RSBT vs. RSBY

Last updated Jun 5, 2026

RSBT (Return Stacked Bonds & Managed Futures ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - RSBT is a Nontraditional Bonds fund actively managed by Return Stacked, while RSBY is a Multistrategy fund actively managed by Return Stacked. Both are actively managed. Over the past year, RSBT returned 27.18% vs 19.48% for RSBY. At a 0.06 correlation, their price movements are largely independent. RSBT charges 0.97%/yr vs 0.98%/yr for RSBY.

Performance

RSBT vs. RSBY - Performance Comparison

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

Returns By Period

In the year-to-date period, RSBT achieves a 10.27% return, which is significantly lower than RSBY's 18.82% return.

RSBT

• 1D: -0.20%
• 1M: 2.76%
• YTD: 10.27%
• 6M: 12.25%
• 1Y: 27.18%
• 3Y*: 4.88%
• 5Y*: —
• 10Y*: —

RSBY

• 1D: -0.14%
• 1M: -2.40%
• YTD: 18.82%
• 6M: 15.13%
• 1Y: 19.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSBT vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSBT Return Stacked Bonds & Managed Futures ETF	10.27%	10.31%	-7.28%
RSBY Return Stacked Bonds & Futures Yield ETF	18.82%	-12.98%	-7.90%

Correlation

The correlation between RSBT and RSBY is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024	0.06

RSBT vs. RSBY - Sectors Allocation Comparison

Sectors	RSBT	RSBY
Financial Services	184.1%	0.2%
Basic Materials	-	1.1%
Communication Services	-	15.8%
Consumer Cyclical	-	12.2%
Consumer Defensive	-	7.7%
Energy	-	0.6%
Healthcare	-	4.2%
Industrials	-	3.1%
Real Estate	-	0.1%
Technology	-	53.7%
Utilities	-	1.4%

Return for Risk

RSBT vs. RSBY — Risk / Return Rank

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

RSBT

RSBT Risk / Return Rank: 64
RSBT Sharpe Ratio Rank: 59
RSBT Sortino Ratio Rank: 54
RSBT Omega Ratio Rank: 60
RSBT Calmar Ratio Rank: 82
RSBT Martin Ratio Rank: 64

RSBY

RSBY Risk / Return Rank: 47
RSBY Sharpe Ratio Rank: 48
RSBY Sortino Ratio Rank: 50
RSBY Omega Ratio Rank: 46
RSBY Calmar Ratio Rank: 50
RSBY Martin Ratio Rank: 38

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.

RSBT vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) 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.

	RSBT	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	1.96	1.66	+0.30
Sortino ratio: Return per unit of downside risk	2.56	2.43	+0.13
Omega ratio: Gain probability vs. loss probability	1.36	1.29	+0.07
Calmar ratio: Return relative to maximum drawdown	4.32	2.46	+1.85
Martin ratio: Return relative to average drawdown	11.55	5.76	+5.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSBT vs. RSBY - Sharpe Ratio Comparison

The current RSBT Sharpe Ratio is 1.96, which is comparable to the RSBY Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of RSBT and RSBY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSBT	RSBY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	1.66	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	-0.20	+0.29

Drawdowns

RSBT vs. RSBY - Drawdown Comparison

The maximum RSBT drawdown since its inception was -23.60%, roughly equal to the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for RSBT and RSBY.

Drawdown Indicators

	RSBT	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-23.60%	-23.32%	-0.28%
Max Drawdown (1Y) Largest decline over 1 year	-6.33%	-7.95%	+1.62%
Max Drawdown (3Y) Largest decline over 3 years	-18.98%	—	—
Current Drawdown Current decline from peak	-0.35%	-6.22%	+5.87%
Average Drawdown Average peak-to-trough decline	-12.62%	-13.77%	+1.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	3.39%	-1.03%

Volatility

RSBT vs. RSBY - Volatility Comparison

Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 3.09% compared to Return Stacked Bonds & Futures Yield ETF (RSBY) at 2.10%. This indicates that RSBT's price experiences larger fluctuations and is considered to be riskier than RSBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSBT	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.09%	2.10%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	8.52%	+1.45%
Volatility (1Y) Calculated over the trailing 1-year period	13.99%	11.80%	+2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.68%	13.54%	+0.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.68%	13.54%	+0.14%

RSBT vs. RSBY - Expense Ratio Comparison

RSBT has a 0.97% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

RSBT vs. RSBY - Dividend Comparison

RSBT's dividend yield for the trailing twelve months is around 2.90%, more than RSBY's 1.74% yield.

Position	TTM	2025	2024	2023
RSBT Return Stacked Bonds & Managed Futures ETF	2.90%	3.20%	0.00%	2.38%
RSBY Return Stacked Bonds & Futures Yield ETF	1.74%	2.07%	2.29%	0.00%

Frequently Asked Questions

Can I hold both RSBT and RSBY in my portfolio?

RSBT and RSBY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSBT or RSBY?

RSBT has higher volatility (3.09%) compared to RSBY (2.10%). In terms of maximum drawdown, RSBT dropped -23.60% vs RSBY's -23.32%.

Which ETF is better, RSBT or RSBY?

On 1-year performance, RSBT leads with 27.18% vs 19.48% for RSBY. On fees, RSBT is cheaper at 0.97% per year. On volatility, RSBY has been the lower-risk option at 2.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSBT or RSBY?

Over the 1-year period, RSBT has performed better with a 27.18% return vs 19.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSBT or RSBY?

RSBT is cheaper with a 0.97% expense ratio, compared with 0.98% for RSBY.

Which ETF pays a higher dividend yield, RSBT or RSBY?

RSBT has the higher dividend yield at 2.90%, compared with 1.74% for RSBY.

What is the main difference between RSBT and RSBY?

RSBT is categorized as Nontraditional Bonds, while RSBY is Multistrategy. Their fees differ too: 0.97% for RSBT and 0.98% for RSBY.

Which has better risk-adjusted returns?

RSBT currently has the higher Sharpe Ratio (1.96 vs 1.66), 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.