RSSB vs. RSBT

Last updated Jun 23, 2026

RSSB (Return Stacked Global Stocks & Bonds ETF) and RSBT (Return Stacked Bonds & Managed Futures ETF) are both exchange-traded funds - RSSB is a Global Allocation fund actively managed by Return Stacked, while RSBT is a Nontraditional Bonds fund actively managed by Return Stacked. Both are actively managed. Over the past year, RSSB returned 27.96% vs 24.65% for RSBT. A 0.56 correlation means they provide meaningful diversification when combined. RSSB charges 0.39%/yr vs 0.97%/yr for RSBT.

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.

Returns By Period

In the year-to-date period, RSSB achieves a 9.67% return, which is significantly higher than RSBT's 6.76% return.

RSSB

• 1D: -0.64%
• 1M: 1.65%
• YTD: 9.67%
• 6M: 9.47%
• 1Y: 27.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RSBT

• 1D: -0.26%
• 1M: -1.49%
• YTD: 6.76%
• 6M: 5.94%
• 1Y: 24.65%
• 3Y*: 3.38%
• 5Y*: —
• 10Y*: —

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

RSSB vs. RSBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSSB Return Stacked Global Stocks & Bonds ETF	9.67%	25.16%	10.53%	6.63%
RSBT Return Stacked Bonds & Managed Futures ETF	6.76%	10.31%	-2.90%	2.84%

Correlation

The correlation between RSSB and RSBT is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (All Time) Calculated using the full available price history since Dec 5, 2023	0.56

The correlation between RSSB and RSBT has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.

Return for Risk

RSSB vs. RSBT — 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: 51
RSSB Omega Ratio Rank: 51
RSSB Calmar Ratio Rank: 50
RSSB Martin Ratio Rank: 57

RSBT

RSBT Risk / Return Rank: 56
RSBT Sharpe Ratio Rank: 50
RSBT Sortino Ratio Rank: 44
RSBT Omega Ratio Rank: 52
RSBT Calmar Ratio Rank: 78
RSBT Martin Ratio Rank: 58

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. RSBT - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RSSB	RSBT	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.69	+0.06
Sortino ratio: Return per unit of downside risk	2.41	2.17	+0.25
Omega ratio: Gain probability vs. loss probability	1.31	1.32	-0.01
Calmar ratio: Return relative to maximum drawdown	2.42	3.91	-1.50
Martin ratio: Return relative to average drawdown	9.72	9.89	-0.17

RSSB vs. RSBT - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.75, which is comparable to the RSBT Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of RSSB and RSBT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RSSB vs. RSBT - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, smaller than the maximum RSBT drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for RSSB and RSBT.

Drawdown Indicators

	RSSB	RSBT	Difference
Max Drawdown Largest peak-to-trough decline	-16.21%	-23.60%	+7.39%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-6.33%	-5.30%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.98%	—
Current Drawdown Current decline from peak	-1.12%	-3.53%	+2.41%
Average Drawdown Average peak-to-trough decline	-2.26%	-12.50%	+10.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	2.50%	+0.38%

Volatility

RSSB vs. RSBT - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 6.12% compared to Return Stacked Bonds & Managed Futures ETF (RSBT) at 5.58%. This indicates that RSSB's price experiences larger fluctuations and is considered to be riskier than RSBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSB	RSBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.12%	5.58%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	13.61%	11.00%	+2.61%
Volatility (1Y) Calculated over the trailing 1-year period	16.10%	14.69%	+1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.80%	13.84%	+2.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.80%	13.84%	+2.96%

RSSB vs. RSBT - Expense Ratio Comparison

RSSB has a 0.39% expense ratio, which is lower than RSBT's 0.97% expense ratio.

Dividends

RSSB vs. RSBT - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.17%, more than RSBT's 3.00% yield.

Position	TTM	2025	2024	2023
RSBT Return Stacked Bonds & Managed Futures ETF	3.00%	3.20%	0.00%	2.38%
RSSB Return Stacked Global Stocks & Bonds ETF	3.17%	3.48%	1.10%	0.61%

Frequently Asked Questions

Can I hold both RSSB and RSBT in my portfolio?

RSSB and RSBT have a correlation of 0.57, 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 RSBT?

RSSB has higher volatility (6.12%) compared to RSBT (5.58%). In terms of maximum drawdown, RSSB dropped -16.21% vs RSBT's -23.60%.

Which ETF is better, RSSB or RSBT?

On 1-year performance, RSSB leads with 27.96% vs 24.65% for RSBT. On fees, RSSB is cheaper at 0.39% per year. On volatility, RSBT has been the lower-risk option at 5.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSB or RSBT?

Over the 1-year period, RSSB has performed better with a 27.96% return vs 24.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSB or RSBT?

RSSB is cheaper with a 0.39% expense ratio, compared with 0.97% for RSBT.

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

RSSB has the higher dividend yield at 3.17%, compared with 3.00% for RSBT.

What is the main difference between RSSB and RSBT?

RSSB is categorized as Global Allocation, while RSBT is Nontraditional Bonds. Their fees differ too: 0.39% for RSSB and 0.97% for RSBT.

Which has better risk-adjusted returns?

RSSB currently has the higher Sharpe Ratio (1.75 vs 1.69), 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.