RSSY vs. DMAY

Last updated Jun 3, 2026

RSSY (Return Stacked US Stocks & Futures Yield ETF) and DMAY (FT Cboe Vest U.S. Equity Deep Buffer ETF - May) are both Large Cap Blend Equities funds. RSSY is actively managed, while DMAY is passively managed. Over the past year, RSSY returned 49.82% vs 12.97% for DMAY. A 0.56 correlation means they provide meaningful diversification when combined. RSSY charges 1.04%/yr vs 0.85%/yr for DMAY.

Performance

RSSY vs. DMAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked US Stocks & Futures Yield ETF (RSSY) and FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSSY achieves a 32.66% return, which is significantly higher than DMAY's 4.73% return.

RSSY

• 1D: 0.15%
• 1M: 1.84%
• YTD: 32.66%
• 6M: 28.27%
• 1Y: 49.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DMAY

• 1D: 0.08%
• 1M: 1.59%
• YTD: 4.73%
• 6M: 5.76%
• 1Y: 12.97%
• 3Y*: 12.07%
• 5Y*: 7.26%
• 10Y*: —

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

RSSY vs. DMAY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSSY Return Stacked US Stocks & Futures Yield ETF	32.66%	-3.52%	1.10%
DMAY FT Cboe Vest U.S. Equity Deep Buffer ETF - May	4.73%	11.05%	8.61%

Correlation

The correlation between RSSY and DMAY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.56

The correlation between RSSY and DMAY has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.

Return for Risk

RSSY vs. DMAY — Risk / Return Rank

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

RSSY

RSSY Risk / Return Rank: 93
RSSY Sharpe Ratio Rank: 94
RSSY Sortino Ratio Rank: 94
RSSY Omega Ratio Rank: 94
RSSY Calmar Ratio Rank: 93
RSSY Martin Ratio Rank: 92

DMAY

DMAY Risk / Return Rank: 87
DMAY Sharpe Ratio Rank: 84
DMAY Sortino Ratio Rank: 90
DMAY Omega Ratio Rank: 92
DMAY Calmar Ratio Rank: 78
DMAY Martin Ratio Rank: 93

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.

RSSY vs. DMAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked US Stocks & Futures Yield ETF (RSSY) and FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY). 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.

	RSSY	DMAY	Difference
Sharpe ratio Return per unit of total volatility	3.77	2.79	+0.98
Sortino ratio Return per unit of downside risk	4.94	4.20	+0.74
Omega ratio Gain probability vs. loss probability	1.68	1.63	+0.04
Calmar ratio Return relative to maximum drawdown	6.70	4.06	+2.64
Martin ratio Return relative to average drawdown	23.02	24.92	-1.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSSY vs. DMAY - Sharpe Ratio Comparison

The current RSSY Sharpe Ratio is 3.77, which is higher than the DMAY Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of RSSY and DMAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSSY	DMAY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.77	2.79	+0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.88	-0.13

Drawdowns

RSSY vs. DMAY - Drawdown Comparison

The maximum RSSY drawdown since its inception was -29.57%, which is greater than DMAY's maximum drawdown of -13.90%. Use the drawdown chart below to compare losses from any high point for RSSY and DMAY.

Drawdown Indicators

	RSSY	DMAY	Difference
Max Drawdown Largest peak-to-trough decline	-29.57%	-13.90%	-15.67%
Max Drawdown (1Y) Largest decline over 1 year	-7.36%	-3.36%	-4.00%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.38%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.90%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.38%	-2.24%	-5.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	0.55%	+1.59%

Volatility

RSSY vs. DMAY - Volatility Comparison

Return Stacked US Stocks & Futures Yield ETF (RSSY) has a higher volatility of 2.30% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) at 0.76%. This indicates that RSSY's price experiences larger fluctuations and is considered to be riskier than DMAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSY	DMAY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.30%	0.76%	+1.54%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	3.73%	+6.31%
Volatility (1Y) Calculated over the trailing 1-year period	13.28%	4.71%	+8.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	9.02%	+9.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.37%	8.43%	+9.94%

RSSY vs. DMAY - Expense Ratio Comparison

RSSY has a 1.04% expense ratio, which is higher than DMAY's 0.85% expense ratio.

Dividends

RSSY vs. DMAY - Dividend Comparison

RSSY's dividend yield for the trailing twelve months is around 1.53%, while DMAY has not paid dividends to shareholders.

Position	TTM	2025
DMAY FT Cboe Vest U.S. Equity Deep Buffer ETF - May	0.00%	0.00%
RSSY Return Stacked US Stocks & Futures Yield ETF	1.53%	2.04%

Frequently Asked Questions

Can I hold both RSSY and DMAY in my portfolio?

RSSY and DMAY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSSY or DMAY?

RSSY has higher volatility (2.30%) compared to DMAY (0.76%). In terms of maximum drawdown, RSSY dropped -29.57% vs DMAY's -13.90%.

Which ETF is better, RSSY or DMAY?

On 1-year performance, RSSY leads with 49.82% vs 12.97% for DMAY. On fees, DMAY is cheaper at 0.85% per year. On volatility, DMAY has been the lower-risk option at 0.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSY or DMAY?

Over the 1-year period, RSSY has performed better with a 49.82% return vs 12.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSY or DMAY?

DMAY is cheaper with a 0.85% expense ratio, compared with 1.04% for RSSY.

Which ETF pays a higher dividend yield, RSSY or DMAY?

RSSY has the higher dividend yield at 1.53%, compared with 0.00% for DMAY.

What is the main difference between RSSY and DMAY?

They also come from different issuers: Return Stacked and First Trust. Their fees differ too: 1.04% for RSSY and 0.85% for DMAY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (3.77 vs 2.79), 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.