RSBY vs. DECM
RSBY (Return Stacked Bonds & Futures Yield ETF) and DECM (FT Vest U.S. Equity Max Buffer ETF - December) are both exchange-traded funds - RSBY is a Multistrategy fund actively managed by Return Stacked, while DECM is a Defined Outcome fund tracking the S&P 500. RSBY is actively managed, while DECM is passively managed. Over the past year, RSBY returned 12.59% vs 7.02% for DECM. Their -0.25 correlation means they have often moved in opposite directions in the past. RSBY charges 0.98%/yr vs 0.85%/yr for DECM.
Performance
RSBY vs. DECM - Performance Comparison
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Returns By Period
In the year-to-date period, RSBY achieves a 15.76% return, which is significantly higher than DECM's 3.22% return.
RSBY
- 1D
- -0.66%
- 1M
- -2.92%
- 6M
- 12.75%
- YTD
- 15.76%
- 1Y
- 12.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -3.73%
DECM
- 1D
- 0.21%
- 1M
- 0.53%
- 6M
- 2.77%
- YTD
- 3.22%
- 1Y
- 7.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.88K | $19.38K | $108.16K | |
| $290.19K | $414.45K | $303.00K |
RSBY vs. DECM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RSBY Return Stacked Bonds & Futures Yield ETF | 15.76% | -12.98% | 0.45% |
DECM FT Vest U.S. Equity Max Buffer ETF - December | 3.22% | 6.85% | -0.13% |
Correlation
The correlation between RSBY and DECM is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.32 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2024 | -0.25 |
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Return for Risk
RSBY vs. DECM — Risk / Return Rank
RSBY
DECM
RSBY vs. DECM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Futures Yield ETF (RSBY) and FT Vest U.S. Equity Max Buffer ETF - December (DECM). 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.
| RSBY | DECM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.59 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 3.95 | -2.30 |
| Martin ratioReturn relative to average drawdown | 3.71 | 20.19 | -16.47 |
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Drawdowns
RSBY vs. DECM - Drawdown Comparison
The maximum RSBY drawdown since its inception was -23.32%, which is greater than DECM's maximum drawdown of -3.00%. Use the drawdown chart below to compare losses from any high point for RSBY and DECM.
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Drawdown Indicators
| RSBY | DECM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.32% | -3.00% | -20.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -1.71% | -6.24% |
Current DrawdownCurrent decline from peak | -8.64% | 0.00% | -8.64% |
Average DrawdownAverage peak-to-trough decline | -13.14% | -0.35% | -12.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 0.33% | +3.18% |
Volatility
RSBY vs. DECM - Volatility Comparison
Return Stacked Bonds & Futures Yield ETF (RSBY) has a higher volatility of 2.93% compared to FT Vest U.S. Equity Max Buffer ETF - December (DECM) at 0.58%. This indicates that RSBY's price experiences larger fluctuations and is considered to be riskier than DECM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSBY | DECM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 0.58% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 1.92% | +6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 2.40% | +8.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.25% | 2.91% | +10.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 2.91% | +10.34% |
RSBY vs. DECM - Expense Ratio Comparison
RSBY has a 0.98% expense ratio, which is higher than DECM's 0.85% expense ratio.
Dividends
RSBY vs. DECM - Dividend Comparison
RSBY's dividend yield for the trailing twelve months is around 1.79%, while DECM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
DECM FT Vest U.S. Equity Max Buffer ETF - December | 0.00% | 0.00% | 0.00% |
RSBY Return Stacked Bonds & Futures Yield ETF | 1.79% | 2.07% | 2.29% |
Frequently Asked Questions
RSBY and DECM have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSBY has higher volatility (2.93%) compared to DECM (0.58%). In terms of maximum drawdown, RSBY dropped -23.32% vs DECM's -3.00%.
On 1-year performance, RSBY leads with 12.59% vs 7.02% for DECM. On fees, DECM is cheaper at 0.85% per year. On volatility, DECM has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSBY has performed better with a 12.59% return vs 7.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DECM is cheaper with a 0.85% expense ratio, compared with 0.98% for RSBY.
RSBY has the higher dividend yield at 1.79%, compared with 0.00% for DECM.
RSBY is categorized as Multistrategy, while DECM is Defined Outcome. They also come from different issuers: Return Stacked and FT Vest. Their fees differ too: 0.98% for RSBY and 0.85% for DECM.
DECM currently has the higher Sharpe Ratio (2.81 vs 1.15), 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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