RINT vs. DYLD

Last updated Jun 24, 2026

RINT (Russell Investments International Developed Equity ETF) and DYLD (LeaderShares Dynamic Yield ETF) are both exchange-traded funds - RINT is a Foreign Large Cap Equities fund actively managed by Russell, while DYLD is a Multisector Bonds fund actively managed by LeaderShares. Both are actively managed. Over the past year, RINT returned 22.58% vs 3.71% for DYLD. At a 0.42 correlation, their price movements are largely independent. RINT charges 0.49%/yr vs 0.75%/yr for DYLD.

Performance

RINT vs. DYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Equity ETF (RINT) and LeaderShares Dynamic Yield ETF (DYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RINT achieves a 8.14% return, which is significantly higher than DYLD's 1.07% return.

RINT

• 1D: -1.68%
• 1M: 0.42%
• YTD: 8.14%
• 6M: 8.01%
• 1Y: 22.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DYLD

• 1D: 0.01%
• 1M: 0.36%
• YTD: 1.07%
• 6M: 1.20%
• 1Y: 3.71%
• 3Y*: 4.43%
• 5Y*: —
• 10Y*: —

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

RINT vs. DYLD - Yearly Performance Comparison

	2026 (YTD)	2025
RINT Russell Investments International Developed Equity ETF	8.14%	15.69%
DYLD LeaderShares Dynamic Yield ETF	1.07%	3.54%

Correlation

The correlation between RINT and DYLD is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since May 14, 2025	0.42

Return for Risk

RINT vs. DYLD — Risk / Return Rank

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

RINT

RINT Risk / Return Rank: 46
RINT Sharpe Ratio Rank: 47
RINT Sortino Ratio Rank: 46
RINT Omega Ratio Rank: 46
RINT Calmar Ratio Rank: 42
RINT Martin Ratio Rank: 47

DYLD

DYLD Risk / Return Rank: 54
DYLD Sharpe Ratio Rank: 47
DYLD Sortino Ratio Rank: 50
DYLD Omega Ratio Rank: 50
DYLD Calmar Ratio Rank: 62
DYLD Martin Ratio Rank: 62

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.

RINT vs. DYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Equity ETF (RINT) and LeaderShares Dynamic Yield ETF (DYLD). 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.

	RINT	DYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.49	1.52	-0.04
Sortino ratio: Return per unit of downside risk	2.11	2.26	-0.14
Omega ratio: Gain probability vs. loss probability	1.27	1.29	-0.02
Calmar ratio: Return relative to maximum drawdown	1.90	2.82	-0.91
Martin ratio: Return relative to average drawdown	7.15	10.27	-3.12

RINT vs. DYLD - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.49, which is comparable to the DYLD Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of RINT and DYLD, 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

RINT vs. DYLD - Drawdown Comparison

The maximum RINT drawdown since its inception was -11.91%, smaller than the maximum DYLD drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for RINT and DYLD.

Drawdown Indicators

	RINT	DYLD	Difference
Max Drawdown Largest peak-to-trough decline	-11.91%	-15.03%	+3.12%
Max Drawdown (1Y) Largest decline over 1 year	-11.91%	-1.32%	-10.59%
Max Drawdown (3Y) Largest decline over 3 years	—	-3.40%	—
Current Drawdown Current decline from peak	-1.68%	-0.13%	-1.55%
Average Drawdown Average peak-to-trough decline	-1.78%	-5.12%	+3.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	0.36%	+2.80%

Volatility

RINT vs. DYLD - Volatility Comparison

Russell Investments International Developed Equity ETF (RINT) has a higher volatility of 4.85% compared to LeaderShares Dynamic Yield ETF (DYLD) at 0.48%. This indicates that RINT's price experiences larger fluctuations and is considered to be riskier than DYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RINT	DYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	0.48%	+4.37%
Volatility (6M) Calculated over the trailing 6-month period	13.03%	1.94%	+11.09%
Volatility (1Y) Calculated over the trailing 1-year period	15.27%	2.45%	+12.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.93%	4.37%	+10.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.93%	4.37%	+10.56%

RINT vs. DYLD - Expense Ratio Comparison

RINT has a 0.49% expense ratio, which is lower than DYLD's 0.75% expense ratio.

Dividends

RINT vs. DYLD - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.82%, less than DYLD's 4.33% yield.

Position	TTM	2025	2024	2023	2022	2021
DYLD LeaderShares Dynamic Yield ETF	4.33%	4.20%	4.58%	3.43%	1.54%	1.02%
RINT Russell Investments International Developed Equity ETF	0.82%	0.89%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RINT and DYLD in my portfolio?

RINT and DYLD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RINT or DYLD?

RINT has higher volatility (4.85%) compared to DYLD (0.48%). In terms of maximum drawdown, RINT dropped -11.91% vs DYLD's -15.03%.

Which ETF is better, RINT or DYLD?

On 1-year performance, RINT leads with 22.58% vs 3.71% for DYLD. On fees, RINT is cheaper at 0.49% per year. On volatility, DYLD has been the lower-risk option at 0.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RINT or DYLD?

Over the 1-year period, RINT has performed better with a 22.58% return vs 3.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RINT or DYLD?

RINT is cheaper with a 0.49% expense ratio, compared with 0.75% for DYLD.

Which ETF pays a higher dividend yield, RINT or DYLD?

DYLD has the higher dividend yield at 4.33%, compared with 0.82% for RINT.

What is the main difference between RINT and DYLD?

RINT is categorized as Foreign Large Cap Equities, while DYLD is Multisector Bonds. They also come from different issuers: Russell and LeaderShares. Their fees differ too: 0.49% for RINT and 0.75% for DYLD.

Which has better risk-adjusted returns?

DYLD currently has the higher Sharpe Ratio (1.52 vs 1.49), 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.