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

Performance

RSSB vs. RSST - 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 U.S. Stocks & Managed Futures ETF (RSST). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.45%
-0.88%
RSSB
RSST

Returns By Period

In the year-to-date period, RSSB achieves a 12.85% return, which is significantly lower than RSST's 17.27% return.


RSSB

YTD

12.85%

1M

-1.48%

6M

7.34%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

RSST

YTD

17.27%

1M

-1.04%

6M

-2.07%

1Y

21.97%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


RSSBRSST
Daily Std Dev14.00%23.00%
Max Drawdown-7.78%-18.16%
Current Drawdown-4.12%-9.58%

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RSSB vs. RSST - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is lower than RSST's 1.04% expense ratio.


RSST
Return Stacked U.S. Stocks & Managed Futures ETF
Expense ratio chart for RSST: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
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 RSST 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. RSST - 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 U.S. Stocks & Managed Futures ETF (RSST). 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
RSST

Chart placeholderNot enough data

Dividends

RSSB vs. RSST - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.54%, less than RSST's 0.79% yield.


TTM2023
RSSB
Return Stacked Global Stocks & Bonds ETF
0.54%0.61%
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
0.79%0.93%

Drawdowns

RSSB vs. RSST - Drawdown Comparison

The maximum RSSB drawdown since its inception was -7.78%, smaller than the maximum RSST drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for RSSB and RSST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.12%
-9.58%
RSSB
RSST

Volatility

RSSB vs. RSST - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 3.84%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 7.69%. This indicates that RSSB experiences smaller price fluctuations and is considered to be less risky than RSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.84%
7.69%
RSSB
RSST