RGBM.TO vs. RSST
RGBM.TO (Return Stacked Global Balanced & Macro ETF) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - RGBM.TO is a Multistrategy fund actively managed by Return Stacked, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. Both are actively managed. Over the past year, RGBM.TO returned 26.64% vs 43.53% for RSST. At a 0.20 correlation, their price movements are largely independent. RGBM.TO charges 0.85%/yr vs 0.99%/yr for RSST.
Performance
RGBM.TO vs. RSST - Performance Comparison
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Different Trading Currencies
RGBM.TO is traded in CAD, while RSST is traded in USD. To make them comparable, the RSST values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RGBM.TO achieves a 17.39% return, which is significantly lower than RSST's 21.09% return.
RGBM.TO
- 1D
- 0.21%
- 1M
- -0.72%
- 6M
- 15.87%
- YTD
- 17.39%
- 1Y
- 26.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.80%
RSST
- 1D
- 2.49%
- 1M
- 1.08%
- 6M
- 17.37%
- YTD
- 21.09%
- 1Y
- 43.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.58%
RGBM.TO vs. RSST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RGBM.TO Return Stacked Global Balanced & Macro ETF | 17.39% | -2.43% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 21.09% | 11.34% |
Correlation
The correlation between RGBM.TO and RSST is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.20 |
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Return for Risk
RGBM.TO vs. RSST — Risk / Return Rank
RGBM.TO
RSST
RGBM.TO vs. RSST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Balanced & Macro ETF (RGBM.TO) 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.
| RGBM.TO | RSST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.31 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 4.46 | -0.13 |
| Martin ratioReturn relative to average drawdown | 10.97 | 12.90 | -1.93 |
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Drawdowns
RGBM.TO vs. RSST - Drawdown Comparison
The maximum RGBM.TO drawdown since its inception was -15.89%, smaller than the maximum RSST drawdown of -29.32%. Use the drawdown chart below to compare losses from any high point for RGBM.TO and RSST.
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Drawdown Indicators
| RGBM.TO | RSST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.89% | -29.32% | +13.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -9.82% | +3.63% |
Current DrawdownCurrent decline from peak | -2.01% | -2.27% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -5.48% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 3.38% | -0.95% |
Volatility
RGBM.TO vs. RSST - Volatility Comparison
The current volatility for Return Stacked Global Balanced & Macro ETF (RGBM.TO) is 3.80%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 5.55%. This indicates that RGBM.TO 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.
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Volatility by Period
| RGBM.TO | RSST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 5.55% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 17.45% | -10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.62% | 23.74% | -13.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.80% | 24.84% | -12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.80% | 24.84% | -12.04% |
RGBM.TO vs. RSST - Expense Ratio Comparison
RGBM.TO has a 0.85% expense ratio, which is lower than RSST's 0.99% expense ratio.
Dividends
RGBM.TO vs. RSST - Dividend Comparison
RGBM.TO has not paid dividends to shareholders, while RSST's dividend yield for the trailing twelve months is around 0.95%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
RGBM.TO Return Stacked Global Balanced & Macro ETF | 0.00% | 0.00% | 0.00% | 0.00% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.95% | 1.12% | 0.09% | 0.93% |
Frequently Asked Questions
RGBM.TO and RSST have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RGBM.TO is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RGBM.TO is cheaper with a 0.85% expense ratio, compared with 0.99% for RSST.
RGBM.TO is categorized as Multistrategy, while RSST is Large Cap Blend Equities. Their fees differ too: 0.85% for RGBM.TO and 0.99% for RSST.
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