RSST vs. GXLC

Last updated Jun 23, 2026

RSST (Return Stacked U.S. Stocks & Managed Futures ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. RSST is actively managed, while GXLC is passively managed. Their correlation of 0.87 suggests significant overlap in exposure. RSST charges 0.99%/yr vs 0.02%/yr for GXLC.

Performance

RSST vs. GXLC - 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 Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSST achieves a 16.23% return, which is significantly higher than GXLC's 9.76% return.

RSST

• 1D: -0.11%
• 1M: -2.08%
• YTD: 16.23%
• 6M: 15.13%
• 1Y: 51.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -0.47%
• 1M: 0.20%
• YTD: 9.76%
• 6M: 9.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSST vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
RSST Return Stacked U.S. Stocks & Managed Futures ETF	16.23%	9.88%
GXLC Global X U.S. 500 ETF	9.76%	3.22%

Correlation

The correlation between RSST and GXLC is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.87

Return for Risk

RSST vs. GXLC — Risk / Return Rank

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

RSST

RSST Risk / Return Rank: 71
RSST Sharpe Ratio Rank: 72
RSST Sortino Ratio Rank: 57
RSST Omega Ratio Rank: 65
RSST Calmar Ratio Rank: 85
RSST Martin Ratio Rank: 78

GXLC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GXLC - 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 Global X U.S. 500 ETF (GXLC). 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.

	RSST	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	2.23	—	—
Sortino ratio: Return per unit of downside risk	2.63	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	4.46	—	—
Martin ratio: Return relative to average drawdown	14.56	—	—

Drawdowns

RSST vs. GXLC - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for RSST and GXLC.

Drawdown Indicators

	RSST	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-30.80%	-9.08%	-21.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	—	—
Current Drawdown Current decline from peak	-5.21%	-1.76%	-3.45%
Average Drawdown Average peak-to-trough decline	-6.02%	-1.53%	-4.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.58%	—	—

Volatility

Volatility by Period

	RSST	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.50%	13.79%	+9.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.47%	13.79%	+10.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	13.79%	+10.68%

RSST vs. GXLC - Expense Ratio Comparison

RSST has a 0.99% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

RSST vs. GXLC - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.97%, more than GXLC's 0.64% yield.

Position	TTM	2025	2024	2023
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.97%	1.12%	0.09%	0.93%

Frequently Asked Questions

Can I hold both RSST and GXLC in my portfolio?

RSST and GXLC have a correlation of 0.87, 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 GXLC?

On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RSST or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.99% for RSST.

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

RSST has the higher dividend yield at 0.97%, compared with 0.64% for GXLC.

What is the main difference between RSST and GXLC?

They also come from different issuers: Return Stacked and Global X. Their fees differ too: 0.99% for RSST and 0.02% for GXLC.