RSST vs. SPYI
Compare and contrast key facts about Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and NEOS S&P 500 High Income ETF (SPYI).
RSST and SPYI 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. SPYI is an actively managed fund by Neos Investments. It was launched on Aug 29, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSST or SPYI.
Key characteristics
| RSST | SPYI | |
|---|---|---|
| YTD Return | 19.50% | 20.33% |
| 1Y Return | 26.93% | 25.85% |
| Sharpe Ratio | 1.16 | 2.77 |
| Sortino Ratio | 1.62 | 3.70 |
| Omega Ratio | 1.21 | 1.60 |
| Calmar Ratio | 1.47 | 3.84 |
| Martin Ratio | 4.19 | 19.31 |
| Ulcer Index | 6.36% | 1.32% |
| Daily Std Dev | 22.96% | 9.17% |
| Max Drawdown | -18.16% | -10.19% |
| Current Drawdown | -7.86% | 0.00% |
Correlation
The correlation between RSST and SPYI is 0.78, 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.
Performance
RSST vs. SPYI - Performance Comparison
The year-to-date returns for both investments are quite close, with RSST having a 19.50% return and SPYI slightly higher at 20.33%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RSST vs. SPYI - Expense Ratio Comparison
RSST has a 1.04% expense ratio, which is higher than SPYI's 0.68% expense ratio.
Risk-Adjusted Performance
RSST vs. SPYI - 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 NEOS S&P 500 High Income ETF (SPYI). 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. SPYI - Dividend Comparison
RSST's dividend yield for the trailing twelve months is around 0.78%, less than SPYI's 11.53% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.78% | 0.93% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 11.53% | 12.01% | 4.10% |
Drawdowns
RSST vs. SPYI - Drawdown Comparison
The maximum RSST drawdown since its inception was -18.16%, which is greater than SPYI's maximum drawdown of -10.19%. Use the drawdown chart below to compare losses from any high point for RSST and SPYI. For additional features, visit the drawdowns tool.
Volatility
RSST vs. SPYI - Volatility Comparison
Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 7.83% compared to NEOS S&P 500 High Income ETF (SPYI) at 2.68%. This indicates that RSST's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.