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RSSY vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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RSSY vs. FTAG - Yearly Performance Comparison


2026 (YTD)20252024
RSSY
Return Stacked US Stocks & Futures Yield ETF
16.06%-3.52%1.10%
FTAG
First Trust Indxx Global Agriculture ETF
12.78%14.82%-3.92%

Returns By Period

In the year-to-date period, RSSY achieves a 16.06% return, which is significantly higher than FTAG's 12.78% return.


RSSY

1D
0.18%
1M
4.57%
YTD
16.06%
6M
12.53%
1Y
26.42%
3Y*
5Y*
10Y*

FTAG

1D
0.20%
1M
-0.68%
YTD
12.78%
6M
16.01%
1Y
23.51%
3Y*
3.20%
5Y*
1.71%
10Y*
5.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSSY vs. FTAG - Expense Ratio Comparison

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


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: 6565
Overall Rank
RSSY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RSSY Sortino Ratio Rank: 6666
Sortino Ratio Rank
RSSY Omega Ratio Rank: 7070
Omega Ratio Rank
RSSY Calmar Ratio Rank: 6060
Calmar Ratio Rank
RSSY Martin Ratio Rank: 6060
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 7171
Overall Rank
FTAG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTAG Omega Ratio Rank: 6969
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6262
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

1.23

1.35

-0.12

Sortino ratio

Return per unit of downside risk

1.74

1.98

-0.24

Omega ratio

Gain probability vs. loss probability

1.27

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.64

2.17

-0.53

Martin ratio

Return relative to average drawdown

6.40

6.62

-0.22

RSSY vs. FTAG - Sharpe Ratio Comparison

The current RSSY Sharpe Ratio is 1.23, which is comparable to the FTAG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of RSSY and FTAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSSYFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.35

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-0.33

+0.70

Correlation

The correlation between RSSY and FTAG is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RSSY vs. FTAG - Dividend Comparison

RSSY's dividend yield for the trailing twelve months is around 1.75%, more than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
RSSY
Return Stacked US Stocks & Futures Yield ETF
1.75%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

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

-16.91%

-11.00%

-5.91%

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

-2.35%

-78.19%

+75.84%

Average Drawdown

Average peak-to-trough decline

-8.02%

-71.17%

+63.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

3.68%

+0.65%

Volatility

RSSY vs. FTAG - Volatility Comparison

The current volatility for Return Stacked US Stocks & Futures Yield ETF (RSSY) is 4.16%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 4.93%. 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

4.16%

4.93%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

10.75%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.54%

17.49%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

17.38%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

19.92%

-1.01%