RSBY vs. ALLW

Last updated Apr 1, 2026

Compare and contrast key facts about Return Stacked Bonds & Futures Yield ETF (RSBY) and SPDR Bridgewater All Weather ETF (ALLW).

RSBY and ALLW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSBY is an actively managed fund by Return Stacked. It was launched on Aug 20, 2024. ALLW is an actively managed fund by State Street. It was launched on Mar 5, 2025.

Performance

RSBY vs. ALLW - Performance Comparison

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

RSBY vs. ALLW - Yearly Performance Comparison

	2026 (YTD)	2025
RSBY Return Stacked Bonds & Futures Yield ETF	20.80%	-5.19%
ALLW SPDR Bridgewater All Weather ETF	4.95%	15.04%

Returns By Period

In the year-to-date period, RSBY achieves a 20.80% return, which is significantly higher than ALLW's 4.95% return.

RSBY

• 1D: -1.39%
• 1M: 10.18%
• YTD: 20.80%
• 6M: 16.01%
• 1Y: 11.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ALLW

• 1D: 1.98%
• 1M: -4.28%
• YTD: 4.95%
• 6M: 8.24%
• 1Y: 19.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSBY vs. ALLW - Expense Ratio Comparison

RSBY has a 0.98% expense ratio, which is higher than ALLW's 0.85% expense ratio.

RSBY

Return Stacked Bonds & Futures Yield ETF

ALLW

SPDR Bridgewater All Weather ETF

Return for Risk

RSBY vs. ALLW — Risk / Return Rank

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

RSBY

RSBY Risk / Return Rank: 40
RSBY Sharpe Ratio Rank: 46
RSBY Sortino Ratio Rank: 45
RSBY Omega Ratio Rank: 37
RSBY Calmar Ratio Rank: 46
RSBY Martin Ratio Rank: 26

ALLW

ALLW Risk / Return Rank: 84
ALLW Sharpe Ratio Rank: 83
ALLW Sortino Ratio Rank: 82
ALLW Omega Ratio Rank: 83
ALLW Calmar Ratio Rank: 84
ALLW Martin Ratio Rank: 88

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.

RSBY vs. ALLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Futures Yield ETF (RSBY) and SPDR Bridgewater All Weather ETF (ALLW). 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.

	RSBY	ALLW	Difference
Sharpe ratio Return per unit of total volatility	0.87	1.53	-0.67
Sortino ratio Return per unit of downside risk	1.26	2.06	-0.81
Omega ratio Gain probability vs. loss probability	1.15	1.31	-0.16
Calmar ratio Return relative to maximum drawdown	1.23	2.34	-1.11
Martin ratio Return relative to average drawdown	2.16	10.17	-8.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSBY vs. ALLW - Sharpe Ratio Comparison

The current RSBY Sharpe Ratio is 0.87, which is lower than the ALLW Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of RSBY and ALLW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RSBY	ALLW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	1.53	-0.67
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	1.51	-1.66

Correlation

The correlation between RSBY and ALLW is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

RSBY vs. ALLW - Dividend Comparison

RSBY's dividend yield for the trailing twelve months is around 1.71%, less than ALLW's 4.45% yield.

	TTM	2025	2024
RSBY Return Stacked Bonds & Futures Yield ETF	1.71%	2.07%	2.29%
ALLW SPDR Bridgewater All Weather ETF	4.45%	4.67%	0.00%

Drawdowns

RSBY vs. ALLW - Drawdown Comparison

The maximum RSBY drawdown since its inception was -23.32%, which is greater than ALLW's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for RSBY and ALLW.

Drawdown Indicators

	RSBY	ALLW	Difference
Max Drawdown Largest peak-to-trough decline	-23.32%	-8.78%	-14.54%
Max Drawdown (1Y) Largest decline over 1 year	-11.02%	-8.78%	-2.24%
Current Drawdown Current decline from peak	-4.66%	-4.28%	-0.38%
Average Drawdown Average peak-to-trough decline	-14.72%	-1.18%	-13.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.24%	2.02%	+4.22%

Volatility

RSBY vs. ALLW - Volatility Comparison

The current volatility for Return Stacked Bonds & Futures Yield ETF (RSBY) is 5.08%, while SPDR Bridgewater All Weather ETF (ALLW) has a volatility of 5.41%. This indicates that RSBY experiences smaller price fluctuations and is considered to be less risky than ALLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSBY	ALLW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	5.41%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	9.13%	8.56%	+0.57%
Volatility (1Y) Calculated over the trailing 1-year period	13.30%	13.08%	+0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.94%	12.83%	+1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.94%	12.83%	+1.11%