RSSB vs. VNQ

Last updated Jul 14, 2026

RSSB (Return Stacked Global Stocks & Bonds ETF) and VNQ (Vanguard Real Estate ETF) are both exchange-traded funds - RSSB is a Global Allocation fund actively managed by Return Stacked, while VNQ is a REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. RSSB is actively managed, while VNQ is passively managed. Over the past year, RSSB returned 20.43% vs 13.21% for VNQ. A 0.51 correlation means they provide meaningful diversification when combined. RSSB charges 0.39%/yr vs 0.13%/yr for VNQ.

Performance

RSSB vs. VNQ - Performance Comparison

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

Returns By Period

In the year-to-date period, RSSB achieves a 7.89% return, which is significantly lower than VNQ's 12.72% return.

RSSB

• 1D: -1.43%
• 1M: -0.73%
• 6M: 4.95%
• YTD: 7.89%
• 1Y: 20.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VNQ

• 1D: 0.52%
• 1M: 0.19%
• 6M: 11.34%
• YTD: 12.72%
• 1Y: 13.21%
• 3Y*: 8.55%
• 5Y*: 2.42%
• 10Y*: 4.90%

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

RSSB vs. VNQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSSB Return Stacked Global Stocks & Bonds ETF	7.89%	25.16%	10.53%	6.63%
VNQ Vanguard Real Estate ETF	12.72%	3.24%	4.81%	6.05%

Correlation

The correlation between RSSB and VNQ is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (All Time) Calculated using the full available price history since Dec 5, 2023	0.51

The correlation between RSSB and VNQ shifts across timeframes, from 0.34 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RSSB vs. VNQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RSSB

RSSB Risk / Return Rank: 45
RSSB Sharpe Ratio Rank: 45
RSSB Sortino Ratio Rank: 43
RSSB Omega Ratio Rank: 43
RSSB Calmar Ratio Rank: 44
RSSB Martin Ratio Rank: 52

VNQ

VNQ Risk / Return Rank: 34
VNQ Sharpe Ratio Rank: 32
VNQ Sortino Ratio Rank: 31
VNQ Omega Ratio Rank: 30
VNQ Calmar Ratio Rank: 39
VNQ Martin Ratio Rank: 40

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. VNQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and Vanguard Real Estate ETF (VNQ). 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	VNQ	Difference
Sharpe ratio: Return per unit of total volatility	1.27	0.95	+0.32
Sortino ratio: Return per unit of downside risk	1.80	1.38	+0.42
Omega ratio: Gain probability vs. loss probability	1.23	1.17	+0.06
Calmar ratio: Return relative to maximum drawdown	1.76	1.59	+0.17
Martin ratio: Return relative to average drawdown	7.02	4.99	+2.02

RSSB vs. VNQ - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.27, which is higher than the VNQ Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of RSSB and VNQ, 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. VNQ - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for RSSB and VNQ.

Drawdown Indicators

	RSSB	VNQ	Difference
Max Drawdown Largest peak-to-trough decline	-16.21%	-73.07%	+56.86%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-8.34%	-3.29%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.40%	—
Current Drawdown Current decline from peak	-2.73%	-0.85%	-1.88%
Average Drawdown Average peak-to-trough decline	-2.25%	-13.57%	+11.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	2.65%	+0.27%

Volatility

RSSB vs. VNQ - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 5.60% compared to Vanguard Real Estate ETF (VNQ) at 4.93%. This indicates that RSSB's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSB	VNQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.60%	4.93%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	13.30%	10.62%	+2.68%
Volatility (1Y) Calculated over the trailing 1-year period	16.17%	13.94%	+2.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	18.89%	-2.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.78%	20.75%	-3.97%

RSSB vs. VNQ - Expense Ratio Comparison

RSSB has a 0.39% expense ratio, which is higher than VNQ's 0.13% expense ratio.

Dividends

RSSB vs. VNQ - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.23%, less than VNQ's 3.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSSB Return Stacked Global Stocks & Bonds ETF	3.23%	3.48%	1.10%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VNQ Vanguard Real Estate ETF	3.55%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%

Frequently Asked Questions

Can I hold both RSSB and VNQ in my portfolio?

RSSB and VNQ have a correlation of 0.34, 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 VNQ?

RSSB has higher volatility (5.60%) compared to VNQ (4.93%). In terms of maximum drawdown, RSSB dropped -16.21% vs VNQ's -73.07%.

Which ETF is better, RSSB or VNQ?

On 1-year performance, RSSB leads with 20.43% vs 13.21% for VNQ. On fees, VNQ is cheaper at 0.13% per year. On volatility, VNQ has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSB or VNQ?

Over the 1-year period, RSSB has performed better with a 20.43% return vs 13.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSB or VNQ?

VNQ is cheaper with a 0.13% expense ratio, compared with 0.39% for RSSB.

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

VNQ has the higher dividend yield at 3.55%, compared with 3.23% for RSSB.

What is the main difference between RSSB and VNQ?

RSSB is categorized as Global Allocation, while VNQ is REIT. They also come from different issuers: Return Stacked and Vanguard. Their fees differ too: 0.39% for RSSB and 0.13% for VNQ.

Which has better risk-adjusted returns?

RSSB currently has the higher Sharpe Ratio (1.27 vs 0.95), 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.