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RSSL vs. RB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSSL vs. RB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 ETF (RSSL) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSSL achieves a 18.48% return, which is significantly higher than RB's 6.95% return.


RSSL

1D
0.94%
1M
4.34%
YTD
18.48%
6M
19.47%
1Y
43.38%
3Y*
5Y*
10Y*

RB

1D
0.09%
1M
1.63%
YTD
6.95%
6M
9.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSL vs. RB - Yearly Performance Comparison


Correlation

The correlation between RSSL and RB is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.80

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Return for Risk

RSSL vs. RB — Risk / Return Rank

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

RSSL
RSSL Risk / Return Rank: 6868
Overall Rank
RSSL Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RSSL Sortino Ratio Rank: 6565
Sortino Ratio Rank
RSSL Omega Ratio Rank: 5959
Omega Ratio Rank
RSSL Calmar Ratio Rank: 7777
Calmar Ratio Rank
RSSL Martin Ratio Rank: 7373
Martin Ratio Rank

RB
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.

RSSL vs. RB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 ETF (RSSL) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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.


RSSLRBDifference

Sharpe ratio

Return per unit of total volatility

2.28

Sortino ratio

Return per unit of downside risk

3.12

Omega ratio

Gain probability vs. loss probability

1.37

Calmar ratio

Return relative to maximum drawdown

3.96

Martin ratio

Return relative to average drawdown

13.98

RSSL vs. RB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RSSLRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

3.19

-2.26

Drawdowns

RSSL vs. RB - Drawdown Comparison

The maximum RSSL drawdown since its inception was -27.79%, which is greater than RB's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for RSSL and RB.


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Drawdown Indicators


RSSLRBDifference

Max Drawdown

Largest peak-to-trough decline

-27.79%

-1.70%

-26.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

Current Drawdown

Current decline from peak

-0.15%

-0.30%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.71%

-0.41%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

Volatility

RSSL vs. RB - Volatility Comparison


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Volatility by Period


RSSLRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

6.21%

+12.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.46%

6.21%

+16.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.46%

6.21%

+16.25%

RSSL vs. RB - Expense Ratio Comparison

RSSL has a 0.08% expense ratio, which is lower than RB's 0.58% expense ratio.


Dividends

RSSL vs. RB - Dividend Comparison

RSSL's dividend yield for the trailing twelve months is around 1.27%, less than RB's 1.99% yield.


PositionTTM20252024
RB
ProShares Russell 2000 Dynamic Daily Buffer ETF
1.99%1.78%0.00%
RSSL
Global X Russell 2000 ETF
1.27%1.35%0.99%

Frequently Asked Questions


RSSL and RB have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RSSL is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RSSL is cheaper with a 0.08% expense ratio, compared with 0.58% for RB.

RB has the higher dividend yield at 1.99%, compared with 1.27% for RSSL.

RSSL is categorized as Small Cap Blend Equities, while RB is Defined Outcome. RSSL tracks Russell 2000 RIC Capped Index, while RB tracks Russell 2000. They also come from different issuers: Global X and ProShares. Their fees differ too: 0.08% for RSSL and 0.58% for RB.

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