RSDE vs. RDVI

Last updated Jun 6, 2026

RSDE (FT Vest U.S. Equity Equal Weight Buffer ETF - December) and RDVI (FT Cboe Vest Rising Dividend Achievers Target Income ETF) are both exchange-traded funds - RSDE is a Defined Outcome fund tracking the S&P 500 Equal Weight, while RDVI is a Derivative Income fund tracking the NASDAQ US Rising Dividend Achievers. Both are passively managed. Over the past year, RSDE returned 13.31% vs 24.53% for RDVI. Their correlation of 0.84 suggests significant overlap in exposure. RSDE charges 0.85%/yr vs 0.75%/yr for RDVI.

Performance

RSDE vs. RDVI - 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 FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSDE achieves a 5.74% return, which is significantly lower than RDVI's 8.72% return.

RSDE

• 1D: -0.59%
• 1M: 1.02%
• YTD: 5.74%
• 6M: 6.03%
• 1Y: 13.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RDVI

• 1D: -1.78%
• 1M: 0.04%
• YTD: 8.72%
• 6M: 9.43%
• 1Y: 24.53%
• 3Y*: 18.01%
• 5Y*: —
• 10Y*: —

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

RSDE vs. RDVI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	5.74%	8.96%	-0.25%
RDVI FT Cboe Vest Rising Dividend Achievers Target Income ETF	8.72%	17.93%	-0.41%

Correlation

The correlation between RSDE and RDVI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Dec 24, 2024	0.84

The correlation between RSDE and RDVI has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

Return for Risk

RSDE vs. RDVI — Risk / Return Rank

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

RSDE

RSDE Risk / Return Rank: 55
RSDE Sharpe Ratio Rank: 52
RSDE Sortino Ratio Rank: 55
RSDE Omega Ratio Rank: 51
RSDE Calmar Ratio Rank: 60
RSDE Martin Ratio Rank: 60

RDVI

RDVI Risk / Return Rank: 59
RDVI Sharpe Ratio Rank: 56
RDVI Sortino Ratio Rank: 58
RDVI Omega Ratio Rank: 55
RDVI Calmar Ratio Rank: 60
RDVI Martin Ratio Rank: 68

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. RDVI - 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 FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI). 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.

	RSDE	RDVI	Difference
Sharpe ratio: Return per unit of total volatility	1.67	1.83	-0.17
Sortino ratio: Return per unit of downside risk	2.44	2.64	-0.20
Omega ratio: Gain probability vs. loss probability	1.30	1.33	-0.03
Calmar ratio: Return relative to maximum drawdown	2.77	2.90	-0.14
Martin ratio: Return relative to average drawdown	9.97	12.24	-2.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSDE vs. RDVI - Sharpe Ratio Comparison

The current RSDE Sharpe Ratio is 1.67, which is comparable to the RDVI Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of RSDE and RDVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSDE	RDVI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.67	1.83	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	1.17	-0.24

Drawdowns

RSDE vs. RDVI - Drawdown Comparison

The maximum RSDE drawdown since its inception was -10.77%, smaller than the maximum RDVI drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for RSDE and RDVI.

Drawdown Indicators

	RSDE	RDVI	Difference
Max Drawdown Largest peak-to-trough decline	-10.77%	-18.35%	+7.58%
Max Drawdown (1Y) Largest decline over 1 year	-4.83%	-8.48%	+3.65%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.35%	—
Current Drawdown Current decline from peak	-0.59%	-1.78%	+1.19%
Average Drawdown Average peak-to-trough decline	-1.28%	-3.17%	+1.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.34%	2.01%	-0.67%

Volatility

RSDE vs. RDVI - Volatility Comparison

The current volatility for FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) is 1.50%, while FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) has a volatility of 4.04%. This indicates that RSDE experiences smaller price fluctuations and is considered to be less risky than RDVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSDE	RDVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.50%	4.04%	-2.54%
Volatility (6M) Calculated over the trailing 6-month period	5.11%	10.68%	-5.57%
Volatility (1Y) Calculated over the trailing 1-year period	8.03%	13.43%	-5.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.02%	16.92%	-5.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.02%	16.92%	-5.90%

RSDE vs. RDVI - Expense Ratio Comparison

RSDE has a 0.85% expense ratio, which is higher than RDVI's 0.75% expense ratio.

Dividends

RSDE vs. RDVI - Dividend Comparison

RSDE has not paid dividends to shareholders, while RDVI's dividend yield for the trailing twelve months is around 7.99%.

Position	TTM	2025	2024	2023	2022
RDVI FT Cboe Vest Rising Dividend Achievers Target Income ETF	7.99%	8.10%	8.62%	8.45%	1.53%
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSDE and RDVI in my portfolio?

RSDE and RDVI have a correlation of 0.82, 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 RDVI?

RDVI has higher volatility (4.04%) compared to RSDE (1.50%). In terms of maximum drawdown, RSDE dropped -10.77% vs RDVI's -18.35%.

Which ETF is better, RSDE or RDVI?

On 1-year performance, RDVI leads with 24.53% vs 13.31% for RSDE. On fees, RDVI is cheaper at 0.75% per year. On volatility, RSDE has been the lower-risk option at 1.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSDE or RDVI?

Over the 1-year period, RDVI has performed better with a 24.53% return vs 13.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSDE or RDVI?

RDVI is cheaper with a 0.75% expense ratio, compared with 0.85% for RSDE.

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

RDVI has the higher dividend yield at 7.99%, compared with 0.00% for RSDE.

What is the main difference between RSDE and RDVI?

RSDE is categorized as Defined Outcome, while RDVI is Derivative Income. RSDE tracks S&P 500 Equal Weight, while RDVI tracks NASDAQ US Rising Dividend Achievers. Their fees differ too: 0.85% for RSDE and 0.75% for RDVI.

Which has better risk-adjusted returns?

RDVI currently has the higher Sharpe Ratio (1.83 vs 1.67), 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.