RSSY vs. FTIF
RSSY (Return Stacked US Stocks & Futures Yield ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. RSSY is actively managed, while FTIF is passively managed. Over the past year, RSSY returned 49.82% vs 38.00% for FTIF. At a 0.41 correlation, their price movements are largely independent. RSSY charges 1.04%/yr vs 0.60%/yr for FTIF.
Performance
RSSY vs. FTIF - Performance Comparison
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Returns By Period
In the year-to-date period, RSSY achieves a 32.66% return, which is significantly higher than FTIF's 25.00% return.
RSSY
- 1D
- 0.15%
- 1M
- 1.84%
- YTD
- 32.66%
- 6M
- 28.27%
- 1Y
- 49.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTIF
- 1D
- 1.41%
- 1M
- -0.10%
- YTD
- 25.00%
- 6M
- 25.63%
- 1Y
- 38.00%
- 3Y*
- 15.94%
- 5Y*
- —
- 10Y*
- —
RSSY vs. FTIF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RSSY Return Stacked US Stocks & Futures Yield ETF | 32.66% | -3.52% | 1.10% |
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF | 25.00% | 7.79% | -4.48% |
Correlation
The correlation between RSSY and FTIF is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 30, 2024 | 0.41 |
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Return for Risk
RSSY vs. FTIF — Risk / Return Rank
RSSY
FTIF
RSSY vs. FTIF - 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 Bloomberg Inflation Sensitive Equity ETF (FTIF). 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 | FTIF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.77 | 2.55 | +1.22 |
Sortino ratioReturn per unit of downside risk | 4.94 | 3.50 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.68 | 1.44 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 6.70 | 7.13 | -0.43 |
Martin ratioReturn relative to average drawdown | 23.02 | 21.16 | +1.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSSY | FTIF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.77 | 2.55 | +1.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.74 | +0.01 |
Drawdowns
RSSY vs. FTIF - Drawdown Comparison
The maximum RSSY drawdown since its inception was -29.57%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for RSSY and FTIF.
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Drawdown Indicators
| RSSY | FTIF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -27.83% | -1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -5.46% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.83% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.14% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -6.01% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.84% | +0.30% |
Volatility
RSSY vs. FTIF - Volatility Comparison
The current volatility for Return Stacked US Stocks & Futures Yield ETF (RSSY) is 2.30%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 4.00%. This indicates that RSSY experiences smaller price fluctuations and is considered to be less risky than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSSY | FTIF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 4.00% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 10.55% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.28% | 15.00% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.37% | 18.97% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 18.97% | -0.60% |
RSSY vs. FTIF - Expense Ratio Comparison
RSSY has a 1.04% expense ratio, which is higher than FTIF's 0.60% expense ratio.
Dividends
RSSY vs. FTIF - Dividend Comparison
RSSY's dividend yield for the trailing twelve months is around 1.53%, more than FTIF's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF | 1.12% | 1.45% | 2.88% | 1.55% |
RSSY Return Stacked US Stocks & Futures Yield ETF | 1.53% | 2.04% | 0.00% | 0.00% |
Frequently Asked Questions
RSSY and FTIF have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTIF has higher volatility (4.00%) compared to RSSY (2.30%). In terms of maximum drawdown, RSSY dropped -29.57% vs FTIF's -27.83%.
On 1-year performance, RSSY leads with 49.82% vs 38.00% for FTIF. On fees, FTIF is cheaper at 0.60% 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 38.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FTIF is cheaper with a 0.60% expense ratio, compared with 1.04% for RSSY.
RSSY has the higher dividend yield at 1.53%, compared with 1.12% for FTIF.
They also come from different issuers: Return Stacked and First Trust. Their fees differ too: 1.04% for RSSY and 0.60% for FTIF.
RSSY currently has the higher Sharpe Ratio (3.77 vs 2.55), 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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