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RSSY vs. FTAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSSY vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked US Stocks & Futures Yield ETF (RSSY) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSSY achieves a 32.66% return, which is significantly higher than FTAG's 10.49% return.


RSSY

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

FTAG

1D
0.75%
1M
-2.75%
YTD
10.49%
6M
11.54%
1Y
13.98%
3Y*
4.99%
5Y*
0.74%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSY vs. FTAG - Yearly Performance Comparison


2026 (YTD)20252024
RSSY
Return Stacked US Stocks & Futures Yield ETF
32.66%-3.52%1.10%
FTAG
First Trust Indxx Global Agriculture ETF
10.49%14.82%-3.92%

Correlation

The correlation between RSSY and FTAG is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (All Time)
Calculated using the full available price history since May 30, 2024

0.20

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Return for Risk

RSSY vs. FTAG — Risk / Return Rank

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

RSSY
RSSY Risk / Return Rank: 9393
Overall Rank
RSSY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RSSY Sortino Ratio Rank: 9494
Sortino Ratio Rank
RSSY Omega Ratio Rank: 9494
Omega Ratio Rank
RSSY Calmar Ratio Rank: 9393
Calmar Ratio Rank
RSSY Martin Ratio Rank: 9292
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 2828
Overall Rank
FTAG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 2828
Sortino Ratio Rank
FTAG Omega Ratio Rank: 2727
Omega Ratio Rank
FTAG Calmar Ratio Rank: 3131
Calmar Ratio Rank
FTAG Martin Ratio Rank: 2727
Martin Ratio Rank
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. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked US Stocks & Futures Yield ETF (RSSY) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


RSSYFTAGDifference

Sharpe ratio

Return per unit of total volatility

3.77

1.01

+2.76

Sortino ratio

Return per unit of downside risk

4.94

1.52

+3.42

Omega ratio

Gain probability vs. loss probability

1.68

1.18

+0.50

Calmar ratio

Return relative to maximum drawdown

6.70

1.56

+5.14

Martin ratio

Return relative to average drawdown

23.02

3.88

+19.14

RSSY vs. FTAG - Sharpe Ratio Comparison

The current RSSY Sharpe Ratio is 3.77, which is higher than the FTAG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of RSSY and FTAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RSSYFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.77

1.01

+2.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

-0.33

+1.08

Drawdowns

RSSY vs. FTAG - Drawdown Comparison

The maximum RSSY drawdown since its inception was -29.57%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for RSSY and FTAG.


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Drawdown Indicators


RSSYFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-90.89%

+61.32%

Max Drawdown (1Y)

Largest decline over 1 year

-7.36%

-9.25%

+1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

0.00%

-78.63%

+78.63%

Average Drawdown

Average peak-to-trough decline

-7.38%

-71.24%

+63.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

3.72%

-1.58%

Volatility

RSSY vs. FTAG - Volatility Comparison

The current volatility for Return Stacked US Stocks & Futures Yield ETF (RSSY) is 2.30%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 3.46%. This indicates that RSSY experiences smaller price fluctuations and is considered to be less risky than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSSYFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

3.46%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

10.53%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.28%

13.93%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.37%

17.38%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

19.67%

-1.30%

RSSY vs. FTAG - Expense Ratio Comparison

RSSY has a 1.04% expense ratio, which is higher than FTAG's 0.70% expense ratio.


Dividends

RSSY vs. FTAG - Dividend Comparison

RSSY's dividend yield for the trailing twelve months is around 1.53%, more than FTAG's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
FTAG
First Trust Indxx Global Agriculture ETF
1.38%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%
RSSY
Return Stacked US Stocks & Futures Yield ETF
1.53%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RSSY and FTAG have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTAG has higher volatility (3.46%) compared to RSSY (2.30%). In terms of maximum drawdown, RSSY dropped -29.57% vs FTAG's -90.89%.

On 1-year performance, RSSY leads with 49.82% vs 13.98% for FTAG. On fees, FTAG is cheaper at 0.70% per year. On volatility, RSSY has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RSSY has performed better with a 49.82% return vs 13.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTAG is cheaper with a 0.70% expense ratio, compared with 1.04% for RSSY.

RSSY has the higher dividend yield at 1.53%, compared with 1.38% for FTAG.

They also come from different issuers: Return Stacked and First Trust. Their fees differ too: 1.04% for RSSY and 0.70% for FTAG.

RSSY currently has the higher Sharpe Ratio (3.77 vs 1.01), 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.

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