RSBT vs. REET
RSBT (Return Stacked Bonds & Managed Futures ETF) and REET (iShares Global REIT ETF) are both exchange-traded funds - RSBT is a Nontraditional Bonds fund actively managed by Return Stacked, while REET is a REIT fund tracking the FTSE EPRA/NAREIT Global REIT Index. RSBT is actively managed, while REET is passively managed. Over the past 3 years, RSBT returned 3.21%/yr vs 10.34%/yr for REET. At a 0.27 correlation, their price movements are largely independent. RSBT charges 0.97%/yr vs 0.14%/yr for REET.
Performance
RSBT vs. REET - Performance Comparison
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Returns By Period
In the year-to-date period, RSBT achieves a 6.42% return, which is significantly lower than REET's 12.42% return.
RSBT
- 1D
- 0.37%
- 1M
- -3.00%
- YTD
- 6.42%
- 6M
- 8.27%
- 1Y
- 23.51%
- 3Y*
- 3.21%
- 5Y*
- —
- 10Y*
- —
REET
- 1D
- 0.76%
- 1M
- 2.38%
- YTD
- 12.42%
- 6M
- 13.41%
- 1Y
- 16.15%
- 3Y*
- 10.34%
- 5Y*
- 2.51%
- 10Y*
- 4.50%
RSBT vs. REET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 6.42% | 10.31% | -2.90% | -11.85% |
REET iShares Global REIT ETF | 12.42% | 7.97% | 2.65% | 0.74% |
Correlation
The correlation between RSBT and REET is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2023 | 0.27 |
The correlation between RSBT and REET shifts across timeframes, from 0.27 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RSBT vs. REET — Risk / Return Rank
RSBT
REET
RSBT vs. REET - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) and iShares Global REIT ETF (REET). 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.
| RSBT | REET | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 1.67 | +1.86 |
| Martin ratioReturn relative to average drawdown | 9.11 | 6.00 | +3.12 |
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Drawdowns
RSBT vs. REET - Drawdown Comparison
The maximum RSBT drawdown since its inception was -23.60%, smaller than the maximum REET drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for RSBT and REET.
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Drawdown Indicators
| RSBT | REET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.60% | -44.59% | +20.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -9.04% | +2.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.98% | -18.02% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.59% | — |
Current DrawdownCurrent decline from peak | -3.83% | 0.00% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -12.55% | -9.76% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.52% | -0.07% |
Volatility
RSBT vs. REET - Volatility Comparison
Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 5.71% compared to iShares Global REIT ETF (REET) at 4.16%. This indicates that RSBT's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSBT | REET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 4.16% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 9.07% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.74% | 12.31% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 16.97% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 18.85% | -4.97% |
RSBT vs. REET - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is higher than REET's 0.14% expense ratio.
Dividends
RSBT vs. REET - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 3.01%, less than REET's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 3.29% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
RSBT Return Stacked Bonds & Managed Futures ETF | 3.01% | 3.20% | 0.00% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RSBT and REET have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSBT has higher volatility (5.71%) compared to REET (4.16%). In terms of maximum drawdown, RSBT dropped -23.60% vs REET's -44.59%.
On 3-year performance, REET leads with 10.34% vs 3.21% for RSBT. On fees, REET is cheaper at 0.14% per year. On volatility, REET has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, REET has performed better with a 10.34% return vs 3.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
REET is cheaper with a 0.14% expense ratio, compared with 0.97% for RSBT.
REET has the higher dividend yield at 3.29%, compared with 3.01% for RSBT.
RSBT is categorized as Nontraditional Bonds, while REET is REIT. They also come from different issuers: Return Stacked and iShares. Their fees differ too: 0.97% for RSBT and 0.14% for REET.
RSBT currently has the higher Sharpe Ratio (1.52 vs 1.23), 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.
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