SGLC vs. RSSY

Last updated Jun 5, 2026

SGLC (SGI U.S. Large Cap Core ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, SGLC returned 33.91% vs 49.01% for RSSY. A 0.56 correlation means they provide meaningful diversification when combined. SGLC charges 0.85%/yr vs 1.04%/yr for RSSY.

Performance

SGLC vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI U.S. Large Cap Core ETF (SGLC) 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, SGLC achieves a 14.85% return, which is significantly lower than RSSY's 33.31% return.

SGLC

• 1D: 0.35%
• 1M: 5.34%
• YTD: 14.85%
• 6M: 16.84%
• 1Y: 33.91%
• 3Y*: 22.49%
• 5Y*: —
• 10Y*: —

RSSY

• 1D: 0.65%
• 1M: 1.97%
• YTD: 33.31%
• 6M: 28.93%
• 1Y: 49.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SGLC vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SGLC SGI U.S. Large Cap Core ETF	14.85%	17.30%	5.62%
RSSY Return Stacked US Stocks & Futures Yield ETF	33.31%	-3.52%	1.10%

Correlation

The correlation between SGLC and RSSY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.56

The correlation between SGLC and RSSY has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.

Return for Risk

SGLC vs. RSSY — Risk / Return Rank

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

SGLC

SGLC Risk / Return Rank: 77
SGLC Sharpe Ratio Rank: 79
SGLC Sortino Ratio Rank: 75
SGLC Omega Ratio Rank: 77
SGLC Calmar Ratio Rank: 72
SGLC Martin Ratio Rank: 81

RSSY

RSSY Risk / Return Rank: 94
RSSY Sharpe Ratio Rank: 95
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.

SGLC vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) 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.

	SGLC	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	2.53	3.72	-1.19
Sortino ratio: Return per unit of downside risk	3.32	4.87	-1.55
Omega ratio: Gain probability vs. loss probability	1.45	1.67	-0.22
Calmar ratio: Return relative to maximum drawdown	3.52	6.69	-3.17
Martin ratio: Return relative to average drawdown	15.67	22.96	-7.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGLC vs. RSSY - Sharpe Ratio Comparison

The current SGLC Sharpe Ratio is 2.53, which is lower than the RSSY Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of SGLC 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.

Sharpe Ratios by Period

	SGLC	RSSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	3.72	-1.19
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.76	+0.68

Drawdowns

SGLC vs. RSSY - Drawdown Comparison

The maximum SGLC drawdown since its inception was -20.24%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for SGLC and RSSY.

Drawdown Indicators

	SGLC	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-20.24%	-29.57%	+9.33%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-7.36%	-2.31%
Max Drawdown (3Y) Largest decline over 3 years	-20.24%	—	—
Current Drawdown Current decline from peak	-0.08%	0.00%	-0.08%
Average Drawdown Average peak-to-trough decline	-2.45%	-7.35%	+4.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.14%	+0.03%

Volatility

SGLC vs. RSSY - Volatility Comparison

SGI U.S. Large Cap Core ETF (SGLC) has a higher volatility of 3.26% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.34%. This indicates that SGLC'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

	SGLC	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	2.34%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	9.93%	+1.11%
Volatility (1Y) Calculated over the trailing 1-year period	13.49%	13.25%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.03%	18.34%	-2.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.03%	18.34%	-2.31%

SGLC vs. RSSY - Expense Ratio Comparison

SGLC has a 0.85% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

SGLC vs. RSSY - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 0.20%, less than RSSY's 1.53% yield.

Position	TTM	2025	2024	2023
RSSY Return Stacked US Stocks & Futures Yield ETF	1.53%	2.04%	0.00%	0.00%
SGLC SGI U.S. Large Cap Core ETF	0.20%	0.23%	8.68%	1.49%

Frequently Asked Questions

Can I hold both SGLC and RSSY in my portfolio?

SGLC and RSSY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGLC or RSSY?

SGLC has higher volatility (3.26%) compared to RSSY (2.34%). In terms of maximum drawdown, SGLC dropped -20.24% vs RSSY's -29.57%.

Which ETF is better, SGLC or RSSY?

On 1-year performance, RSSY leads with 49.01% vs 33.91% for SGLC. On fees, SGLC is cheaper at 0.85% per year. On volatility, RSSY has been the lower-risk option at 2.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SGLC or RSSY?

Over the 1-year period, RSSY has performed better with a 49.01% return vs 33.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SGLC or RSSY?

SGLC is cheaper with a 0.85% expense ratio, compared with 1.04% for RSSY.

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

RSSY has the higher dividend yield at 1.53%, compared with 0.20% for SGLC.

What is the main difference between SGLC and RSSY?

They also come from different issuers: Summit Global Investments and Return Stacked. Their fees differ too: 0.85% for SGLC and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (3.72 vs 2.52), 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.