RSST vs. QYLD

The year-to-date returns for both investments are quite close, with RSST having a -8.28% return and QYLD slightly higher at -7.87%.

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RSST has a 1.04% expense ratio, which is higher than QYLD's 0.60% expense ratio.

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.

The current RSST Sharpe Ratio is -0.33, which is lower than the QYLD Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of RSST and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RSST's dividend yield for the trailing twelve months is around 0.10%, less than QYLD's 13.68% yield.

The maximum RSST drawdown since its inception was -30.80%, smaller than the maximum QYLD drawdown of -40.69%. Use the drawdown chart below to compare losses from any high point for RSST and QYLD. For additional features, visit the drawdowns tool.

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 5.44% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 3.16%. 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.