RWLC vs. RSSY

Last updated Jun 23, 2026

RWLC (Rayliant Wilshire NxtGen US Large Cap Equity ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. RWLC is passively managed, while RSSY is actively managed. Over the past year, RWLC returned 22.59% vs 39.37% for RSSY. At a 0.49 correlation, their price movements are largely independent. RWLC charges 0.32%/yr vs 1.04%/yr for RSSY.

Performance

RWLC vs. RSSY - Performance Comparison

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

Returns By Period

In the year-to-date period, RWLC achieves a 11.76% return, which is significantly lower than RSSY's 30.57% return.

RWLC

• 1D: -0.23%
• 1M: 0.88%
• YTD: 11.76%
• 6M: 11.55%
• 1Y: 22.59%
• 3Y*: 23.44%
• 5Y*: —
• 10Y*: —

RSSY

• 1D: -0.91%
• 1M: -0.16%
• YTD: 30.57%
• 6M: 29.69%
• 1Y: 39.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RWLC vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RWLC Rayliant Wilshire NxtGen US Large Cap Equity ETF	11.76%	20.23%	10.37%
RSSY Return Stacked US Stocks & Futures Yield ETF	30.57%	-3.52%	1.40%

Correlation

The correlation between RWLC and RSSY is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (All Time) Calculated using the full available price history since May 29, 2024	0.49

Return for Risk

RWLC vs. RSSY — Risk / Return Rank

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

RWLC

RWLC Risk / Return Rank: 49
RWLC Sharpe Ratio Rank: 47
RWLC Sortino Ratio Rank: 49
RWLC Omega Ratio Rank: 47
RWLC Calmar Ratio Rank: 51
RWLC Martin Ratio Rank: 52

RSSY

RSSY Risk / Return Rank: 89
RSSY Sharpe Ratio Rank: 90
RSSY Sortino Ratio Rank: 89
RSSY Omega Ratio Rank: 88
RSSY Calmar Ratio Rank: 90
RSSY Martin Ratio Rank: 87

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.

RWLC vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) and Return Stacked US Stocks & Futures Yield ETF (RSSY). 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.

	RWLC	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	1.58	2.94	-1.36
Sortino ratio: Return per unit of downside risk	2.36	3.93	-1.57
Omega ratio: Gain probability vs. loss probability	1.29	1.52	-0.23
Calmar ratio: Return relative to maximum drawdown	2.43	5.37	-2.94
Martin ratio: Return relative to average drawdown	8.84	18.12	-9.28

RWLC vs. RSSY - Sharpe Ratio Comparison

The current RWLC Sharpe Ratio is 1.58, which is lower than the RSSY Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of RWLC and RSSY, 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

RWLC vs. RSSY - Drawdown Comparison

The maximum RWLC drawdown since its inception was -21.00%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for RWLC and RSSY.

Drawdown Indicators

	RWLC	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-21.00%	-29.57%	+8.57%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-7.36%	-1.97%
Max Drawdown (3Y) Largest decline over 3 years	-16.20%	—	—
Current Drawdown Current decline from peak	-1.45%	-2.05%	+0.60%
Average Drawdown Average peak-to-trough decline	-5.39%	-7.22%	+1.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	2.18%	+0.38%

Volatility

RWLC vs. RSSY - Volatility Comparison

Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) has a higher volatility of 4.64% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 3.44%. This indicates that RWLC's price experiences larger fluctuations and is considered to be riskier than RSSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RWLC	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.64%	3.44%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	9.72%	+0.76%
Volatility (1Y) Calculated over the trailing 1-year period	14.38%	13.47%	+0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.51%	18.26%	-1.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.51%	18.26%	-1.75%

RWLC vs. RSSY - Expense Ratio Comparison

RWLC has a 0.32% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

RWLC vs. RSSY - Dividend Comparison

RWLC's dividend yield for the trailing twelve months is around 13.14%, more than RSSY's 1.56% yield.

Position	TTM	2025	2024	2023	2022	2021
RSSY Return Stacked US Stocks & Futures Yield ETF	1.56%	2.04%	0.00%	0.00%	0.00%	0.00%
RWLC Rayliant Wilshire NxtGen US Large Cap Equity ETF	13.14%	14.69%	0.98%	1.63%	1.39%	0.01%

Frequently Asked Questions

Can I hold both RWLC and RSSY in my portfolio?

RWLC and RSSY have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RWLC or RSSY?

RWLC has higher volatility (4.64%) compared to RSSY (3.44%). In terms of maximum drawdown, RWLC dropped -21.00% vs RSSY's -29.57%.

Which ETF is better, RWLC or RSSY?

On 1-year performance, RSSY leads with 39.37% vs 22.59% for RWLC. On fees, RWLC is cheaper at 0.32% per year. On volatility, RSSY has been the lower-risk option at 3.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RWLC or RSSY?

Over the 1-year period, RSSY has performed better with a 39.37% return vs 22.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RWLC or RSSY?

RWLC is cheaper with a 0.32% expense ratio, compared with 1.04% for RSSY.

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

RWLC has the higher dividend yield at 13.14%, compared with 1.56% for RSSY.

What is the main difference between RWLC and RSSY?

They also come from different issuers: Rayliant and Return Stacked. Their fees differ too: 0.32% for RWLC and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (2.94 vs 1.58), 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.