RSSY vs. USMV

Last updated Jun 3, 2026

RSSY (Return Stacked US Stocks & Futures Yield ETF) and USMV (iShares MSCI USA Minimum Volatility Factor ETF) are both Large Cap Blend Equities funds. RSSY is actively managed, while USMV is passively managed. Over the past year, RSSY returned 49.82% vs 5.11% for USMV. At a 0.39 correlation, their price movements are largely independent. RSSY charges 1.04%/yr vs 0.15%/yr for USMV.

Performance

RSSY vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked US Stocks & Futures Yield ETF (RSSY) and iShares MSCI USA Minimum Volatility Factor ETF (USMV). 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 USMV's 3.37% return.

RSSY

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

USMV

• 1D: -0.02%
• 1M: 2.48%
• YTD: 3.37%
• 6M: 3.65%
• 1Y: 5.11%
• 3Y*: 12.04%
• 5Y*: 7.76%
• 10Y*: 10.00%

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

RSSY vs. USMV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSSY Return Stacked US Stocks & Futures Yield ETF	32.66%	-3.52%	1.10%
USMV iShares MSCI USA Minimum Volatility Factor ETF	3.37%	7.65%	10.29%

Correlation

The correlation between RSSY and USMV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.39

Return for Risk

RSSY vs. USMV — 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

USMV

USMV Risk / Return Rank: 19
USMV Sharpe Ratio Rank: 19
USMV Sortino Ratio Rank: 18
USMV Omega Ratio Rank: 17
USMV Calmar Ratio Rank: 19
USMV Martin Ratio Rank: 22

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. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked US Stocks & Futures Yield ETF (RSSY) and iShares MSCI USA Minimum Volatility Factor ETF (USMV). 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	USMV	Difference
Sharpe ratio Return per unit of total volatility	3.77	0.61	+3.17
Sortino ratio Return per unit of downside risk	4.94	0.91	+4.03
Omega ratio Gain probability vs. loss probability	1.68	1.11	+0.57
Calmar ratio Return relative to maximum drawdown	6.70	0.82	+5.88
Martin ratio Return relative to average drawdown	23.02	2.74	+20.28
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. USMV - Sharpe Ratio Comparison

The current RSSY Sharpe Ratio is 3.77, which is higher than the USMV Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of RSSY and USMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSSY	USMV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.77	0.61	+3.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.63	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.87	-0.12

Drawdowns

RSSY vs. USMV - Drawdown Comparison

The maximum RSSY drawdown since its inception was -29.57%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for RSSY and USMV.

Drawdown Indicators

	RSSY	USMV	Difference
Max Drawdown Largest peak-to-trough decline	-29.57%	-33.10%	+3.53%
Max Drawdown (1Y) Largest decline over 1 year	-7.36%	-6.46%	-0.90%
Max Drawdown (3Y) Largest decline over 3 years	—	-9.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.93%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.10%	—
Current Drawdown Current decline from peak	0.00%	-0.49%	+0.49%
Average Drawdown Average peak-to-trough decline	-7.38%	-2.88%	-4.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.93%	+0.21%

Volatility

RSSY vs. USMV - Volatility Comparison

Return Stacked US Stocks & Futures Yield ETF (RSSY) and iShares MSCI USA Minimum Volatility Factor ETF (USMV) have volatilities of 2.30% and 2.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSY	USMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.30%	2.27%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	5.93%	+4.11%
Volatility (1Y) Calculated over the trailing 1-year period	13.28%	8.47%	+4.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	12.35%	+6.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.37%	14.51%	+3.86%

RSSY vs. USMV - Expense Ratio Comparison

RSSY has a 1.04% expense ratio, which is higher than USMV's 0.15% expense ratio.

Dividends

RSSY vs. USMV - Dividend Comparison

RSSY's dividend yield for the trailing twelve months is around 1.53%, which matches USMV's 1.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSSY Return Stacked US Stocks & Futures Yield ETF	1.53%	2.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USMV iShares MSCI USA Minimum Volatility Factor ETF	1.52%	1.49%	1.67%	1.82%	1.62%	1.26%	1.81%	1.88%	2.12%	1.77%	2.22%	2.02%

Frequently Asked Questions

Can I hold both RSSY and USMV in my portfolio?

RSSY and USMV have a correlation of 0.29, 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 USMV?

RSSY has higher volatility (2.30%) compared to USMV (2.27%). In terms of maximum drawdown, RSSY dropped -29.57% vs USMV's -33.10%.

Which ETF is better, RSSY or USMV?

On 1-year performance, RSSY leads with 49.82% vs 5.11% for USMV. On fees, USMV is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSY or USMV?

Over the 1-year period, RSSY has performed better with a 49.82% return vs 5.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSY or USMV?

USMV is cheaper with a 0.15% expense ratio, compared with 1.04% for RSSY.

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

RSSY and USMV have nearly identical dividend yields, around 1.53%.

What is the main difference between RSSY and USMV?

They also come from different issuers: Return Stacked and iShares. Their fees differ too: 1.04% for RSSY and 0.15% for USMV.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (3.77 vs 0.61), 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.