RSSB vs. FFUT

Last updated Jun 4, 2026

RSSB (Return Stacked Global Stocks & Bonds ETF) and FFUT (Fidelity Managed Futures ETF) are both exchange-traded funds - RSSB is a Global Allocation fund actively managed by Return Stacked, while FFUT is a Systematic Trend fund actively managed by Fidelity. Both are actively managed. At a correlation of -0.05, they often move in opposite directions. RSSB charges 0.41%/yr vs 0.80%/yr for FFUT.

Performance

RSSB vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Global Stocks & Bonds ETF (RSSB) and Fidelity Managed Futures ETF (FFUT). 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 FFUT's 12.74% return.

RSSB

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

FFUT

• 1D: -0.90%
• 1M: 1.16%
• YTD: 12.74%
• 6M: 14.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSSB vs. FFUT - Yearly Performance Comparison

	2026 (YTD)	2025
RSSB Return Stacked Global Stocks & Bonds ETF	9.57%	16.16%
FFUT Fidelity Managed Futures ETF	12.74%	8.26%

Correlation

The correlation between RSSB and FFUT is -0.05, 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 Jun 6, 2025	-0.05

RSSB vs. FFUT - Sectors Allocation Comparison

Sectors	RSSB	FFUT
Technology	27.9%	65.3%
Financial Services	15.9%	7.4%
Industrials	11.5%	4.5%
Consumer Cyclical	9.7%	5.2%
Communication Services	8.3%	5.4%
Healthcare	8.2%	4.2%
Consumer Defensive	5.0%	2.4%
Energy	4.3%	2.0%
Basic Materials	4.1%	0.9%
Utilities	2.7%	1.7%
Real Estate	2.4%	0.9%

Return for Risk

RSSB vs. FFUT — 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

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. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and Fidelity Managed Futures ETF (FFUT). 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	FFUT	Difference
Sharpe ratio: Return per unit of total volatility	1.84	—	—
Sortino ratio: Return per unit of downside risk	2.55	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	2.41	—	—
Martin ratio: Return relative to average drawdown	9.86	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RSSB	FFUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.29	2.01	-0.71

Drawdowns

RSSB vs. FFUT - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, which is greater than FFUT's maximum drawdown of -2.84%. Use the drawdown chart below to compare losses from any high point for RSSB and FFUT.

Drawdown Indicators

	RSSB	FFUT	Difference
Max Drawdown Largest peak-to-trough decline	-16.21%	-2.84%	-13.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	—	—
Current Drawdown Current decline from peak	-1.22%	-0.90%	-0.32%
Average Drawdown Average peak-to-trough decline	-2.26%	-0.88%	-1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	—	—

Volatility

Volatility by Period

	RSSB	FFUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.95%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.64%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.26%	11.17%	+4.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	11.17%	+5.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.59%	11.17%	+5.42%

RSSB vs. FFUT - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is lower than FFUT's 0.80% expense ratio.

Dividends

RSSB vs. FFUT - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.18%, more than FFUT's 1.85% yield.

Position	TTM	2025	2024	2023
FFUT Fidelity Managed Futures ETF	1.85%	2.09%	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 FFUT in my portfolio?

RSSB and FFUT have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RSSB or FFUT?

On fees, RSSB is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RSSB or FFUT?

RSSB is cheaper with a 0.41% expense ratio, compared with 0.80% for FFUT.

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

RSSB has the higher dividend yield at 3.18%, compared with 1.85% for FFUT.

What is the main difference between RSSB and FFUT?

RSSB is categorized as Global Allocation, while FFUT is Systematic Trend. They also come from different issuers: Return Stacked and Fidelity. Their fees differ too: 0.41% for RSSB and 0.80% for FFUT.