RSDE vs. QB

Last updated Jul 17, 2026

RSDE (FT Vest U.S. Equity Equal Weight Buffer ETF - December) and QB (ProShares Nasdaq-100 Dynamic Daily Buffer ETF) are both Defined Outcome funds - RSDE tracks the S&P 500 Equal Weight while QB tracks the Nasdaq-100. Both are passively managed. Over the past year, RSDE returned 13.28% vs 18.61% for QB. A 0.51 correlation means they provide meaningful diversification when combined. RSDE charges 0.85%/yr vs 0.58%/yr for QB.

Performance

RSDE vs. QB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSDE achieves a 8.25% return, which is significantly lower than QB's 12.42% return.

RSDE

• 1D: 0.26%
• 1M: 1.09%
• 6M: 5.95%
• YTD: 8.25%
• 1Y: 13.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QB

• 1D: -0.11%
• 1M: 2.44%
• 6M: 11.41%
• YTD: 12.42%
• 1Y: 18.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSDE vs. QB - Yearly Performance Comparison

	2026 (YTD)	2025
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	8.25%	6.03%
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF	12.42%	6.10%

Correlation

The correlation between RSDE and QB is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.51

The correlation between RSDE and QB has been stable across timeframes, ranging from 0.51 to 0.52 - a consistent structural relationship.

Return for Risk

RSDE vs. QB — Risk / Return Rank

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

RSDE

RSDE Risk / Return Rank: 67
RSDE Sharpe Ratio Rank: 65
RSDE Sortino Ratio Rank: 68
RSDE Omega Ratio Rank: 64
RSDE Calmar Ratio Rank: 69
RSDE Martin Ratio Rank: 70

QB

QB Risk / Return Rank: 94
QB Sharpe Ratio Rank: 93
QB Sortino Ratio Rank: 94
QB Omega Ratio Rank: 95
QB Calmar Ratio Rank: 94
QB Martin Ratio Rank: 96

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.

RSDE vs. QB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). 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.

	RSDE	QB	Difference
Sharpe ratio: Return per unit of total volatility	1.71	2.66	-0.95
Sortino ratio: Return per unit of downside risk	2.50	3.87	-1.37
Omega ratio: Gain probability vs. loss probability	1.31	1.63	-0.32
Calmar ratio: Return relative to maximum drawdown	2.76	5.38	-2.62
Martin ratio: Return relative to average drawdown	10.02	25.93	-15.91

RSDE vs. QB - Sharpe Ratio Comparison

The current RSDE Sharpe Ratio is 1.71, which is lower than the QB Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of RSDE and QB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RSDE vs. QB - Drawdown Comparison

The maximum RSDE drawdown since its inception was -10.77%, which is greater than QB's maximum drawdown of -3.47%. Use the drawdown chart below to compare losses from any high point for RSDE and QB.

Drawdown Indicators

	RSDE	QB	Difference
Max Drawdown Largest peak-to-trough decline	-10.77%	-3.47%	-7.30%
Max Drawdown (1Y) Largest decline over 1 year	-4.83%	-3.47%	-1.36%
Current Drawdown Current decline from peak	0.00%	-0.22%	+0.22%
Average Drawdown Average peak-to-trough decline	-1.20%	-0.42%	-0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.33%	0.72%	+0.61%

Volatility

RSDE vs. QB - Volatility Comparison

The current volatility for FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) is 1.36%, while ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) has a volatility of 2.71%. This indicates that RSDE experiences smaller price fluctuations and is considered to be less risky than QB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSDE	QB	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.36%	2.71%	-1.35%
Volatility (6M) Calculated over the trailing 6-month period	4.91%	5.83%	-0.92%
Volatility (1Y) Calculated over the trailing 1-year period	7.82%	7.03%	+0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.72%	6.91%	+3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.72%	6.91%	+3.81%

RSDE vs. QB - Expense Ratio Comparison

RSDE has a 0.85% expense ratio, which is higher than QB's 0.58% expense ratio.

Dividends

RSDE vs. QB - Dividend Comparison

RSDE has not paid dividends to shareholders, while QB's dividend yield for the trailing twelve months is around 0.77%.

Position	TTM	2025
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF	0.77%	0.48%
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSDE and QB in my portfolio?

RSDE and QB have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSDE or QB?

QB has higher volatility (2.71%) compared to RSDE (1.36%). In terms of maximum drawdown, RSDE dropped -10.77% vs QB's -3.47%.

Which ETF is better, RSDE or QB?

On 1-year performance, QB leads with 18.61% vs 13.28% for RSDE. On fees, QB is cheaper at 0.58% per year. On volatility, RSDE has been the lower-risk option at 1.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSDE or QB?

Over the 1-year period, QB has performed better with a 18.61% return vs 13.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSDE or QB?

QB is cheaper with a 0.58% expense ratio, compared with 0.85% for RSDE.

Which ETF pays a higher dividend yield, RSDE or QB?

QB has the higher dividend yield at 0.77%, compared with 0.00% for RSDE.

What is the main difference between RSDE and QB?

RSDE tracks S&P 500 Equal Weight, while QB tracks Nasdaq-100. They also come from different issuers: FT Vest and ProShares. Their fees differ too: 0.85% for RSDE and 0.58% for QB.

Which has better risk-adjusted returns?

QB currently has the higher Sharpe Ratio (2.66 vs 1.71), 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.