITOT and RSSY has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
ITOT vs. RSSY — Risk / Return Rank
ITOT
RSSY
ITOT vs. RSSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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.
| ITOT | RSSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.65 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 6.53 | -3.35 |
| Martin ratioReturn relative to average drawdown | 14.57 | 22.39 | -7.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITOT | RSSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 3.63 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.75 | -0.17 |
Drawdowns
ITOT vs. RSSY - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than RSSY's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for ITOT and RSSY.
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Drawdown Indicators
| ITOT | RSSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -29.57% | -25.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -7.36% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -0.73% | -0.16% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -7.37% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.14% | -0.20% |
Volatility
ITOT vs. RSSY - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 2.99% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.30%. This indicates that ITOT'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
| ITOT | RSSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.30% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 9.92% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 13.28% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 18.35% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 18.35% | -0.09% |
ITOT vs. RSSY - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than RSSY's 1.04% expense ratio.
Dividends
ITOT vs. RSSY - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 0.98%, less than RSSY's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.98% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
RSSY Return Stacked US Stocks & Futures Yield ETF | 1.54% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ITOT and RSSY have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOT has higher volatility (2.99%) compared to RSSY (2.30%). In terms of maximum drawdown, ITOT dropped -55.20% vs RSSY's -29.57%.
On 1-year performance, RSSY leads with 47.81% vs 28.12% for ITOT. On fees, ITOT is cheaper at 0.03% 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 28.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 1.04% for RSSY.
RSSY has the higher dividend yield at 1.54%, compared with 0.98% for ITOT.
They also come from different issuers: iShares and Return Stacked. Their fees differ too: 0.03% for ITOT and 1.04% for RSSY.
RSSY currently has the higher Sharpe Ratio (3.63 vs 2.32), 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.
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