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

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.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.42%
8.54%
RSST
RSSB

Returns By Period

In the year-to-date period, RSST achieves a 19.69% return, which is significantly higher than RSSB's 13.91% return.


RSST

YTD

19.69%

1M

3.82%

6M

0.42%

1Y

23.52%

5Y (annualized)

N/A

10Y (annualized)

N/A

RSSB

YTD

13.91%

1M

0.81%

6M

8.54%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


RSSTRSSB
Daily Std Dev23.02%13.95%
Max Drawdown-18.16%-7.78%
Current Drawdown-7.71%-3.22%

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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%

Correlation

-0.50.00.51.00.7

The correlation between RSST and RSSB is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

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 1.02, compared to the broader market0.002.004.001.02
The chart of Sortino ratio for RSST, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.0012.001.45
The chart of Omega ratio for RSST, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.19
The chart of Calmar ratio for RSST, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.001.30
The chart of Martin ratio for RSST, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.56
RSST
RSSB

Chart placeholderNot enough data

Dividends

RSST vs. RSSB - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.78%, more than RSSB's 0.53% yield.


TTM2023
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
0.78%0.93%
RSSB
Return Stacked Global Stocks & Bonds ETF
0.53%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 -7.78%. 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%JuneJulyAugustSeptemberOctoberNovember
-7.71%
-3.22%
RSST
RSSB

Volatility

RSST vs. RSSB - Volatility Comparison

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 7.10% compared to Return Stacked Global Stocks & Bonds ETF (RSSB) at 3.64%. 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%JuneJulyAugustSeptemberOctoberNovember
7.10%
3.64%
RSST
RSSB