RSST vs. QYLD
Compare and contrast key facts about Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Global X NASDAQ 100 Covered Call ETF (QYLD).
RSST and QYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSST is an actively managed fund by Return Stacked. It was launched on Sep 5, 2023. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSST or QYLD.
Key characteristics
| RSST | QYLD | |
|---|---|---|
| YTD Return | 19.50% | 18.06% |
| 1Y Return | 26.93% | 22.66% |
| Sharpe Ratio | 1.16 | 2.26 |
| Sortino Ratio | 1.62 | 3.10 |
| Omega Ratio | 1.21 | 1.55 |
| Calmar Ratio | 1.47 | 2.93 |
| Martin Ratio | 4.19 | 16.14 |
| Ulcer Index | 6.36% | 1.41% |
| Daily Std Dev | 22.96% | 10.05% |
| Max Drawdown | -18.16% | -24.89% |
| Current Drawdown | -7.86% | 0.00% |
Correlation
The correlation between RSST and QYLD is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RSST vs. QYLD - Performance Comparison
In the year-to-date period, RSST achieves a 19.50% return, which is significantly higher than QYLD's 18.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RSST vs. QYLD - Expense Ratio Comparison
RSST has a 1.04% expense ratio, which is higher than QYLD's 0.60% expense ratio.
Risk-Adjusted Performance
RSST vs. QYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.
Dividends
RSST vs. QYLD - Dividend Comparison
RSST's dividend yield for the trailing twelve months is around 0.78%, less than QYLD's 11.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.78% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.25% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% |
Drawdowns
RSST vs. QYLD - Drawdown Comparison
The maximum RSST drawdown since its inception was -18.16%, smaller than the maximum QYLD drawdown of -24.89%. Use the drawdown chart below to compare losses from any high point for RSST and QYLD. For additional features, visit the drawdowns tool.
Volatility
RSST vs. QYLD - Volatility Comparison
Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 7.83% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 2.54%. This indicates that RSST's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.