RSST vs. VXUS

Last updated Jun 13, 2026

RSST (Return Stacked U.S. Stocks & Managed Futures ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - RSST is a Large Cap Blend Equities fund actively managed by Return Stacked, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. RSST is actively managed, while VXUS is passively managed. Over the past year, RSST returned 45.30% vs 28.39% for VXUS. A 0.69 correlation means they provide meaningful diversification when combined. RSST charges 1.04%/yr vs 0.05%/yr for VXUS.

Performance

RSST vs. VXUS - 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 International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSST achieves a 14.53% return, which is significantly higher than VXUS's 13.69% return.

RSST

• 1D: 1.06%
• 1M: -3.99%
• YTD: 14.53%
• 6M: 17.56%
• 1Y: 45.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VXUS

• 1D: 0.40%
• 1M: 0.71%
• YTD: 13.69%
• 6M: 15.52%
• 1Y: 28.39%
• 3Y*: 18.37%
• 5Y*: 8.32%
• 10Y*: 10.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSST vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSST Return Stacked U.S. Stocks & Managed Futures ETF	14.53%	19.91%	18.37%	1.58%
VXUS Vanguard Total International Stock ETF	13.69%	32.35%	5.08%	6.66%

Correlation

The correlation between RSST and VXUS is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023	0.69

The correlation between RSST and VXUS shifts across timeframes, from 0.69 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

RSST vs. VXUS - Sectors Allocation Comparison

Sectors	RSST	VXUS
Technology	30.7%	18.1%
Financial Services	14.6%	22.3%
Communication Services	9.6%	4.4%
Consumer Cyclical	9.2%	8.4%
Industrials	8.8%	16.1%
Healthcare	8.2%	7.1%
Consumer Defensive	6.0%	5.0%
Energy	5.4%	5.2%
Basic Materials	3.4%	7.6%
Utilities	2.7%	3.2%
Real Estate	1.6%	2.6%

Return for Risk

RSST vs. VXUS — Risk / Return Rank

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

RSST

RSST Risk / Return Rank: 70
RSST Sharpe Ratio Rank: 69
RSST Sortino Ratio Rank: 56
RSST Omega Ratio Rank: 64
RSST Calmar Ratio Rank: 83
RSST Martin Ratio Rank: 78

VXUS

VXUS Risk / Return Rank: 61
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 63
VXUS Calmar Ratio Rank: 58
VXUS Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RSST vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Vanguard Total International Stock ETF (VXUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RSST	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	1.94	1.77	+0.17
Sortino ratio: Return per unit of downside risk	2.35	2.44	-0.09
Omega ratio: Gain probability vs. loss probability	1.33	1.33	0.00
Calmar ratio: Return relative to maximum drawdown	3.89	2.53	+1.36
Martin ratio: Return relative to average drawdown	12.98	9.72	+3.26

RSST vs. VXUS - Sharpe Ratio Comparison

The current RSST Sharpe Ratio is 1.94, which is comparable to the VXUS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of RSST and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RSST vs. VXUS - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for RSST and VXUS.

Drawdown Indicators

	RSST	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-30.80%	-35.97%	+5.17%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-11.27%	-0.44%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-6.59%	-1.47%	-5.12%
Average Drawdown Average peak-to-trough decline	-6.03%	-8.21%	+2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	2.93%	+0.58%

Volatility

RSST vs. VXUS - Volatility Comparison

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 8.70% compared to Vanguard Total International Stock ETF (VXUS) at 6.71%. This indicates that RSST's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSST	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.70%	6.71%	+1.99%
Volatility (6M) Calculated over the trailing 6-month period	17.17%	14.02%	+3.15%
Volatility (1Y) Calculated over the trailing 1-year period	23.43%	16.09%	+7.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.47%	16.21%	+8.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	17.20%	+7.27%

RSST vs. VXUS - Expense Ratio Comparison

RSST has a 1.04% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

RSST vs. VXUS - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.98%, less than VXUS's 2.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.98%	1.12%	0.09%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.67%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both RSST and VXUS in my portfolio?

RSST and VXUS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSST or VXUS?

RSST has higher volatility (8.70%) compared to VXUS (6.71%). In terms of maximum drawdown, RSST dropped -30.80% vs VXUS's -35.97%.

Which ETF is better, RSST or VXUS?

On 1-year performance, RSST leads with 45.30% vs 28.39% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, VXUS has been the lower-risk option at 6.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSST or VXUS?

Over the 1-year period, RSST has performed better with a 45.30% return vs 28.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSST or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 1.04% for RSST.

Which ETF pays a higher dividend yield, RSST or VXUS?

VXUS has the higher dividend yield at 2.67%, compared with 0.98% for RSST.

What is the main difference between RSST and VXUS?

RSST is categorized as Large Cap Blend Equities, while VXUS is Global Equities. They also come from different issuers: Return Stacked and Vanguard. Their fees differ too: 1.04% for RSST and 0.05% for VXUS.

Which has better risk-adjusted returns?

RSST currently has the higher Sharpe Ratio (1.94 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.