RSSB vs. ENDW

Last updated Jun 4, 2026

RSSB (Return Stacked Global Stocks & Bonds ETF) and ENDW (Cambria Endowment Style ETF) are both Global Allocation funds. Both are actively managed. Over the past year, RSSB returned 27.89% vs 27.79% for ENDW. Their correlation of 0.84 suggests significant overlap in exposure. RSSB charges 0.41%/yr vs 0.29%/yr for ENDW.

Performance

RSSB vs. ENDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Global Stocks & Bonds ETF (RSSB) and Cambria Endowment Style ETF (ENDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSSB achieves a 9.57% return, which is significantly lower than ENDW's 10.76% return.

RSSB

• 1D: -1.22%
• 1M: 4.37%
• YTD: 9.57%
• 6M: 9.59%
• 1Y: 27.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ENDW

• 1D: -0.63%
• 1M: 1.86%
• YTD: 10.76%
• 6M: 11.08%
• 1Y: 27.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSSB vs. ENDW - Yearly Performance Comparison

	2026 (YTD)	2025
RSSB Return Stacked Global Stocks & Bonds ETF	9.57%	33.12%
ENDW Cambria Endowment Style ETF	10.76%	30.77%

Correlation

The correlation between RSSB and ENDW is 0.85, 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	0.85
Correlation (All Time) Calculated using the full available price history since Apr 11, 2025	0.84

The correlation between RSSB and ENDW has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

RSSB vs. ENDW - Sectors Allocation Comparison

Sectors	RSSB	ENDW
Technology	27.9%	13.9%
Financial Services	15.9%	17.5%
Industrials	11.5%	13.9%
Consumer Cyclical	9.7%	9.6%
Communication Services	8.3%	4.6%
Healthcare	8.2%	4.6%
Consumer Defensive	5.0%	4.0%
Energy	4.3%	13.2%
Basic Materials	4.1%	6.2%
Utilities	2.7%	3.5%
Real Estate	2.4%	9.1%

Return for Risk

RSSB vs. ENDW — Risk / Return Rank

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

RSSB

RSSB Risk / Return Rank: 52
RSSB Sharpe Ratio Rank: 53
RSSB Sortino Ratio Rank: 52
RSSB Omega Ratio Rank: 51
RSSB Calmar Ratio Rank: 48
RSSB Martin Ratio Rank: 56

ENDW

ENDW Risk / Return Rank: 83
ENDW Sharpe Ratio Rank: 84
ENDW Sortino Ratio Rank: 83
ENDW Omega Ratio Rank: 82
ENDW Calmar Ratio Rank: 82
ENDW Martin Ratio Rank: 85

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.

RSSB vs. ENDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and Cambria Endowment Style ETF (ENDW). 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.

	RSSB	ENDW	Difference
Sharpe ratio: Return per unit of total volatility	1.84	2.76	-0.92
Sortino ratio: Return per unit of downside risk	2.55	3.75	-1.20
Omega ratio: Gain probability vs. loss probability	1.32	1.50	-0.18
Calmar ratio: Return relative to maximum drawdown	2.41	4.34	-1.93
Martin ratio: Return relative to average drawdown	9.86	17.69	-7.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSSB vs. ENDW - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.84, which is lower than the ENDW Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of RSSB and ENDW, 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

	RSSB	ENDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	2.76	-0.92
Sharpe Ratio (All Time) Calculated using the full available price history	1.29	3.50	-2.21

Drawdowns

RSSB vs. ENDW - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, which is greater than ENDW's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for RSSB and ENDW.

Drawdown Indicators

	RSSB	ENDW	Difference
Max Drawdown Largest peak-to-trough decline	-16.21%	-6.44%	-9.77%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-6.44%	-5.19%
Current Drawdown Current decline from peak	-1.22%	-0.63%	-0.59%
Average Drawdown Average peak-to-trough decline	-2.26%	-0.81%	-1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	1.57%	+1.27%

Volatility

RSSB vs. ENDW - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 4.95% compared to Cambria Endowment Style ETF (ENDW) at 2.78%. This indicates that RSSB's price experiences larger fluctuations and is considered to be riskier than ENDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSB	ENDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.95%	2.78%	+2.17%
Volatility (6M) Calculated over the trailing 6-month period	12.64%	7.62%	+5.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.26%	10.13%	+5.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	11.00%	+5.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.59%	11.00%	+5.59%

RSSB vs. ENDW - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is higher than ENDW's 0.29% expense ratio.

Dividends

RSSB vs. ENDW - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.18%, more than ENDW's 2.18% yield.

Position	TTM	2025	2024	2023
ENDW Cambria Endowment Style ETF	2.18%	1.91%	0.00%	0.00%
RSSB Return Stacked Global Stocks & Bonds ETF	3.18%	3.48%	1.10%	0.61%

Frequently Asked Questions

Can I hold both RSSB and ENDW in my portfolio?

RSSB and ENDW have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSSB or ENDW?

RSSB has higher volatility (4.95%) compared to ENDW (2.78%). In terms of maximum drawdown, RSSB dropped -16.21% vs ENDW's -6.44%.

Which ETF is better, RSSB or ENDW?

On 1-year performance, RSSB leads with 27.89% vs 27.79% for ENDW. On fees, ENDW is cheaper at 0.29% per year. On volatility, ENDW has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSB or ENDW?

Over the 1-year period, RSSB has performed better with a 27.89% return vs 27.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSB or ENDW?

ENDW is cheaper with a 0.29% expense ratio, compared with 0.41% for RSSB.

Which ETF pays a higher dividend yield, RSSB or ENDW?

RSSB has the higher dividend yield at 3.18%, compared with 2.18% for ENDW.

What is the main difference between RSSB and ENDW?

They also come from different issuers: Return Stacked and Cambria. Their fees differ too: 0.41% for RSSB and 0.29% for ENDW.

Which has better risk-adjusted returns?

ENDW currently has the higher Sharpe Ratio (2.76 vs 1.84), 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.