JPFP vs. RSST

Last updated Jun 25, 2026

JPFP (JPMorgan Managed Futures Plus ETF) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - JPFP is a Systematic Trend fund actively managed by JPMorgan, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. Both are actively managed. With a 0.96 correlation, they move nearly in lockstep. JPFP charges 0.59%/yr vs 0.99%/yr for RSST.

Performance

JPFP vs. RSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Managed Futures Plus ETF (JPFP) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JPFP

• 1D: -1.38%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RSST

• 1D: -1.19%
• 1M: -5.69%
• YTD: 11.94%
• 6M: 9.49%
• 1Y: 42.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JPFP vs. RSST - Yearly Performance Comparison

	2026 (YTD)
JPFP JPMorgan Managed Futures Plus ETF	-4.11%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	-5.32%

Correlation

The correlation between JPFP and RSST is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 28, 2026	0.96

Return for Risk

JPFP vs. RSST — Risk / Return Rank

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

JPFP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RSST

RSST Risk / Return Rank: 63
RSST Sharpe Ratio Rank: 60
RSST Sortino Ratio Rank: 50
RSST Omega Ratio Rank: 56
RSST Calmar Ratio Rank: 78
RSST Martin Ratio Rank: 70

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.

JPFP vs. RSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Managed Futures Plus ETF (JPFP) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). 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.

	JPFP	RSST	Difference
Sharpe ratio: Return per unit of total volatility	—	1.81	—
Sortino ratio: Return per unit of downside risk	—	2.23	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	3.65	—
Martin ratio: Return relative to average drawdown	—	11.68	—

Drawdowns

JPFP vs. RSST - Drawdown Comparison

The maximum JPFP drawdown since its inception was -5.85%, smaller than the maximum RSST drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for JPFP and RSST.

Drawdown Indicators

	JPFP	RSST	Difference
Max Drawdown Largest peak-to-trough decline	-5.85%	-30.80%	+24.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.71%	—
Current Drawdown Current decline from peak	-5.85%	-8.70%	+2.85%
Average Drawdown Average peak-to-trough decline	-2.52%	-6.03%	+3.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.65%	—

Volatility

Volatility by Period

	JPFP	RSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.24%	—
Volatility (1Y) Calculated over the trailing 1-year period	22.30%	23.63%	-1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.30%	24.49%	-2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.30%	24.49%	-2.19%

JPFP vs. RSST - Expense Ratio Comparison

JPFP has a 0.59% expense ratio, which is lower than RSST's 0.99% expense ratio.

Dividends

JPFP vs. RSST - Dividend Comparison

JPFP has not paid dividends to shareholders, while RSST's dividend yield for the trailing twelve months is around 1.00%.

Position	TTM	2025	2024	2023
JPFP JPMorgan Managed Futures Plus ETF	0.00%	0.00%	0.00%	0.00%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	1.00%	1.12%	0.09%	0.93%

Frequently Asked Questions

Can I hold both JPFP and RSST in my portfolio?

With a correlation of 0.96, JPFP and RSST move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, JPFP or RSST?

On fees, JPFP is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JPFP or RSST?

JPFP is cheaper with a 0.59% expense ratio, compared with 0.99% for RSST.

Which ETF pays a higher dividend yield, JPFP or RSST?

RSST has the higher dividend yield at 1.00%, compared with 0.00% for JPFP.

What is the main difference between JPFP and RSST?

JPFP is categorized as Systematic Trend, while RSST is Large Cap Blend Equities. They also come from different issuers: JPMorgan and Return Stacked. Their fees differ too: 0.59% for JPFP and 0.99% for RSST.