RSST vs. QQQ

Last updated Jul 12, 2026

RSST (Return Stacked U.S. Stocks & Managed Futures ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - RSST is a Large Cap Blend Equities fund actively managed by Return Stacked, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. RSST is actively managed, while QQQ is passively managed. Over the past year, RSST returned 40.00% vs 31.54% for QQQ. A 0.79 correlation means they provide meaningful diversification when combined. RSST charges 0.99%/yr vs 0.18%/yr for QQQ.

Performance

RSST vs. QQQ - 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 Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSST achieves a 16.81% return, which is significantly lower than QQQ's 18.38% return.

RSST

• 1D: 0.81%
• 1M: 1.99%
• 6M: 11.16%
• YTD: 16.81%
• 1Y: 40.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQQ

• 1D: 0.31%
• 1M: 0.69%
• 6M: 16.05%
• YTD: 18.38%
• 1Y: 31.54%
• 3Y*: 26.10%
• 5Y*: 15.67%
• 10Y*: 21.45%

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

RSST vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSST Return Stacked U.S. Stocks & Managed Futures ETF	16.81%	19.91%	18.37%	1.58%
QQQ Invesco QQQ ETF	18.38%	20.77%	25.58%	8.75%

Correlation

The correlation between RSST and QQQ is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023	0.79

The correlation between RSST and QQQ has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

Return for Risk

RSST vs. QQQ — Risk / Return Rank

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

RSST

RSST Risk / Return Rank: 65
RSST Sharpe Ratio Rank: 63
RSST Sortino Ratio Rank: 53
RSST Omega Ratio Rank: 59
RSST Calmar Ratio Rank: 80
RSST Martin Ratio Rank: 69

QQQ

QQQ Risk / Return Rank: 64
QQQ Sharpe Ratio Rank: 65
QQQ Sortino Ratio Rank: 60
QQQ Omega Ratio Rank: 62
QQQ Calmar Ratio Rank: 66
QQQ Martin Ratio Rank: 66

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. QQQ - 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 Invesco QQQ ETF (QQQ). 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	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	1.66	1.70	-0.04
Sortino ratio: Return per unit of downside risk	2.08	2.28	-0.20
Omega ratio: Gain probability vs. loss probability	1.29	1.30	-0.01
Calmar ratio: Return relative to maximum drawdown	3.34	2.62	+0.72
Martin ratio: Return relative to average drawdown	10.00	9.43	+0.57

RSST vs. QQQ - Sharpe Ratio Comparison

The current RSST Sharpe Ratio is 1.66, which is comparable to the QQQ Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of RSST and QQQ, 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

RSST vs. QQQ - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for RSST and QQQ.

Drawdown Indicators

	RSST	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-30.80%	-82.97%	+52.17%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-11.96%	+0.25%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.12%	—
Current Drawdown Current decline from peak	-4.73%	-2.66%	-2.07%
Average Drawdown Average peak-to-trough decline	-6.04%	-32.67%	+26.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	3.32%	+0.59%

Volatility

RSST vs. QQQ - Volatility Comparison

The current volatility for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) is 6.82%, while Invesco QQQ ETF (QQQ) has a volatility of 8.71%. This indicates that RSST experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSST	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.82%	8.71%	-1.89%
Volatility (6M) Calculated over the trailing 6-month period	16.96%	15.28%	+1.68%
Volatility (1Y) Calculated over the trailing 1-year period	23.58%	18.47%	+5.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.40%	22.77%	+1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.40%	22.43%	+1.97%

RSST vs. QQQ - Expense Ratio Comparison

RSST has a 0.99% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

RSST vs. QQQ - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.96%, more than QQQ's 0.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQ Invesco QQQ ETF	0.42%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.96%	1.12%	0.09%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSST and QQQ in my portfolio?

RSST and QQQ have a correlation of 0.82, 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 QQQ?

QQQ has higher volatility (8.71%) compared to RSST (6.82%). In terms of maximum drawdown, RSST dropped -30.80% vs QQQ's -82.97%.

Which ETF is better, RSST or QQQ?

On 1-year performance, RSST leads with 40.00% vs 31.54% for QQQ. On fees, QQQ is cheaper at 0.18% per year. On volatility, RSST has been the lower-risk option at 6.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSST or QQQ?

Over the 1-year period, RSST has performed better with a 40.00% return vs 31.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSST or QQQ?

QQQ is cheaper with a 0.18% expense ratio, compared with 0.99% for RSST.

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

RSST has the higher dividend yield at 0.96%, compared with 0.42% for QQQ.

What is the main difference between RSST and QQQ?

RSST is categorized as Large Cap Blend Equities, while QQQ is Nasdaq-100. They also come from different issuers: Return Stacked and Invesco. Their fees differ too: 0.99% for RSST and 0.18% for QQQ.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (1.70 vs 1.66), 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.