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RSSB vs. RSBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RSSBRSBT
YTD Return13.69%-3.30%
Daily Std Dev14.11%13.81%
Max Drawdown-7.78%-18.78%
Current Drawdown-3.40%-17.52%

Correlation

-0.50.00.51.00.7

The correlation between RSSB and RSBT is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

RSSB vs. RSBT - Performance Comparison

In the year-to-date period, RSSB achieves a 13.69% return, which is significantly higher than RSBT's -3.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.78%
-9.15%
RSSB
RSBT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RSSB vs. RSBT - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is lower than RSBT's 0.97% expense ratio.


RSBT
Return Stacked Bonds & Managed Futures ETF
Expense ratio chart for RSBT: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for RSSB: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Risk-Adjusted Performance

RSSB vs. RSBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and Return Stacked Bonds & Managed Futures ETF (RSBT). 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
Sharpe ratio
No data
RSBT
Sharpe ratio
The chart of Sharpe ratio for RSBT, currently valued at -0.11, compared to the broader market-2.000.002.004.006.00-0.11
Sortino ratio
The chart of Sortino ratio for RSBT, currently valued at -0.05, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.05
Omega ratio
The chart of Omega ratio for RSBT, currently valued at 0.99, compared to the broader market1.001.502.002.503.000.99
Calmar ratio
The chart of Calmar ratio for RSBT, currently valued at -0.08, compared to the broader market0.005.0010.0015.00-0.08
Martin ratio
The chart of Martin ratio for RSBT, currently valued at -0.29, compared to the broader market0.0020.0040.0060.0080.00100.00-0.29

RSSB vs. RSBT - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

RSSB vs. RSBT - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.53%, less than RSBT's 2.46% yield.


TTM2023
RSSB
Return Stacked Global Stocks & Bonds ETF
0.53%0.61%
RSBT
Return Stacked Bonds & Managed Futures ETF
2.46%2.38%

Drawdowns

RSSB vs. RSBT - Drawdown Comparison

The maximum RSSB drawdown since its inception was -7.78%, smaller than the maximum RSBT drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for RSSB and RSBT. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.40%
-12.53%
RSSB
RSBT

Volatility

RSSB vs. RSBT - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 3.90%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 4.24%. This indicates that RSSB experiences smaller price fluctuations and is considered to be less risky than RSBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JuneJulyAugustSeptemberOctoberNovember
3.90%
4.24%
RSSB
RSBT