MOOD vs. RSST

Last updated Jun 9, 2026

MOOD (Relative Sentiment Tactical Allocation ETF) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - MOOD is a Tactical Allocation fund actively managed by Relative Sentiment, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. Both are actively managed. Over the past year, MOOD returned 33.33% vs 47.84% for RSST. A 0.70 correlation means they provide meaningful diversification when combined. MOOD charges 0.68%/yr vs 1.04%/yr for RSST.

Performance

MOOD vs. RSST - Performance Comparison

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

Returns By Period

In the year-to-date period, MOOD achieves a 12.64% return, which is significantly lower than RSST's 15.10% return.

MOOD

• 1D: 0.40%
• 1M: -0.30%
• YTD: 12.64%
• 6M: 14.97%
• 1Y: 33.33%
• 3Y*: 19.89%
• 5Y*: —
• 10Y*: —

RSST

• 1D: 1.18%
• 1M: -1.24%
• YTD: 15.10%
• 6M: 18.35%
• 1Y: 47.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MOOD vs. RSST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MOOD Relative Sentiment Tactical Allocation ETF	12.64%	30.39%	12.53%	4.46%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	15.10%	19.91%	18.37%	1.56%

Correlation

The correlation between MOOD and RSST is 0.79, 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	0.79
Correlation (All Time) Calculated using the full available price history since Sep 7, 2023	0.70

The correlation between MOOD and RSST has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

MOOD vs. RSST - Sectors Allocation Comparison

Sectors	MOOD	RSST
Technology	27.6%	30.7%
Financial Services	15.7%	14.6%
Industrials	12.6%	8.8%
Consumer Cyclical	9.5%	9.2%
Healthcare	8.4%	8.2%
Communication Services	7.9%	9.6%
Consumer Defensive	5.1%	6.0%
Basic Materials	4.4%	3.4%
Energy	3.7%	5.4%
Utilities	2.7%	2.7%
Real Estate	2.5%	1.6%

Return for Risk

MOOD vs. RSST — Risk / Return Rank

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

MOOD

MOOD Risk / Return Rank: 74
MOOD Sharpe Ratio Rank: 81
MOOD Sortino Ratio Rank: 67
MOOD Omega Ratio Rank: 84
MOOD Calmar Ratio Rank: 75
MOOD Martin Ratio Rank: 65

RSST

RSST Risk / Return Rank: 72
RSST Sharpe Ratio Rank: 71
RSST Sortino Ratio Rank: 58
RSST Omega Ratio Rank: 66
RSST Calmar Ratio Rank: 84
RSST Martin Ratio Rank: 80

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.

MOOD vs. RSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Relative Sentiment Tactical Allocation ETF (MOOD) 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.

	MOOD	RSST	Difference
Sharpe ratio: Return per unit of total volatility	2.34	2.08	+0.26
Sortino ratio: Return per unit of downside risk	2.76	2.48	+0.28
Omega ratio: Gain probability vs. loss probability	1.46	1.36	+0.10
Calmar ratio: Return relative to maximum drawdown	3.45	4.11	-0.66
Martin ratio: Return relative to average drawdown	10.67	14.27	-3.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MOOD vs. RSST - Sharpe Ratio Comparison

The current MOOD Sharpe Ratio is 2.34, which is comparable to the RSST Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of MOOD and RSST, 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

	MOOD	RSST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	2.08	+0.26
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	0.83	+0.48

Drawdowns

MOOD vs. RSST - Drawdown Comparison

The maximum MOOD drawdown since its inception was -14.34%, smaller than the maximum RSST drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for MOOD and RSST.

Drawdown Indicators

	MOOD	RSST	Difference
Max Drawdown Largest peak-to-trough decline	-14.34%	-30.80%	+16.46%
Max Drawdown (1Y) Largest decline over 1 year	-9.71%	-11.71%	+2.00%
Max Drawdown (3Y) Largest decline over 3 years	-9.71%	—	—
Current Drawdown Current decline from peak	-2.14%	-6.13%	+3.99%
Average Drawdown Average peak-to-trough decline	-2.32%	-6.02%	+3.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	3.36%	-0.23%

Volatility

MOOD vs. RSST - Volatility Comparison

The current volatility for Relative Sentiment Tactical Allocation ETF (MOOD) is 3.59%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 8.19%. This indicates that MOOD experiences smaller price fluctuations and is considered to be less risky than RSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MOOD	RSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.59%	8.19%	-4.60%
Volatility (6M) Calculated over the trailing 6-month period	12.55%	16.86%	-4.31%
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	23.18%	-8.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.10%	24.45%	-12.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.10%	24.45%	-12.35%

MOOD vs. RSST - Expense Ratio Comparison

MOOD has a 0.68% expense ratio, which is lower than RSST's 1.04% expense ratio.

Dividends

MOOD vs. RSST - Dividend Comparison

MOOD's dividend yield for the trailing twelve months is around 0.36%, less than RSST's 0.98% yield.

Position	TTM	2025	2024	2023	2022
MOOD Relative Sentiment Tactical Allocation ETF	0.36%	0.40%	1.33%	1.34%	1.43%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.98%	1.12%	0.09%	0.93%	0.00%

Frequently Asked Questions

Can I hold both MOOD and RSST in my portfolio?

MOOD and RSST have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MOOD or RSST?

RSST has higher volatility (8.19%) compared to MOOD (3.59%). In terms of maximum drawdown, MOOD dropped -14.34% vs RSST's -30.80%.

Which ETF is better, MOOD or RSST?

On 1-year performance, RSST leads with 47.84% vs 33.33% for MOOD. On fees, MOOD is cheaper at 0.68% per year. On volatility, MOOD has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MOOD or RSST?

Over the 1-year period, RSST has performed better with a 47.84% return vs 33.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MOOD or RSST?

MOOD is cheaper with a 0.68% expense ratio, compared with 1.04% for RSST.

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

RSST has the higher dividend yield at 0.98%, compared with 0.36% for MOOD.

What is the main difference between MOOD and RSST?

MOOD is categorized as Tactical Allocation, while RSST is Large Cap Blend Equities. They also come from different issuers: Relative Sentiment and Return Stacked. Their fees differ too: 0.68% for MOOD and 1.04% for RSST.

Which has better risk-adjusted returns?

MOOD currently has the higher Sharpe Ratio (2.34 vs 2.08), 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.