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

Performance

RSST vs. VT - 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 Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.41%
8.62%
RSST
VT

Returns By Period

In the year-to-date period, RSST achieves a 19.69% return, which is significantly higher than VT's 18.69% return.


RSST

YTD

19.69%

1M

3.82%

6M

0.42%

1Y

23.52%

5Y (annualized)

N/A

10Y (annualized)

N/A

VT

YTD

18.69%

1M

1.66%

6M

8.61%

1Y

25.50%

5Y (annualized)

11.28%

10Y (annualized)

9.29%

Key characteristics


RSSTVT
Sharpe Ratio1.022.19
Sortino Ratio1.452.99
Omega Ratio1.191.39
Calmar Ratio1.303.14
Martin Ratio3.5614.01
Ulcer Index6.61%1.82%
Daily Std Dev23.02%11.63%
Max Drawdown-18.16%-50.27%
Current Drawdown-7.71%-0.95%

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RSST vs. VT - Expense Ratio Comparison

RSST has a 1.04% expense ratio, which is higher than VT's 0.07% 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 VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.00.8

The correlation between RSST and VT 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.

Risk-Adjusted Performance

RSST vs. VT - 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 Vanguard Total World Stock ETF (VT). 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 market0.002.004.001.022.19
The chart of Sortino ratio for RSST, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.0012.001.452.99
The chart of Omega ratio for RSST, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.39
The chart of Calmar ratio for RSST, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.001.303.14
The chart of Martin ratio for RSST, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.5614.01
RSST
VT

The current RSST Sharpe Ratio is 1.02, which is lower than the VT Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of RSST and VT, 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 Ratio1.001.502.002.503.00Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
1.02
2.19
RSST
VT

Dividends

RSST vs. VT - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.78%, less than VT's 1.84% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%
VT
Vanguard Total World Stock ETF
1.84%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

RSST vs. VT - Drawdown Comparison

The maximum RSST drawdown since its inception was -18.16%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for RSST and VT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.71%
-0.95%
RSST
VT

Volatility

RSST vs. VT - Volatility Comparison

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 7.10% compared to Vanguard Total World Stock ETF (VT) at 3.20%. This indicates that RSST's price experiences larger fluctuations and is considered to be riskier than VT 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%
3.20%
RSST
VT