RSSY vs. USDX

Last updated Jun 24, 2026

RSSY (Return Stacked US Stocks & Futures Yield ETF) and USDX (SGI Enhanced Core ETF) are both exchange-traded funds - RSSY is a Large Cap Blend Equities fund actively managed by Return Stacked, while USDX is a Intermediate Core Bond fund actively managed by Summit Global Investments. Both are actively managed. Over the past year, RSSY returned 39.57% vs 6.47% for USDX. At a 0.01 correlation, their price movements are largely independent. RSSY charges 1.04%/yr vs 0.98%/yr for USDX.

Performance

RSSY vs. USDX - Performance Comparison

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

Returns By Period

In the year-to-date period, RSSY achieves a 29.90% return, which is significantly higher than USDX's 2.55% return.

RSSY

• 1D: -0.52%
• 1M: -0.68%
• YTD: 29.90%
• 6M: 28.17%
• 1Y: 39.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USDX

• 1D: 0.04%
• 1M: 0.31%
• YTD: 2.55%
• 6M: 2.67%
• 1Y: 6.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSSY vs. USDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSSY Return Stacked US Stocks & Futures Yield ETF	29.90%	-3.52%	1.40%
USDX SGI Enhanced Core ETF	2.55%	6.25%	5.23%

Correlation

The correlation between RSSY and USDX is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (All Time) Calculated using the full available price history since May 29, 2024	0.01

Return for Risk

RSSY vs. USDX — Risk / Return Rank

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

RSSY

RSSY Risk / Return Rank: 90
RSSY Sharpe Ratio Rank: 91
RSSY Sortino Ratio Rank: 90
RSSY Omega Ratio Rank: 89
RSSY Calmar Ratio Rank: 90
RSSY Martin Ratio Rank: 88

USDX

USDX Risk / Return Rank: 95
USDX Sharpe Ratio Rank: 92
USDX Sortino Ratio Rank: 95
USDX Omega Ratio Rank: 96
USDX Calmar Ratio Rank: 94
USDX Martin Ratio Rank: 97

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. USDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked US Stocks & Futures Yield ETF (RSSY) and SGI Enhanced Core ETF (USDX). 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	USDX	Difference
Sharpe ratio: Return per unit of total volatility	2.96	3.14	-0.18
Sortino ratio: Return per unit of downside risk	3.95	4.98	-1.03
Omega ratio: Gain probability vs. loss probability	1.53	1.77	-0.25
Calmar ratio: Return relative to maximum drawdown	5.40	6.93	-1.53
Martin ratio: Return relative to average drawdown	18.16	44.33	-26.17

RSSY vs. USDX - Sharpe Ratio Comparison

The current RSSY Sharpe Ratio is 2.96, which is comparable to the USDX Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of RSSY and USDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RSSY vs. USDX - Drawdown Comparison

The maximum RSSY drawdown since its inception was -29.57%, which is greater than USDX's maximum drawdown of -0.94%. Use the drawdown chart below to compare losses from any high point for RSSY and USDX.

Drawdown Indicators

	RSSY	USDX	Difference
Max Drawdown Largest peak-to-trough decline	-29.57%	-0.94%	-28.63%
Max Drawdown (1Y) Largest decline over 1 year	-7.36%	-0.94%	-6.42%
Current Drawdown Current decline from peak	-2.56%	0.00%	-2.56%
Average Drawdown Average peak-to-trough decline	-7.21%	-0.06%	-7.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	0.15%	+2.03%

Volatility

RSSY vs. USDX - Volatility Comparison

Return Stacked US Stocks & Futures Yield ETF (RSSY) has a higher volatility of 3.48% compared to SGI Enhanced Core ETF (USDX) at 1.06%. This indicates that RSSY's price experiences larger fluctuations and is considered to be riskier than USDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSY	USDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.48%	1.06%	+2.42%
Volatility (6M) Calculated over the trailing 6-month period	9.73%	1.90%	+7.83%
Volatility (1Y) Calculated over the trailing 1-year period	13.46%	2.07%	+11.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.24%	1.74%	+16.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	1.74%	+16.50%

RSSY vs. USDX - Expense Ratio Comparison

RSSY has a 1.04% expense ratio, which is higher than USDX's 0.98% expense ratio.

Dividends

RSSY vs. USDX - Dividend Comparison

RSSY's dividend yield for the trailing twelve months is around 1.57%, less than USDX's 5.86% yield.

Position	TTM	2025	2024
RSSY Return Stacked US Stocks & Futures Yield ETF	1.57%	2.04%	0.00%
USDX SGI Enhanced Core ETF	5.86%	5.88%	4.60%

Frequently Asked Questions

Can I hold both RSSY and USDX in my portfolio?

RSSY and USDX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSSY or USDX?

RSSY has higher volatility (3.48%) compared to USDX (1.06%). In terms of maximum drawdown, RSSY dropped -29.57% vs USDX's -0.94%.

Which ETF is better, RSSY or USDX?

On 1-year performance, RSSY leads with 39.57% vs 6.47% for USDX. On fees, USDX is cheaper at 0.98% per year. On volatility, USDX has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSY or USDX?

Over the 1-year period, RSSY has performed better with a 39.57% return vs 6.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSY or USDX?

USDX is cheaper with a 0.98% expense ratio, compared with 1.04% for RSSY.

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

USDX has the higher dividend yield at 5.86%, compared with 1.57% for RSSY.

What is the main difference between RSSY and USDX?

RSSY is categorized as Large Cap Blend Equities, while USDX is Intermediate Core Bond. They also come from different issuers: Return Stacked and Summit Global Investments. Their fees differ too: 1.04% for RSSY and 0.98% for USDX.

Which has better risk-adjusted returns?

USDX currently has the higher Sharpe Ratio (3.14 vs 2.96), 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.