RSSY vs. QLTY

Last updated Apr 1, 2026

Compare and contrast key facts about Return Stacked US Stocks & Futures Yield ETF (RSSY) and GMO U.S. Quality ETF (QLTY).

RSSY and QLTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSSY is an actively managed fund by Return Stacked. It was launched on May 28, 2024. QLTY is a passively managed fund by GMO that tracks the performance of the S&P 500. It was launched on Nov 13, 2023.

Performance

RSSY vs. QLTY - Performance Comparison

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

RSSY vs. QLTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSSY Return Stacked US Stocks & Futures Yield ETF	15.85%	-3.52%	1.10%
QLTY GMO U.S. Quality ETF	-5.77%	21.26%	8.38%

Returns By Period

In the year-to-date period, RSSY achieves a 15.85% return, which is significantly higher than QLTY's -5.77% return.

RSSY

• 1D: 0.96%
• 1M: 6.68%
• YTD: 15.85%
• 6M: 12.82%
• 1Y: 27.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QLTY

• 1D: 2.76%
• 1M: -6.42%
• YTD: -5.77%
• 6M: 0.36%
• 1Y: 16.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSSY vs. QLTY - Expense Ratio Comparison

RSSY has a 1.04% expense ratio, which is higher than QLTY's 0.50% expense ratio.

RSSY

Return Stacked US Stocks & Futures Yield ETF

QLTY

GMO U.S. Quality ETF

Return for Risk

RSSY vs. QLTY — Risk / Return Rank

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

RSSY

RSSY Risk / Return Rank: 71
RSSY Sharpe Ratio Rank: 72
RSSY Sortino Ratio Rank: 71
RSSY Omega Ratio Rank: 74
RSSY Calmar Ratio Rank: 68
RSSY Martin Ratio Rank: 67

QLTY

QLTY Risk / Return Rank: 59
QLTY Sharpe Ratio Rank: 54
QLTY Sortino Ratio Rank: 60
QLTY Omega Ratio Rank: 59
QLTY Calmar Ratio Rank: 62
QLTY Martin Ratio Rank: 61

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. QLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked US Stocks & Futures Yield ETF (RSSY) and GMO U.S. Quality ETF (QLTY). 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	QLTY	Difference
Sharpe ratio Return per unit of total volatility	1.28	0.94	+0.34
Sortino ratio Return per unit of downside risk	1.79	1.50	+0.29
Omega ratio Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	1.72	1.51	+0.21
Martin ratio Return relative to average drawdown	6.72	5.83	+0.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSSY vs. QLTY - Sharpe Ratio Comparison

The current RSSY Sharpe Ratio is 1.28, which is higher than the QLTY Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of RSSY and QLTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RSSY	QLTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	0.94	+0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	1.18	-0.82

Correlation

The correlation between RSSY and QLTY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

RSSY vs. QLTY - Dividend Comparison

RSSY's dividend yield for the trailing twelve months is around 1.76%, more than QLTY's 0.81% yield.

	TTM	2025	2024	2023
RSSY Return Stacked US Stocks & Futures Yield ETF	1.76%	2.04%	0.00%	0.00%
QLTY GMO U.S. Quality ETF	0.81%	0.73%	0.79%	0.15%

Drawdowns

RSSY vs. QLTY - Drawdown Comparison

The maximum RSSY drawdown since its inception was -29.57%, which is greater than QLTY's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for RSSY and QLTY.

Drawdown Indicators

	RSSY	QLTY	Difference
Max Drawdown Largest peak-to-trough decline	-29.57%	-17.00%	-12.57%
Max Drawdown (1Y) Largest decline over 1 year	-16.91%	-11.71%	-5.20%
Current Drawdown Current decline from peak	-2.53%	-9.28%	+6.75%
Average Drawdown Average peak-to-trough decline	-8.03%	-2.09%	-5.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.32%	3.04%	+1.28%

Volatility

RSSY vs. QLTY - Volatility Comparison

The current volatility for Return Stacked US Stocks & Futures Yield ETF (RSSY) is 4.21%, while GMO U.S. Quality ETF (QLTY) has a volatility of 5.28%. This indicates that RSSY experiences smaller price fluctuations and is considered to be less risky than QLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSY	QLTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	5.28%	-1.07%
Volatility (6M) Calculated over the trailing 6-month period	10.95%	9.73%	+1.22%
Volatility (1Y) Calculated over the trailing 1-year period	21.58%	17.77%	+3.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.93%	14.81%	+4.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.93%	14.81%	+4.12%