RSSY vs. KAT

Last updated Aug 1, 2026

RSSY (Return Stacked US Stocks & Futures Yield ETF) and KAT (Scharf ETF) are both Large Cap Blend Equities funds. Both are actively managed. Their 0.35 correlation means their historical movements had little consistent relationship. RSSY charges 1.04%/yr vs 0.75%/yr for KAT.

Performance

RSSY vs. KAT - Performance Comparison

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

Returns By Period

In the year-to-date period, RSSY achieves a 29.79% return, which is significantly higher than KAT's 3.63% return.

RSSY

• 1D: 0.52%
• 1M: -1.37%
• 6M: 24.35%
• YTD: 29.79%
• 1Y: 36.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.63%

KAT

• 1D: 1.14%
• 1M: 2.91%
• 6M: 2.43%
• YTD: 3.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KAT Scharf ETF	$571.01K	$654.17K	$709.38K
RSSY Return Stacked US Stocks & Futures Yield ETF	$536.26K	$678.90K	$712.12K

RSSY vs. KAT - Yearly Performance Comparison

	2026 (YTD)	2025
RSSY Return Stacked US Stocks & Futures Yield ETF	29.79%	1.85%
KAT Scharf ETF	3.63%	0.85%

Correlation

The correlation between RSSY and KAT is 0.35, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 25, 2025	0.35

Return for Risk

RSSY vs. KAT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RSSY

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

KAT

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RSSY vs. KAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked US Stocks & Futures Yield ETF (RSSY) and Scharf ETF (KAT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RSSY	KAT	Difference
Sharpe ratio: Return per unit of total volatility	2.41	—	—
Sortino ratio: Return per unit of downside risk	3.30	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	4.53	—	—
Martin ratio: Return relative to average drawdown	14.80	—	—

Drawdowns

RSSY vs. KAT - Drawdown Comparison

The maximum RSSY drawdown since its inception was -29.57%, which is greater than KAT's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for RSSY and KAT.

Drawdown Indicators

	RSSY	KAT	Difference
Max Drawdown Largest peak-to-trough decline	-29.57%	-9.25%	-20.32%
Max Drawdown (1Y) Largest decline over 1 year	-7.36%	—	—
Current Drawdown Current decline from peak	-3.07%	-1.89%	-1.18%
Average Drawdown Average peak-to-trough decline	-6.94%	-3.46%	-3.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	—	—

Volatility

Volatility by Period

	RSSY	KAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.83%	10.48%	+3.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.04%	10.48%	+7.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	10.48%	+7.56%

RSSY vs. KAT - Expense Ratio Comparison

RSSY has a 1.04% expense ratio, which is higher than KAT's 0.75% expense ratio.

Dividends

RSSY vs. KAT - Dividend Comparison

RSSY's dividend yield for the trailing twelve months is around 1.57%, more than KAT's 0.08% yield.

Position	TTM	2025
KAT Scharf ETF	0.08%	0.00%
RSSY Return Stacked US Stocks & Futures Yield ETF	1.57%	2.04%

Frequently Asked Questions

Can I hold both RSSY and KAT in my portfolio?

RSSY and KAT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RSSY or KAT?

On fees, KAT is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RSSY or KAT?

KAT is cheaper with a 0.75% expense ratio, compared with 1.04% for RSSY.

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

RSSY has the higher dividend yield at 1.57%, compared with 0.08% for KAT.

What is the main difference between RSSY and KAT?

They also come from different issuers: Return Stacked and Scharf Investments. Their fees differ too: 1.04% for RSSY and 0.75% for KAT.