KOOL vs. RSBY

Last updated Jun 6, 2026

KOOL (North Shore Equity Rotation ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - KOOL is a Large Cap Blend Equities fund actively managed by North Shore, while RSBY is a Multistrategy fund actively managed by Return Stacked. Both are actively managed. Over the past year, KOOL returned 27.29% vs 20.17% for RSBY. At a correlation of -0.24, they often move in opposite directions. KOOL charges 0.94%/yr vs 0.98%/yr for RSBY.

Performance

KOOL vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North Shore Equity Rotation ETF (KOOL) 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, KOOL achieves a 12.06% return, which is significantly lower than RSBY's 19.04% return.

KOOL

• 1D: -3.11%
• 1M: -3.23%
• YTD: 12.06%
• 6M: 10.26%
• 1Y: 27.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RSBY

• 1D: 0.19%
• 1M: -1.29%
• YTD: 19.04%
• 6M: 15.93%
• 1Y: 20.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KOOL vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
KOOL North Shore Equity Rotation ETF	12.06%	16.05%	3.45%
RSBY Return Stacked Bonds & Futures Yield ETF	19.04%	-12.98%	-7.90%

Correlation

The correlation between KOOL and RSBY is -0.30, 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	-0.30
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024	-0.24

KOOL vs. RSBY - Sectors Allocation Comparison

Sectors	KOOL	RSBY
Technology	22.9%	53.7%
Energy	13.9%	0.6%
Industrials	13.6%	3.1%
Healthcare	8.6%	4.2%
Consumer Cyclical	8.1%	12.2%
Communication Services	7.9%	15.8%
Financial Services	7.6%	0.2%
Utilities	6.3%	1.4%
Basic Materials	4.8%	1.1%
Consumer Defensive	3.8%	7.7%
Real Estate	2.5%	0.1%

Return for Risk

KOOL vs. RSBY — Risk / Return Rank

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

KOOL

KOOL Risk / Return Rank: 72
KOOL Sharpe Ratio Rank: 67
KOOL Sortino Ratio Rank: 65
KOOL Omega Ratio Rank: 66
KOOL Calmar Ratio Rank: 79
KOOL Martin Ratio Rank: 83

RSBY

RSBY Risk / Return Rank: 51
RSBY Sharpe Ratio Rank: 53
RSBY Sortino Ratio Rank: 56
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.

KOOL vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North Shore Equity Rotation ETF (KOOL) 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.

	KOOL	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	2.06	1.72	+0.34
Sortino ratio: Return per unit of downside risk	2.78	2.51	+0.28
Omega ratio: Gain probability vs. loss probability	1.37	1.30	+0.07
Calmar ratio: Return relative to maximum drawdown	3.82	2.55	+1.27
Martin ratio: Return relative to average drawdown	15.52	5.96	+9.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KOOL vs. RSBY - Sharpe Ratio Comparison

The current KOOL Sharpe Ratio is 2.06, which is comparable to the RSBY Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of KOOL 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.

Sharpe Ratios by Period

	KOOL	RSBY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	1.72	+0.34
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	-0.19	+1.27

Drawdowns

KOOL vs. RSBY - Drawdown Comparison

The maximum KOOL drawdown since its inception was -20.46%, smaller than the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for KOOL and RSBY.

Drawdown Indicators

	KOOL	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-20.46%	-23.32%	+2.86%
Max Drawdown (1Y) Largest decline over 1 year	-7.18%	-7.95%	+0.77%
Current Drawdown Current decline from peak	-3.70%	-6.04%	+2.34%
Average Drawdown Average peak-to-trough decline	-2.51%	-13.76%	+11.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	3.40%	-1.64%

Volatility

KOOL vs. RSBY - Volatility Comparison

North Shore Equity Rotation ETF (KOOL) has a higher volatility of 4.63% compared to Return Stacked Bonds & Futures Yield ETF (RSBY) at 1.93%. This indicates that KOOL'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

	KOOL	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	1.93%	+2.70%
Volatility (6M) Calculated over the trailing 6-month period	10.81%	8.51%	+2.30%
Volatility (1Y) Calculated over the trailing 1-year period	13.31%	11.78%	+1.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.06%	13.53%	+3.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.06%	13.53%	+3.53%

KOOL vs. RSBY - Expense Ratio Comparison

KOOL has a 0.94% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

KOOL vs. RSBY - Dividend Comparison

KOOL's dividend yield for the trailing twelve months is around 0.36%, less than RSBY's 1.74% yield.

Position	TTM	2025	2024
KOOL North Shore Equity Rotation ETF	0.36%	0.37%	0.56%
RSBY Return Stacked Bonds & Futures Yield ETF	1.74%	2.07%	2.29%

Frequently Asked Questions

Can I hold both KOOL and RSBY in my portfolio?

KOOL and RSBY have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KOOL or RSBY?

KOOL has higher volatility (4.63%) compared to RSBY (1.93%). In terms of maximum drawdown, KOOL dropped -20.46% vs RSBY's -23.32%.

Which ETF is better, KOOL or RSBY?

On 1-year performance, KOOL leads with 27.29% vs 20.17% for RSBY. On fees, KOOL is cheaper at 0.94% per year. On volatility, RSBY has been the lower-risk option at 1.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KOOL or RSBY?

Over the 1-year period, KOOL has performed better with a 27.29% return vs 20.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KOOL or RSBY?

KOOL is cheaper with a 0.94% expense ratio, compared with 0.98% for RSBY.

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

RSBY has the higher dividend yield at 1.74%, compared with 0.36% for KOOL.

What is the main difference between KOOL and RSBY?

KOOL is categorized as Large Cap Blend Equities, while RSBY is Multistrategy. They also come from different issuers: North Shore and Return Stacked. Their fees differ too: 0.94% for KOOL and 0.98% for RSBY.

Which has better risk-adjusted returns?

KOOL currently has the higher Sharpe Ratio (2.06 vs 1.72), 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.