RSSY vs. KAT

Last updated Jun 3, 2026

RSSY (Return Stacked US Stocks & Futures Yield ETF) and KAT (Scharf ETF) are both Large Cap Blend Equities funds. Both are actively managed. At a 0.43 correlation, their price movements are largely independent. 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 32.66% return, which is significantly higher than KAT's 1.12% return.

RSSY

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

KAT

• 1D: -0.76%
• 1M: 0.52%
• YTD: 1.12%
• 6M: 2.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSSY vs. KAT - Yearly Performance Comparison

	2026 (YTD)	2025
RSSY Return Stacked US Stocks & Futures Yield ETF	32.66%	1.61%
KAT Scharf ETF	1.12%	0.98%

Correlation

The correlation between RSSY and KAT is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 26, 2025	0.43

Return for Risk

RSSY vs. KAT — 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

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. 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.

	RSSY	KAT	Difference
Sharpe ratio Return per unit of total volatility	3.77	—	—
Sortino ratio Return per unit of downside risk	4.94	—	—
Omega ratio Gain probability vs. loss probability	1.68	—	—
Calmar ratio Return relative to maximum drawdown	6.70	—	—
Martin ratio Return relative to average drawdown	23.02	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RSSY	KAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.26	+0.49

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	0.00%	-4.27%	+4.27%
Average Drawdown Average peak-to-trough decline	-7.38%	-3.19%	-4.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	—	—

Volatility

Volatility by Period

	RSSY	KAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.04%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.28%	10.47%	+2.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	10.47%	+7.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.37%	10.47%	+7.90%

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 1.53%, while KAT has not paid dividends to shareholders.

Position	TTM	2025
KAT Scharf ETF	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 KAT in my portfolio?

RSSY and KAT have a correlation of 0.43, 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 1.53%, compared with 0.00% 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.