RSST vs. FFUT

Last updated Jun 4, 2026

RSST (Return Stacked U.S. Stocks & Managed Futures ETF) and FFUT (Fidelity Managed Futures ETF) are both exchange-traded funds - RSST is a Large Cap Blend Equities fund actively managed by Return Stacked, while FFUT is a Systematic Trend fund actively managed by Fidelity. Both are actively managed. At a 0.20 correlation, their price movements are largely independent. RSST charges 1.04%/yr vs 0.80%/yr for FFUT.

Performance

RSST vs. FFUT - 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 Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSST achieves a 21.45% return, which is significantly higher than FFUT's 12.74% return.

RSST

• 1D: -0.95%
• 1M: 7.80%
• YTD: 21.45%
• 6M: 23.86%
• 1Y: 56.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FFUT

• 1D: -0.90%
• 1M: 1.16%
• YTD: 12.74%
• 6M: 14.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSST vs. FFUT - Yearly Performance Comparison

	2026 (YTD)	2025
RSST Return Stacked U.S. Stocks & Managed Futures ETF	21.45%	29.44%
FFUT Fidelity Managed Futures ETF	12.74%	8.26%

Correlation

The correlation between RSST and FFUT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025	0.20

RSST vs. FFUT - Sectors Allocation Comparison

Sectors	RSST	FFUT
Technology	30.7%	65.3%
Financial Services	14.6%	7.4%
Communication Services	9.6%	5.4%
Consumer Cyclical	9.2%	5.2%
Industrials	8.8%	4.5%
Healthcare	8.2%	4.2%
Consumer Defensive	6.0%	2.4%
Energy	5.4%	2.0%
Basic Materials	3.4%	0.9%
Utilities	2.7%	1.7%
Real Estate	1.6%	0.9%

Return for Risk

RSST vs. FFUT — Risk / Return Rank

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

RSST

RSST Risk / Return Rank: 76
RSST Sharpe Ratio Rank: 78
RSST Sortino Ratio Rank: 64
RSST Omega Ratio Rank: 69
RSST Calmar Ratio Rank: 86
RSST Martin Ratio Rank: 83

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. FFUT - 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 Fidelity Managed Futures ETF (FFUT). 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	FFUT	Difference
Sharpe ratio: Return per unit of total volatility	2.57	—	—
Sortino ratio: Return per unit of downside risk	3.05	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	4.87	—	—
Martin ratio: Return relative to average drawdown	17.18	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RSST	FFUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	2.01	-1.06

Drawdowns

RSST vs. FFUT - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, which is greater than FFUT's maximum drawdown of -2.84%. Use the drawdown chart below to compare losses from any high point for RSST and FFUT.

Drawdown Indicators

	RSST	FFUT	Difference
Max Drawdown Largest peak-to-trough decline	-30.80%	-2.84%	-27.96%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	—	—
Current Drawdown Current decline from peak	-0.95%	-0.90%	-0.05%
Average Drawdown Average peak-to-trough decline	-6.03%	-0.88%	-5.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.31%	—	—

Volatility

Volatility by Period

	RSST	FFUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.14%	11.17%	+10.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.16%	11.17%	+12.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.16%	11.17%	+12.99%

RSST vs. FFUT - Expense Ratio Comparison

RSST has a 1.04% expense ratio, which is higher than FFUT's 0.80% expense ratio.

Dividends

RSST vs. FFUT - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.92%, less than FFUT's 1.85% yield.

Position	TTM	2025	2024	2023
FFUT Fidelity Managed Futures ETF	1.85%	2.09%	0.00%	0.00%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.92%	1.12%	0.09%	0.93%

Frequently Asked Questions

Can I hold both RSST and FFUT in my portfolio?

RSST and FFUT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RSST or FFUT?

On fees, FFUT is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RSST or FFUT?

FFUT is cheaper with a 0.80% expense ratio, compared with 1.04% for RSST.

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

FFUT has the higher dividend yield at 1.85%, compared with 0.92% for RSST.

What is the main difference between RSST and FFUT?

RSST is categorized as Large Cap Blend Equities, while FFUT is Systematic Trend. They also come from different issuers: Return Stacked and Fidelity. Their fees differ too: 1.04% for RSST and 0.80% for FFUT.