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RSBT vs. RSSB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSBT and RSSB is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

RSBT vs. RSSB - 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 Global Stocks & Bonds ETF (RSSB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

RSBT:

16.07%

RSSB:

13.00%

Max Drawdown

RSBT:

-1.47%

RSSB:

-0.84%

Current Drawdown

RSBT:

-1.00%

RSSB:

-0.04%

Returns By Period


RSBT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

RSSB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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RSBT vs. RSSB - Expense Ratio Comparison

RSBT has a 0.97% expense ratio, which is higher than RSSB's 0.41% expense ratio.


Risk-Adjusted Performance

RSBT vs. RSSB — Risk-Adjusted Performance Rank

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

RSBT
The Risk-Adjusted Performance Rank of RSBT is 11
Overall Rank
The Sharpe Ratio Rank of RSBT is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of RSBT is 11
Sortino Ratio Rank
The Omega Ratio Rank of RSBT is 11
Omega Ratio Rank
The Calmar Ratio Rank of RSBT is 22
Calmar Ratio Rank
The Martin Ratio Rank of RSBT is 33
Martin Ratio Rank

RSSB
The Risk-Adjusted Performance Rank of RSSB is 6666
Overall Rank
The Sharpe Ratio Rank of RSSB is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of RSSB is 6363
Sortino Ratio Rank
The Omega Ratio Rank of RSSB is 6262
Omega Ratio Rank
The Calmar Ratio Rank of RSSB is 7272
Calmar Ratio Rank
The Martin Ratio Rank of RSSB is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RSBT vs. RSSB - Risk-Adjusted Performance Comparison

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



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Dividends

RSBT vs. RSSB - Dividend Comparison

RSBT has not paid dividends to shareholders, while RSSB's dividend yield for the trailing twelve months is around 1.22%.


Drawdowns

RSBT vs. RSSB - Drawdown Comparison

The maximum RSBT drawdown since its inception was -1.47%, which is greater than RSSB's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for RSBT and RSSB. For additional features, visit the drawdowns tool.


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Volatility

RSBT vs. RSSB - Volatility Comparison


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