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

Key characteristics


RSSBRSST
YTD Return13.69%19.20%
Daily Std Dev14.11%22.90%
Max Drawdown-7.78%-18.16%
Current Drawdown-3.40%-8.09%

Correlation

-0.50.00.51.00.7

The correlation between RSSB and RSST is 0.71, 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. RSST - Performance Comparison

In the year-to-date period, RSSB achieves a 13.69% return, which is significantly lower than RSST's 19.20% 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%
0.63%
RSSB
RSST

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


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%

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.


RSSB
Sharpe ratio
No data
RSST
Sharpe ratio
The chart of Sharpe ratio for RSST, currently valued at 1.06, compared to the broader market-2.000.002.004.006.001.06
Sortino ratio
The chart of Sortino ratio for RSST, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.0012.001.51
Omega ratio
The chart of Omega ratio for RSST, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for RSST, currently valued at 1.34, compared to the broader market0.005.0010.0015.001.34
Martin ratio
The chart of Martin ratio for RSST, currently valued at 3.80, compared to the broader market0.0020.0040.0060.0080.00100.003.80

RSSB vs. RSST - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

RSSB vs. RSST - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.53%, less than RSST's 0.78% yield.


TTM2023
RSSB
Return Stacked Global Stocks & Bonds ETF
0.53%0.61%
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
0.78%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
-3.40%
-8.09%
RSSB
RSST

Volatility

RSSB vs. RSST - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 3.90%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 7.65%. 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
3.90%
7.65%
RSSB
RSST