RSBT vs. RSST
Compare and contrast key facts about Return Stacked Bonds & Managed Futures ETF (RSBT) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST).
RSBT and RSST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSBT is an actively managed fund by Return Stacked. It was launched on Feb 7, 2023. RSST is an actively managed fund by Return Stacked. It was launched on Sep 5, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSBT or RSST.
Key characteristics
| RSBT | RSST | |
|---|---|---|
| YTD Return | -2.14% | 19.50% |
| 1Y Return | -0.01% | 26.93% |
| Sharpe Ratio | -0.02 | 1.16 |
| Sortino Ratio | 0.06 | 1.62 |
| Omega Ratio | 1.01 | 1.21 |
| Calmar Ratio | -0.02 | 1.47 |
| Martin Ratio | -0.06 | 4.19 |
| Ulcer Index | 4.98% | 6.36% |
| Daily Std Dev | 13.79% | 22.96% |
| Max Drawdown | -18.78% | -18.16% |
| Current Drawdown | -16.53% | -7.86% |
Correlation
The correlation between RSBT and RSST is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RSBT vs. RSST - Performance Comparison
In the year-to-date period, RSBT achieves a -2.14% return, which is significantly lower than RSST's 19.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RSBT vs. RSST - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is lower than RSST's 1.04% expense ratio.
Risk-Adjusted Performance
RSBT vs. RSST - 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 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.
Dividends
RSBT vs. RSST - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 2.43%, more than RSST's 0.78% yield.
| TTM | 2023 | |
|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 2.43% | 2.38% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.78% | 0.93% |
Drawdowns
RSBT vs. RSST - Drawdown Comparison
The maximum RSBT drawdown since its inception was -18.78%, roughly equal to the maximum RSST drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for RSBT and RSST. For additional features, visit the drawdowns tool.
Volatility
RSBT vs. RSST - Volatility Comparison
The current volatility for Return Stacked Bonds & Managed Futures ETF (RSBT) is 4.26%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 7.83%. This indicates that RSBT 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.