RSST vs. BRZU

Last updated Jun 9, 2026

RSST (Return Stacked U.S. Stocks & Managed Futures ETF) and BRZU (Direxion Daily Brazil Bull 2X Shares) are both exchange-traded funds - RSST is a Large Cap Blend Equities fund actively managed by Return Stacked, while BRZU is a Leveraged Equities fund tracking the MSCI Brazil 25/50 Index. RSST is actively managed, while BRZU is passively managed. Over the past year, RSST returned 47.84% vs 46.00% for BRZU. At a 0.38 correlation, their price movements are largely independent. RSST charges 1.04%/yr vs 1.29%/yr for BRZU.

Performance

RSST vs. BRZU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Direxion Daily Brazil Bull 2X Shares (BRZU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSST achieves a 15.10% return, which is significantly higher than BRZU's 5.84% return.

RSST

• 1D: 1.18%
• 1M: -1.24%
• YTD: 15.10%
• 6M: 18.35%
• 1Y: 47.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRZU

• 1D: -1.65%
• 1M: -26.61%
• YTD: 5.84%
• 6M: 6.23%
• 1Y: 46.00%
• 3Y*: 3.57%
• 5Y*: -4.83%
• 10Y*: -16.53%

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

RSST vs. BRZU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSST Return Stacked U.S. Stocks & Managed Futures ETF	15.10%	19.91%	18.37%	1.56%
BRZU Direxion Daily Brazil Bull 2X Shares	5.84%	97.99%	-57.07%	33.30%

Correlation

The correlation between RSST and BRZU is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (All Time) Calculated using the full available price history since Sep 7, 2023	0.38

The correlation between RSST and BRZU shifts across timeframes, from 0.38 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

RSST vs. BRZU - Sectors Allocation Comparison

Sectors	RSST	BRZU
Technology	30.7%	0.9%
Financial Services	14.6%	32.7%
Communication Services	9.6%	2.2%
Consumer Cyclical	9.2%	1.5%
Industrials	8.8%	10.9%
Healthcare	8.2%	2.4%
Consumer Defensive	6.0%	4.2%
Energy	5.4%	18.7%
Basic Materials	3.4%	13.7%
Utilities	2.7%	12.8%
Real Estate	1.6%	-

Return for Risk

RSST vs. BRZU — Risk / Return Rank

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

RSST

RSST Risk / Return Rank: 72
RSST Sharpe Ratio Rank: 71
RSST Sortino Ratio Rank: 58
RSST Omega Ratio Rank: 66
RSST Calmar Ratio Rank: 84
RSST Martin Ratio Rank: 80

BRZU

BRZU Risk / Return Rank: 29
BRZU Sharpe Ratio Rank: 28
BRZU Sortino Ratio Rank: 29
BRZU Omega Ratio Rank: 30
BRZU Calmar Ratio Rank: 29
BRZU Martin Ratio Rank: 31

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.

RSST vs. BRZU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Direxion Daily Brazil Bull 2X Shares (BRZU). 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.

	RSST	BRZU	Difference
Sharpe ratio: Return per unit of total volatility	2.08	0.93	+1.15
Sortino ratio: Return per unit of downside risk	2.48	1.45	+1.03
Omega ratio: Gain probability vs. loss probability	1.36	1.18	+0.17
Calmar ratio: Return relative to maximum drawdown	4.11	1.28	+2.82
Martin ratio: Return relative to average drawdown	14.27	4.08	+10.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSST vs. BRZU - Sharpe Ratio Comparison

The current RSST Sharpe Ratio is 2.08, which is higher than the BRZU Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of RSST and BRZU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSST	BRZU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.08	0.93	+1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.09	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	-0.35	+1.19

Drawdowns

RSST vs. BRZU - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, smaller than the maximum BRZU drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for RSST and BRZU.

Drawdown Indicators

	RSST	BRZU	Difference
Max Drawdown Largest peak-to-trough decline	-30.80%	-99.71%	+68.91%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-35.97%	+24.26%
Max Drawdown (3Y) Largest decline over 3 years	—	-58.25%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-65.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-98.11%	—
Current Drawdown Current decline from peak	-6.13%	-99.24%	+93.11%
Average Drawdown Average peak-to-trough decline	-6.02%	-89.56%	+83.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	11.30%	-7.94%

Volatility

RSST vs. BRZU - Volatility Comparison

The current volatility for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) is 8.19%, while Direxion Daily Brazil Bull 2X Shares (BRZU) has a volatility of 14.82%. This indicates that RSST experiences smaller price fluctuations and is considered to be less risky than BRZU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSST	BRZU	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.19%	14.82%	-6.63%
Volatility (6M) Calculated over the trailing 6-month period	16.86%	41.71%	-24.85%
Volatility (1Y) Calculated over the trailing 1-year period	23.18%	49.91%	-26.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.45%	55.42%	-30.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.45%	83.03%	-58.58%

RSST vs. BRZU - Expense Ratio Comparison

RSST has a 1.04% expense ratio, which is lower than BRZU's 1.29% expense ratio.

Dividends

RSST vs. BRZU - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.98%, less than BRZU's 2.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRZU Direxion Daily Brazil Bull 2X Shares	2.52%	2.39%	8.73%	3.24%	4.70%	6.29%	0.78%	0.95%	1.04%	0.74%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.98%	1.12%	0.09%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSST and BRZU in my portfolio?

RSST and BRZU have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSST or BRZU?

BRZU has higher volatility (14.82%) compared to RSST (8.19%). In terms of maximum drawdown, RSST dropped -30.80% vs BRZU's -99.71%.

Which ETF is better, RSST or BRZU?

On 1-year performance, RSST leads with 47.84% vs 46.00% for BRZU. On fees, RSST is cheaper at 1.04% per year. On volatility, RSST has been the lower-risk option at 8.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSST or BRZU?

Over the 1-year period, RSST has performed better with a 47.84% return vs 46.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSST or BRZU?

RSST is cheaper with a 1.04% expense ratio, compared with 1.29% for BRZU.

Which ETF pays a higher dividend yield, RSST or BRZU?

BRZU has the higher dividend yield at 2.52%, compared with 0.98% for RSST.

What is the main difference between RSST and BRZU?

RSST is categorized as Large Cap Blend Equities, while BRZU is Leveraged Equities. They also come from different issuers: Return Stacked and Direxion. Their fees differ too: 1.04% for RSST and 1.29% for BRZU.

Which has better risk-adjusted returns?

RSST currently has the higher Sharpe Ratio (2.08 vs 0.93), 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.