RSSX vs. IYLD

Last updated Apr 1, 2026

Compare and contrast key facts about Return Stacked U.S. Stocks & Gold/Bitcoin ETF (RSSX) and iShares Morningstar Multi-Asset Income ETF (IYLD).

RSSX and IYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSSX is an actively managed fund by Return Stacked. It was launched on May 29, 2025. IYLD is a passively managed fund by iShares that tracks the performance of the Morningstar Multi-Asset High Income Index. It was launched on Apr 5, 2012.

Performance

RSSX vs. IYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked U.S. Stocks & Gold/Bitcoin ETF (RSSX) and iShares Morningstar Multi-Asset Income ETF (IYLD). The values are adjusted to include any dividend payments, if applicable.

RSSX vs. IYLD - Yearly Performance Comparison

	2026 (YTD)	2025
RSSX Return Stacked U.S. Stocks & Gold/Bitcoin ETF	-7.94%	29.82%
IYLD iShares Morningstar Multi-Asset Income ETF	1.98%	8.81%

Returns By Period

In the year-to-date period, RSSX achieves a -7.94% return, which is significantly lower than IYLD's 1.98% return.

RSSX

• 1D: 5.88%
• 1M: -12.18%
• YTD: -7.94%
• 6M: -6.25%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IYLD

• 1D: 1.07%
• 1M: -2.98%
• YTD: 1.98%
• 6M: 4.60%
• 1Y: 13.49%
• 3Y*: 9.83%
• 5Y*: 3.40%
• 10Y*: 3.99%

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

RSSX vs. IYLD - Expense Ratio Comparison

RSSX has a 0.68% expense ratio, which is higher than IYLD's 0.60% expense ratio.

RSSX

Return Stacked U.S. Stocks & Gold/Bitcoin ETF

IYLD

iShares Morningstar Multi-Asset Income ETF

Return for Risk

RSSX vs. IYLD — Risk / Return Rank

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

IYLD

IYLD Risk / Return Rank: 91
IYLD Sharpe Ratio Rank: 91
IYLD Sortino Ratio Rank: 92
IYLD Omega Ratio Rank: 93
IYLD Calmar Ratio Rank: 89
IYLD Martin Ratio Rank: 89

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.

RSSX vs. IYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Gold/Bitcoin ETF (RSSX) and iShares Morningstar Multi-Asset Income ETF (IYLD). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	RSSX	IYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.99	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.44	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.48	+0.27

Correlation

The correlation between RSSX and IYLD is 0.61, 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.

Dividends

RSSX vs. IYLD - Dividend Comparison

RSSX's dividend yield for the trailing twelve months is around 1.68%, less than IYLD's 4.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSSX Return Stacked U.S. Stocks & Gold/Bitcoin ETF	1.68%	1.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IYLD iShares Morningstar Multi-Asset Income ETF	4.61%	4.72%	5.32%	5.76%	5.45%	3.47%	4.38%	5.25%	5.78%	4.22%	4.84%	5.26%

Drawdowns

RSSX vs. IYLD - Drawdown Comparison

The maximum RSSX drawdown since its inception was -27.37%, smaller than the maximum IYLD drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for RSSX and IYLD.

Drawdown Indicators

	RSSX	IYLD	Difference
Max Drawdown Largest peak-to-trough decline	-27.37%	-30.23%	+2.86%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.63%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.57%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.23%	—
Current Drawdown Current decline from peak	-23.10%	-3.36%	-19.74%
Average Drawdown Average peak-to-trough decline	-5.45%	-4.58%	-0.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.22%	—

Volatility

Volatility by Period

	RSSX	IYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.52%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.26%	6.79%	+25.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.26%	7.84%	+24.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.26%	9.56%	+22.70%