PortfoliosLab logoPortfoliosLab logo
QALT vs. RSBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QALT vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI DBi Multi-Strategy Alternative ETF (QALT) and Return Stacked Bonds & Futures Yield ETF (RSBY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

Returns By Period

In the year-to-date period, QALT achieves a 2.22% return, which is significantly lower than RSBY's 19.11% return.


QALT

1D
0.04%
1M
0.05%
YTD
2.22%
6M
4.62%
1Y
3Y*
5Y*
10Y*

RSBY

1D
-0.94%
1M
-2.03%
YTD
19.11%
6M
11.38%
1Y
18.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QALT vs. RSBY - Yearly Performance Comparison


Correlation

The correlation between QALT 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 (All Time)
Calculated using the full available price history since Aug 26, 2025

-0.20

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QALT vs. RSBY — Risk / Return Rank

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

QALT

RSBY
RSBY Risk / Return Rank: 3131
Overall Rank
RSBY Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
RSBY Sortino Ratio Rank: 3232
Sortino Ratio Rank
RSBY Omega Ratio Rank: 2929
Omega Ratio Rank
RSBY Calmar Ratio Rank: 3636
Calmar Ratio Rank
RSBY Martin Ratio Rank: 2727
Martin Ratio Rank
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.

QALT vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI DBi Multi-Strategy Alternative ETF (QALT) 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.


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

QALT vs. RSBY - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


QALTRSBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

-0.20

+1.62

Drawdowns

QALT vs. RSBY - Drawdown Comparison

The maximum QALT drawdown since its inception was -4.85%, smaller than the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for QALT and RSBY.


Loading graphics...

Drawdown Indicators


QALTRSBYDifference

Max Drawdown

Largest peak-to-trough decline

-4.85%

-23.32%

+18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

Current Drawdown

Current decline from peak

-4.03%

-5.99%

+1.96%

Average Drawdown

Average peak-to-trough decline

-1.17%

-14.43%

+13.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

Volatility

QALT vs. RSBY - Volatility Comparison


Loading graphics...

Volatility by Period


QALTRSBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

8.18%

12.33%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

13.95%

-5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

13.95%

-5.77%

QALT vs. RSBY - Expense Ratio Comparison

QALT has a 0.80% expense ratio, which is lower than RSBY's 0.98% expense ratio.


Dividends

QALT vs. RSBY - Dividend Comparison

QALT's dividend yield for the trailing twelve months is around 5.67%, more than RSBY's 1.74% yield.