JAVA vs. RSBY

Last updated Jul 12, 2026

JAVA (JPMorgan Active Value ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - JAVA is a Large Cap Value Equities fund actively managed by JPMorgan, while RSBY is a Multistrategy fund actively managed by Return Stacked. Both are actively managed. Over the past year, JAVA returned 22.68% vs 17.35% for RSBY. At a correlation of -0.12, they often move in opposite directions. JAVA charges 0.44%/yr vs 0.98%/yr for RSBY.

Performance

JAVA vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Active Value ETF (JAVA) 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, JAVA achieves a 12.74% return, which is significantly lower than RSBY's 18.52% return.

JAVA

• 1D: 0.41%
• 1M: 2.37%
• 6M: 8.62%
• YTD: 12.74%
• 1Y: 22.68%
• 3Y*: 16.26%
• 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)

JAVA vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JAVA JPMorgan Active Value ETF	12.74%	14.92%	3.44%
RSBY Return Stacked Bonds & Futures Yield ETF	18.52%	-12.98%	-7.79%

Correlation

The correlation between JAVA and RSBY is -0.20, 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	-0.20
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024	-0.12

Return for Risk

JAVA vs. RSBY — Risk / Return Rank

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

JAVA

JAVA Risk / Return Rank: 71
JAVA Sharpe Ratio Rank: 75
JAVA Sortino Ratio Rank: 76
JAVA Omega Ratio Rank: 72
JAVA Calmar Ratio Rank: 67
JAVA Martin Ratio Rank: 68

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.

JAVA vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) 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.

	JAVA	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	1.91	1.50	+0.41
Sortino ratio: Return per unit of downside risk	2.71	2.18	+0.53
Omega ratio: Gain probability vs. loss probability	1.34	1.26	+0.08
Calmar ratio: Return relative to maximum drawdown	2.67	2.15	+0.52
Martin ratio: Return relative to average drawdown	9.84	5.04	+4.80

JAVA vs. RSBY - Sharpe Ratio Comparison

The current JAVA Sharpe Ratio is 1.91, which is comparable to the RSBY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of JAVA 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

JAVA vs. RSBY - Drawdown Comparison

The maximum JAVA drawdown since its inception was -16.54%, smaller than the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for JAVA and RSBY.

Drawdown Indicators

	JAVA	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-16.54%	-23.32%	+6.78%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-7.95%	-0.34%
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	—	—
Current Drawdown Current decline from peak	-0.17%	-6.45%	+6.28%
Average Drawdown Average peak-to-trough decline	-3.56%	-13.35%	+9.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	3.39%	-1.14%

Volatility

JAVA vs. RSBY - Volatility Comparison

JPMorgan Active Value ETF (JAVA) has a higher volatility of 3.78% compared to Return Stacked Bonds & Futures Yield ETF (RSBY) at 3.15%. This indicates that JAVA'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

	JAVA	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	3.15%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	8.37%	+0.31%
Volatility (1Y) Calculated over the trailing 1-year period	11.63%	11.41%	+0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.77%	13.37%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.77%	13.37%	+1.40%

JAVA vs. RSBY - Expense Ratio Comparison

JAVA has a 0.44% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

JAVA vs. RSBY - Dividend Comparison

JAVA's dividend yield for the trailing twelve months is around 1.20%, less than RSBY's 1.75% yield.

Position	TTM	2025	2024	2023	2022	2021
JAVA JPMorgan Active Value ETF	1.20%	1.34%	1.45%	1.65%	1.25%	0.48%
RSBY Return Stacked Bonds & Futures Yield ETF	1.75%	2.07%	2.29%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JAVA and RSBY in my portfolio?

JAVA and RSBY have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JAVA or RSBY?

JAVA has higher volatility (3.78%) compared to RSBY (3.15%). In terms of maximum drawdown, JAVA dropped -16.54% vs RSBY's -23.32%.

Which ETF is better, JAVA or RSBY?

On 1-year performance, JAVA leads with 22.68% vs 17.35% for RSBY. On fees, JAVA is cheaper at 0.44% 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, JAVA or RSBY?

Over the 1-year period, JAVA has performed better with a 22.68% return vs 17.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JAVA or RSBY?

JAVA is cheaper with a 0.44% expense ratio, compared with 0.98% for RSBY.

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

RSBY has the higher dividend yield at 1.75%, compared with 1.20% for JAVA.

What is the main difference between JAVA and RSBY?

JAVA is categorized as Large Cap Value Equities, while RSBY is Multistrategy. They also come from different issuers: JPMorgan and Return Stacked. Their fees differ too: 0.44% for JAVA and 0.98% for RSBY.

Which has better risk-adjusted returns?

JAVA currently has the higher Sharpe Ratio (1.91 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.