SSFI vs. RSBT

Last updated Jun 3, 2026

SSFI (Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF) and RSBT (Return Stacked Bonds & Managed Futures ETF) are both Nontraditional Bonds funds. Both are actively managed. Over the past 3 years, SSFI returned 3.28%/yr vs 5.04%/yr for RSBT. At a 0.26 correlation, their price movements are largely independent. SSFI charges 0.81%/yr vs 0.97%/yr for RSBT.

Performance

SSFI vs. RSBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) and Return Stacked Bonds & Managed Futures ETF (RSBT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SSFI achieves a 0.49% return, which is significantly lower than RSBT's 10.66% return.

SSFI

• 1D: 0.16%
• 1M: 0.37%
• YTD: 0.49%
• 6M: 0.43%
• 1Y: 4.82%
• 3Y*: 3.28%
• 5Y*: —
• 10Y*: —

RSBT

• 1D: 0.56%
• 1M: 3.71%
• YTD: 10.66%
• 6M: 12.81%
• 1Y: 28.55%
• 3Y*: 5.04%
• 5Y*: —
• 10Y*: —

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

SSFI vs. RSBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF	0.49%	6.62%	1.10%	1.31%
RSBT Return Stacked Bonds & Managed Futures ETF	10.66%	10.31%	-2.90%	-11.91%

Correlation

The correlation between SSFI and RSBT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (All Time) Calculated using the full available price history since Feb 9, 2023	0.26

SSFI vs. RSBT - Sectors Allocation Comparison

Sectors	SSFI	RSBT
Financial Services	100.0%	184.1%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

SSFI vs. RSBT — Risk / Return Rank

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

SSFI

SSFI Risk / Return Rank: 34
SSFI Sharpe Ratio Rank: 33
SSFI Sortino Ratio Rank: 34
SSFI Omega Ratio Rank: 31
SSFI Calmar Ratio Rank: 34
SSFI Martin Ratio Rank: 35

RSBT

RSBT Risk / Return Rank: 65
RSBT Sharpe Ratio Rank: 60
RSBT Sortino Ratio Rank: 55
RSBT Omega Ratio Rank: 61
RSBT Calmar Ratio Rank: 84
RSBT Martin Ratio Rank: 66

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.

SSFI vs. RSBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) and Return Stacked Bonds & Managed Futures ETF (RSBT). 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.

	SSFI	RSBT	Difference
Sharpe ratio Return per unit of total volatility	1.23	2.05	-0.82
Sortino ratio Return per unit of downside risk	1.84	2.67	-0.83
Omega ratio Gain probability vs. loss probability	1.22	1.37	-0.16
Calmar ratio Return relative to maximum drawdown	1.71	4.61	-2.89
Martin ratio Return relative to average drawdown	5.50	12.35	-6.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSFI vs. RSBT - Sharpe Ratio Comparison

The current SSFI Sharpe Ratio is 1.23, which is lower than the RSBT Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SSFI and RSBT, 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

	SSFI	RSBT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	2.05	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.10	-0.13

Drawdowns

SSFI vs. RSBT - Drawdown Comparison

The maximum SSFI drawdown since its inception was -16.07%, smaller than the maximum RSBT drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for SSFI and RSBT.

Drawdown Indicators

	SSFI	RSBT	Difference
Max Drawdown Largest peak-to-trough decline	-16.07%	-23.60%	+7.53%
Max Drawdown (1Y) Largest decline over 1 year	-2.64%	-6.33%	+3.69%
Max Drawdown (3Y) Largest decline over 3 years	-6.72%	-18.98%	+12.26%
Current Drawdown Current decline from peak	-1.99%	0.00%	-1.99%
Average Drawdown Average peak-to-trough decline	-7.58%	-12.65%	+5.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.82%	2.36%	-1.54%

Volatility

SSFI vs. RSBT - Volatility Comparison

The current volatility for Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) is 1.43%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 3.08%. This indicates that SSFI experiences smaller price fluctuations and is considered to be less risky than RSBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSFI	RSBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.43%	3.08%	-1.65%
Volatility (6M) Calculated over the trailing 6-month period	2.74%	10.02%	-7.28%
Volatility (1Y) Calculated over the trailing 1-year period	3.96%	13.99%	-10.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.76%	13.69%	-7.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.76%	13.69%	-7.93%

SSFI vs. RSBT - Expense Ratio Comparison

SSFI has a 0.81% expense ratio, which is lower than RSBT's 0.97% expense ratio.

Dividends

SSFI vs. RSBT - Dividend Comparison

SSFI's dividend yield for the trailing twelve months is around 3.36%, more than RSBT's 2.89% yield.

Position	TTM	2025	2024	2023	2022	2021
RSBT Return Stacked Bonds & Managed Futures ETF	2.89%	3.20%	0.00%	2.38%	0.00%	0.00%
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF	3.36%	3.51%	3.64%	3.97%	1.87%	0.71%

Frequently Asked Questions

Can I hold both SSFI and RSBT in my portfolio?

SSFI and RSBT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSFI or RSBT?

RSBT has higher volatility (3.08%) compared to SSFI (1.43%). In terms of maximum drawdown, SSFI dropped -16.07% vs RSBT's -23.60%.

Which ETF is better, SSFI or RSBT?

On 3-year performance, RSBT leads with 5.04% vs 3.28% for SSFI. On fees, SSFI is cheaper at 0.81% per year. On volatility, SSFI has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SSFI or RSBT?

Over the 3-year period, RSBT has performed better with a 5.04% return vs 3.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SSFI or RSBT?

SSFI is cheaper with a 0.81% expense ratio, compared with 0.97% for RSBT.

Which ETF pays a higher dividend yield, SSFI or RSBT?

SSFI has the higher dividend yield at 3.36%, compared with 2.89% for RSBT.

What is the main difference between SSFI and RSBT?

They also come from different issuers: Day Hagan and Return Stacked. Their fees differ too: 0.81% for SSFI and 0.97% for RSBT.

Which has better risk-adjusted returns?

RSBT currently has the higher Sharpe Ratio (2.05 vs 1.23), 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.