QB vs. RSDE

Last updated Aug 5, 2026

QB (ProShares Nasdaq-100 Dynamic Daily Buffer ETF) and RSDE (FT Vest U.S. Equity Equal Weight Buffer ETF - December) are both Defined Outcome funds - QB tracks the Nasdaq-100 while RSDE tracks the S&P 500 Equal Weight. Both are passively managed. Over the past year, QB returned 22.04% vs 14.06% for RSDE. Their 0.49 correlation means their historical movements had little consistent relationship. QB charges 0.58%/yr vs 0.85%/yr for RSDE.

Performance

QB vs. RSDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) and FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QB achieves a 15.61% return, which is significantly higher than RSDE's 9.58% return.

QB

• 1D: 0.85%
• 1M: 4.09%
• 6M: 15.00%
• YTD: 15.61%
• 1Y: 22.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.28%

RSDE

• 1D: 0.51%
• 1M: 1.48%
• 6M: 7.11%
• YTD: 9.58%
• 1Y: 14.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.85%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF	$54.67K	$35.27K	$152.35K
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	$185.43K	$1.85M	$1.12M

QB vs. RSDE - Yearly Performance Comparison

	2026 (YTD)	2025
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF	15.61%	6.10%
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	9.58%	6.03%

Correlation

The correlation between QB and RSDE is 0.50, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.50
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.49

Return for Risk

QB vs. RSDE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QB

QB Risk / Return Rank: 96
QB Sharpe Ratio Rank: 95
QB Sortino Ratio Rank: 96
QB Omega Ratio Rank: 97
QB Calmar Ratio Rank: 96
QB Martin Ratio Rank: 97

RSDE

RSDE Risk / Return Rank: 73
RSDE Sharpe Ratio Rank: 70
RSDE Sortino Ratio Rank: 74
RSDE Omega Ratio Rank: 72
RSDE Calmar Ratio Rank: 74
RSDE Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QB vs. RSDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) and FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE). 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.

	QB	RSDE	Difference
Sharpe ratio: Return per unit of total volatility	3.05	1.84	+1.21
Sortino ratio: Return per unit of downside risk	4.54	2.68	+1.86
Omega ratio: Gain probability vs. loss probability	1.73	1.34	+0.39
Calmar ratio: Return relative to maximum drawdown	6.37	2.92	+3.45
Martin ratio: Return relative to average drawdown	30.57	10.91	+19.66

QB vs. RSDE - Sharpe Ratio Comparison

The current QB Sharpe Ratio is 3.05, which is higher than the RSDE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of QB and RSDE, 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

QB vs. RSDE - Drawdown Comparison

The maximum QB drawdown since its inception was -3.47%, smaller than the maximum RSDE drawdown of -10.77%. Use the drawdown chart below to compare losses from any high point for QB and RSDE.

Drawdown Indicators

	QB	RSDE	Difference
Max Drawdown Largest peak-to-trough decline	-3.47%	-10.77%	+7.30%
Max Drawdown (1Y) Largest decline over 1 year	-3.47%	-4.83%	+1.36%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.41%	-1.17%	+0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.72%	1.29%	-0.57%

Volatility

QB vs. RSDE - Volatility Comparison

ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) has a higher volatility of 2.40% compared to FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) at 1.34%. This indicates that QB's price experiences larger fluctuations and is considered to be riskier than RSDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QB	RSDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.40%	1.34%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	6.11%	4.85%	+1.26%
Volatility (1Y) Calculated over the trailing 1-year period	7.29%	7.71%	-0.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.05%	10.58%	-3.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.05%	10.58%	-3.53%

QB vs. RSDE - Expense Ratio Comparison

QB has a 0.58% expense ratio, which is lower than RSDE's 0.85% expense ratio.

Dividends

QB vs. RSDE - Dividend Comparison

QB's dividend yield for the trailing twelve months is around 0.75%, while RSDE has not paid dividends to shareholders.

Position	TTM	2025
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF	0.75%	0.48%
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	0.00%	0.00%

Frequently Asked Questions

Can I hold both QB and RSDE in my portfolio?

QB and RSDE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QB or RSDE?

QB has higher volatility (2.40%) compared to RSDE (1.34%). In terms of maximum drawdown, QB dropped -3.47% vs RSDE's -10.77%.

Which ETF is better, QB or RSDE?

On 1-year performance, QB leads with 22.04% vs 14.06% for RSDE. On fees, QB is cheaper at 0.58% per year. On volatility, RSDE has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QB or RSDE?

Over the 1-year period, QB has performed better with a 22.04% return vs 14.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QB or RSDE?

QB is cheaper with a 0.58% expense ratio, compared with 0.85% for RSDE.

Which ETF pays a higher dividend yield, QB or RSDE?

QB has the higher dividend yield at 0.75%, compared with 0.00% for RSDE.

What is the main difference between QB and RSDE?

QB tracks Nasdaq-100, while RSDE tracks S&P 500 Equal Weight. They also come from different issuers: ProShares and FT Vest. Their fees differ too: 0.58% for QB and 0.85% for RSDE.

Which has better risk-adjusted returns?

QB currently has the higher Sharpe Ratio (3.05 vs 1.84), 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.