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

Performance

RSSB vs. RSBT - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.45%
-8.35%
RSSB
RSBT

Returns By Period

In the year-to-date period, RSSB achieves a 12.85% return, which is significantly higher than RSBT's -3.36% return.


RSSB

YTD

12.85%

1M

-1.48%

6M

7.34%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

RSBT

YTD

-3.36%

1M

-3.08%

6M

-9.25%

1Y

-0.33%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


RSSBRSBT
Daily Std Dev14.00%13.86%
Max Drawdown-7.78%-18.78%
Current Drawdown-4.12%-17.57%

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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%

Correlation

-0.50.00.51.00.7

The correlation between RSSB and RSBT is 0.70, 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.

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.


Sharpe ratio
No data
RSSB
RSBT

Chart placeholderNot enough data

Dividends

RSSB vs. RSBT - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.54%, less than RSBT's 2.46% yield.


TTM2023
RSSB
Return Stacked Global Stocks & Bonds ETF
0.54%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
-4.12%
-12.59%
RSSB
RSBT

Volatility

RSSB vs. RSBT - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 3.84%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 4.22%. 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
3.84%
4.22%
RSSB
RSBT