IWV vs. RSBY

Last updated Jul 12, 2026

IWV (iShares Russell 3000 ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - IWV is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while RSBY is a Multistrategy fund actively managed by Return Stacked. IWV is passively managed, while RSBY is actively managed. Over the past year, IWV returned 22.31% vs 17.35% for RSBY. At a correlation of -0.20, they often move in opposite directions. IWV charges 0.20%/yr vs 0.98%/yr for RSBY.

Performance

IWV vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 3000 ETF (IWV) 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, IWV achieves a 11.52% return, which is significantly lower than RSBY's 18.52% return.

IWV

• 1D: 0.27%
• 1M: 2.02%
• 6M: 9.28%
• YTD: 11.52%
• 1Y: 22.31%
• 3Y*: 20.39%
• 5Y*: 11.98%
• 10Y*: 14.62%

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)

IWV vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IWV iShares Russell 3000 ETF	11.52%	16.96%	5.88%
RSBY Return Stacked Bonds & Futures Yield ETF	18.52%	-12.98%	-7.79%

Correlation

The correlation between IWV and RSBY is -0.24, 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	-0.24
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024	-0.20

Return for Risk

IWV vs. RSBY — Risk / Return Rank

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

IWV

IWV Risk / Return Rank: 66
IWV Sharpe Ratio Rank: 65
IWV Sortino Ratio Rank: 64
IWV Omega Ratio Rank: 65
IWV Calmar Ratio Rank: 62
IWV Martin Ratio Rank: 73

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.

IWV vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 3000 ETF (IWV) 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.

	IWV	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	1.72	1.50	+0.22
Sortino ratio: Return per unit of downside risk	2.39	2.18	+0.20
Omega ratio: Gain probability vs. loss probability	1.31	1.26	+0.05
Calmar ratio: Return relative to maximum drawdown	2.46	2.15	+0.31
Martin ratio: Return relative to average drawdown	10.78	5.04	+5.74

IWV vs. RSBY - Sharpe Ratio Comparison

The current IWV Sharpe Ratio is 1.72, which is comparable to the RSBY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of IWV 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

IWV vs. RSBY - Drawdown Comparison

The maximum IWV drawdown since its inception was -55.61%, which is greater than RSBY's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for IWV and RSBY.

Drawdown Indicators

	IWV	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-55.61%	-23.32%	-32.29%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-7.95%	-0.94%
Max Drawdown (3Y) Largest decline over 3 years	-19.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.11%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.22%	—	—
Current Drawdown Current decline from peak	-0.10%	-6.45%	+6.35%
Average Drawdown Average peak-to-trough decline	-10.55%	-13.35%	+2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	3.39%	-1.37%

Volatility

IWV vs. RSBY - Volatility Comparison

iShares Russell 3000 ETF (IWV) has a higher volatility of 4.23% compared to Return Stacked Bonds & Futures Yield ETF (RSBY) at 3.15%. This indicates that IWV'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

	IWV	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	3.15%	+1.08%
Volatility (6M) Calculated over the trailing 6-month period	10.00%	8.37%	+1.63%
Volatility (1Y) Calculated over the trailing 1-year period	12.71%	11.41%	+1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	13.37%	+3.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.37%	13.37%	+5.00%

IWV vs. RSBY - Expense Ratio Comparison

IWV has a 0.20% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

IWV vs. RSBY - Dividend Comparison

IWV's dividend yield for the trailing twelve months is around 0.87%, less than RSBY's 1.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IWV iShares Russell 3000 ETF	0.87%	0.96%	1.08%	1.30%	1.56%	1.04%	1.30%	1.69%	1.97%	1.58%	1.79%	1.99%
RSBY Return Stacked Bonds & Futures Yield ETF	1.75%	2.07%	2.29%	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 IWV and RSBY in my portfolio?

IWV and RSBY have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IWV or RSBY?

IWV has higher volatility (4.23%) compared to RSBY (3.15%). In terms of maximum drawdown, IWV dropped -55.61% vs RSBY's -23.32%.

Which ETF is better, IWV or RSBY?

On 1-year performance, IWV leads with 22.31% vs 17.35% for RSBY. On fees, IWV is cheaper at 0.20% 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, IWV or RSBY?

Over the 1-year period, IWV has performed better with a 22.31% return vs 17.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IWV or RSBY?

IWV is cheaper with a 0.20% expense ratio, compared with 0.98% for RSBY.

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

RSBY has the higher dividend yield at 1.75%, compared with 0.87% for IWV.

What is the main difference between IWV and RSBY?

IWV is categorized as Large Cap Blend Equities, while RSBY is Multistrategy. They also come from different issuers: iShares and Return Stacked. Their fees differ too: 0.20% for IWV and 0.98% for RSBY.

Which has better risk-adjusted returns?

IWV currently has the higher Sharpe Ratio (1.72 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.