RSSE vs. NFTY

Last updated Aug 5, 2026

RSSE (FT Vest U.S. Equity Equal Weight Buffer ETF - September) and NFTY (First Trust India NIFTY 50 Equal Weight ETF) are both exchange-traded funds - RSSE is a Defined Outcome fund actively managed by First Trust, while NFTY is a India Equities fund tracking the NIFTY 50 Equal Weight Index. RSSE is actively managed, while NFTY is passively managed. Over the past year, RSSE returned 14.40% vs -0.22% for NFTY. Their 0.41 correlation means their historical movements had little consistent relationship. RSSE charges 0.85%/yr vs 0.80%/yr for NFTY.

Performance

RSSE vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Equal Weight Buffer ETF - September (RSSE) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSSE achieves a 10.21% return, which is significantly higher than NFTY's -4.28% return.

RSSE

• 1D: 0.34%
• 1M: 1.40%
• 6M: 7.93%
• YTD: 10.21%
• 1Y: 14.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.51%

NFTY

• 1D: 0.84%
• 1M: 2.61%
• 6M: -3.38%
• YTD: -4.28%
• 1Y: -0.22%
• 3Y*: 6.73%
• 5Y*: 5.88%
• 10Y*: 7.63%
• ALL TIME*: 6.12%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
NFTY First Trust India NIFTY 50 Equal Weight ETF	$2.51M	$1.71M	$1.63M
RSSE FT Vest U.S. Equity Equal Weight Buffer ETF - September	$87.23K	$92.56K	$78.59K

RSSE vs. NFTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSSE FT Vest U.S. Equity Equal Weight Buffer ETF - September	10.21%	7.83%	-0.35%
NFTY First Trust India NIFTY 50 Equal Weight ETF	-4.28%	5.47%	-12.41%

Correlation

The correlation between RSSE and NFTY is 0.40, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.40
Correlation (All Time) Calculated using the full available price history since Sep 23, 2024	0.41

Return for Risk

RSSE vs. NFTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RSSE

RSSE Risk / Return Rank: 79
RSSE Sharpe Ratio Rank: 74
RSSE Sortino Ratio Rank: 80
RSSE Omega Ratio Rank: 76
RSSE Calmar Ratio Rank: 81
RSSE Martin Ratio Rank: 83

NFTY

NFTY Risk / Return Rank: 10
NFTY Sharpe Ratio Rank: 10
NFTY Sortino Ratio Rank: 10
NFTY Omega Ratio Rank: 10
NFTY Calmar Ratio Rank: 10
NFTY Martin Ratio Rank: 10

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RSSE vs. NFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Equal Weight Buffer ETF - September (RSSE) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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.

	RSSE	NFTY	Difference
Sharpe ratio: Return per unit of total volatility	1.92	-0.01	+1.94
Sortino ratio: Return per unit of downside risk	2.92	0.09	+2.83
Omega ratio: Gain probability vs. loss probability	1.36	1.01	+0.35
Calmar ratio: Return relative to maximum drawdown	3.30	-0.01	+3.31
Martin ratio: Return relative to average drawdown	12.59	-0.03	+12.62

RSSE vs. NFTY - Sharpe Ratio Comparison

The current RSSE Sharpe Ratio is 1.92, which is higher than the NFTY Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of RSSE and NFTY, 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

RSSE vs. NFTY - Drawdown Comparison

The maximum RSSE drawdown since its inception was -11.37%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for RSSE and NFTY.

Drawdown Indicators

	RSSE	NFTY	Difference
Max Drawdown Largest peak-to-trough decline	-11.37%	-47.67%	+36.30%
Max Drawdown (1Y) Largest decline over 1 year	-4.38%	-16.14%	+11.76%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.55%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-47.67%	—
Current Drawdown Current decline from peak	0.00%	-12.50%	+12.50%
Average Drawdown Average peak-to-trough decline	-1.46%	-9.65%	+8.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	7.00%	-5.85%

Volatility

RSSE vs. NFTY - Volatility Comparison

The current volatility for FT Vest U.S. Equity Equal Weight Buffer ETF - September (RSSE) is 1.42%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 3.63%. This indicates that RSSE experiences smaller price fluctuations and is considered to be less risky than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSE	NFTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.42%	3.63%	-2.21%
Volatility (6M) Calculated over the trailing 6-month period	5.01%	12.22%	-7.21%
Volatility (1Y) Calculated over the trailing 1-year period	7.57%	14.87%	-7.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.92%	17.42%	-7.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.92%	20.65%	-10.73%

RSSE vs. NFTY - Expense Ratio Comparison

RSSE has a 0.85% expense ratio, which is higher than NFTY's 0.80% expense ratio.

Dividends

RSSE vs. NFTY - Dividend Comparison

RSSE has not paid dividends to shareholders, while NFTY's dividend yield for the trailing twelve months is around 1.85%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NFTY First Trust India NIFTY 50 Equal Weight ETF	1.85%	1.24%	1.61%	0.13%	5.89%	1.53%	0.61%	0.97%	0.00%	4.10%	3.28%	4.39%
RSSE FT Vest U.S. Equity Equal Weight Buffer ETF - September	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSSE and NFTY in my portfolio?

RSSE and NFTY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSSE or NFTY?

NFTY has higher volatility (3.63%) compared to RSSE (1.42%). In terms of maximum drawdown, RSSE dropped -11.37% vs NFTY's -47.67%.

Which ETF is better, RSSE or NFTY?

On 1-year performance, RSSE leads with 14.40% vs -0.22% for NFTY. On fees, NFTY is cheaper at 0.80% per year. On volatility, RSSE has been the lower-risk option at 1.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSE or NFTY?

Over the 1-year period, RSSE has performed better with a 14.40% return vs -0.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSE or NFTY?

NFTY is cheaper with a 0.80% expense ratio, compared with 0.85% for RSSE.

Which ETF pays a higher dividend yield, RSSE or NFTY?

NFTY has the higher dividend yield at 1.85%, compared with 0.00% for RSSE.

What is the main difference between RSSE and NFTY?

RSSE is categorized as Defined Outcome, while NFTY is India Equities. Their fees differ too: 0.85% for RSSE and 0.80% for NFTY.

Which has better risk-adjusted returns?

RSSE currently has the higher Sharpe Ratio (1.92 vs -0.01), 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.