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RSBY vs. IALT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSBY vs. IALT - Performance Comparison

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

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Returns By Period

In the year-to-date period, RSBY achieves a 18.82% return, which is significantly higher than IALT's 12.03% return.


RSBY

1D
0.44%
1M
1.04%
YTD
18.82%
6M
18.84%
1Y
15.73%
3Y*
5Y*
10Y*

IALT

1D
-0.32%
1M
0.62%
YTD
12.03%
6M
12.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSBY vs. IALT - Yearly Performance Comparison


Correlation

The correlation between RSBY and IALT is -0.03, 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 (All Time)
Calculated using the full available price history since Dec 10, 2025

-0.03

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Return for Risk

RSBY vs. IALT — Risk / Return Rank

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

RSBY
RSBY Risk / Return Rank: 4040
Overall Rank
RSBY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RSBY Sortino Ratio Rank: 4343
Sortino Ratio Rank
RSBY Omega Ratio Rank: 3939
Omega Ratio Rank
RSBY Calmar Ratio Rank: 4343
Calmar Ratio Rank
RSBY Martin Ratio Rank: 3333
Martin Ratio Rank

IALT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IALT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Futures Yield ETF (RSBY) and iShares Systematic Alternatives Active ETF (IALT). 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.


RSBYIALTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.99

Martin ratioReturn relative to average drawdown

4.73

RSBY vs. IALT - Sharpe Ratio Comparison


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Drawdowns

RSBY vs. IALT - Drawdown Comparison

The maximum RSBY drawdown since its inception was -23.32%, which is greater than IALT's maximum drawdown of -2.27%. Use the drawdown chart below to compare losses from any high point for RSBY and IALT.


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Drawdown Indicators


RSBYIALTDifference

Max Drawdown

Largest peak-to-trough decline

-23.32%

-2.27%

-21.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

Current Drawdown

Current decline from peak

-6.22%

-1.05%

-5.17%

Average Drawdown

Average peak-to-trough decline

-13.54%

-0.39%

-13.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

Volatility

RSBY vs. IALT - Volatility Comparison


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Volatility by Period


RSBYIALTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

7.80%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

7.80%

+5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.40%

7.80%

+5.60%

RSBY vs. IALT - Expense Ratio Comparison

RSBY has a 0.98% expense ratio, which is lower than IALT's 0.99% expense ratio.


Dividends

RSBY vs. IALT - Dividend Comparison

RSBY's dividend yield for the trailing twelve months is around 1.74%, more than IALT's 0.40% yield.


PositionTTM20252024
IALT
iShares Systematic Alternatives Active ETF
0.40%0.14%0.00%
RSBY
Return Stacked Bonds & Futures Yield ETF
1.74%2.07%2.29%

Frequently Asked Questions


RSBY and IALT have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RSBY is cheaper at 0.98% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RSBY is cheaper with a 0.98% expense ratio, compared with 0.99% for IALT.

RSBY has the higher dividend yield at 1.74%, compared with 0.40% for IALT.

They also come from different issuers: Return Stacked and iShares. Their fees differ too: 0.98% for RSBY and 0.99% for IALT.

Portfolio Optimizer

Find the right allocation for RSBY and IALT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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