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RSST vs. RSSB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSST and RSSB is 0.68, 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.


-0.50.00.51.00.7

Performance

RSST vs. RSSB - 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 Return Stacked Global Stocks & Bonds ETF (RSSB). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025
7.89%
5.54%
RSST
RSSB

Key characteristics

Sharpe Ratio

RSST:

0.89

RSSB:

1.06

Sortino Ratio

RSST:

1.29

RSSB:

1.49

Omega Ratio

RSST:

1.16

RSSB:

1.19

Calmar Ratio

RSST:

1.16

RSSB:

1.81

Martin Ratio

RSST:

2.97

RSSB:

4.99

Ulcer Index

RSST:

7.10%

RSSB:

3.03%

Daily Std Dev

RSST:

23.76%

RSSB:

14.23%

Max Drawdown

RSST:

-18.16%

RSSB:

-8.37%

Current Drawdown

RSST:

-4.30%

RSSB:

-2.02%

Returns By Period

In the year-to-date period, RSST achieves a 4.85% return, which is significantly higher than RSSB's 4.30% return.


RSST

YTD

4.85%

1M

4.85%

6M

7.89%

1Y

25.42%

5Y*

N/A

10Y*

N/A

RSSB

YTD

4.30%

1M

4.30%

6M

5.54%

1Y

16.06%

5Y*

N/A

10Y*

N/A

*Annualized

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. RSSB - Expense Ratio Comparison

RSST has a 1.04% expense ratio, which is higher than RSSB's 0.41% expense ratio.


RSST
Return Stacked U.S. Stocks & Managed Futures ETF
Expense ratio chart for RSST: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
Expense ratio chart for RSSB: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Risk-Adjusted Performance

RSST vs. RSSB — Risk-Adjusted Performance Rank

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

RSST
The Risk-Adjusted Performance Rank of RSST is 3737
Overall Rank
The Sharpe Ratio Rank of RSST is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of RSST is 3535
Sortino Ratio Rank
The Omega Ratio Rank of RSST is 3636
Omega Ratio Rank
The Calmar Ratio Rank of RSST is 4747
Calmar Ratio Rank
The Martin Ratio Rank of RSST is 3434
Martin Ratio Rank

RSSB
The Risk-Adjusted Performance Rank of RSSB is 4848
Overall Rank
The Sharpe Ratio Rank of RSSB is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of RSSB is 4242
Sortino Ratio Rank
The Omega Ratio Rank of RSSB is 4343
Omega Ratio Rank
The Calmar Ratio Rank of RSSB is 6060
Calmar Ratio Rank
The Martin Ratio Rank of RSSB is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RSST vs. RSSB - 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 Return Stacked Global Stocks & Bonds ETF (RSSB). 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.


Sharpe ratio
The chart of Sharpe ratio for RSST, currently valued at 0.89, compared to the broader market0.002.004.000.891.06
The chart of Sortino ratio for RSST, currently valued at 1.29, compared to the broader market0.005.0010.001.291.49
The chart of Omega ratio for RSST, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.19
The chart of Calmar ratio for RSST, currently valued at 1.16, compared to the broader market0.005.0010.0015.001.161.81
The chart of Martin ratio for RSST, currently valued at 2.97, compared to the broader market0.0020.0040.0060.0080.00100.002.974.99
RSST
RSSB

The current RSST Sharpe Ratio is 0.89, which is comparable to the RSSB Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of RSST and RSSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.600.801.001.201.401.601.80Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
0.89
1.06
RSST
RSSB

Dividends

RSST vs. RSSB - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.09%, less than RSSB's 1.20% yield.


TTM20242023
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
0.09%0.10%0.93%
RSSB
Return Stacked Global Stocks & Bonds ETF
1.20%1.26%0.61%

Drawdowns

RSST vs. RSSB - Drawdown Comparison

The maximum RSST drawdown since its inception was -18.16%, which is greater than RSSB's maximum drawdown of -8.37%. Use the drawdown chart below to compare losses from any high point for RSST and RSSB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-4.30%
-2.02%
RSST
RSSB

Volatility

RSST vs. RSSB - Volatility Comparison

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 6.19% compared to Return Stacked Global Stocks & Bonds ETF (RSSB) at 4.81%. This indicates that RSST's price experiences larger fluctuations and is considered to be riskier than RSSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025
6.19%
4.81%
RSST
RSSB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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