TILT vs. RSSY
TILT (FlexShares Morningstar US Market Factor Tilt Index Fund) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. TILT is passively managed, while RSSY is actively managed. Over the past year, TILT returned 28.46% vs 47.81% for RSSY. A 0.57 correlation means they provide meaningful diversification when combined. TILT charges 0.25%/yr vs 1.04%/yr for RSSY.
Performance
TILT vs. RSSY - Performance Comparison
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Returns By Period
In the year-to-date period, TILT achieves a 10.68% return, which is significantly lower than RSSY's 32.45% return.
TILT
- 1D
- -0.67%
- 1M
- 4.39%
- YTD
- 10.68%
- 6M
- 10.81%
- 1Y
- 28.46%
- 3Y*
- 20.80%
- 5Y*
- 11.59%
- 10Y*
- 13.96%
RSSY
- 1D
- -0.16%
- 1M
- 1.78%
- YTD
- 32.45%
- 6M
- 27.13%
- 1Y
- 47.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TILT vs. RSSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TILT FlexShares Morningstar US Market Factor Tilt Index Fund | 10.68% | 16.59% | 11.61% |
RSSY Return Stacked US Stocks & Futures Yield ETF | 32.45% | -3.52% | 1.10% |
Correlation
The correlation between TILT and RSSY is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 30, 2024 | 0.57 |
The correlation between TILT and RSSY has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.
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Return for Risk
TILT vs. RSSY — Risk / Return Rank
TILT
RSSY
TILT vs. RSSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) 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.
| TILT | RSSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.65 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 6.53 | -3.17 |
| Martin ratioReturn relative to average drawdown | 14.71 | 22.39 | -7.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TILT | RSSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 3.63 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.75 | +0.09 |
Drawdowns
TILT vs. RSSY - Drawdown Comparison
The maximum TILT drawdown since its inception was -38.46%, which is greater than RSSY's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for TILT and RSSY.
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Drawdown Indicators
| TILT | RSSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -29.57% | -8.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -7.36% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.46% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -0.16% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -7.37% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.14% | -0.20% |
Volatility
TILT vs. RSSY - Volatility Comparison
FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) has a higher volatility of 3.04% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.30%. This indicates that TILT'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.
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Volatility by Period
| TILT | RSSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.30% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 9.92% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 13.28% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 18.35% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 18.35% | +0.40% |
TILT vs. RSSY - Expense Ratio Comparison
TILT has a 0.25% expense ratio, which is lower than RSSY's 1.04% expense ratio.
Dividends
TILT vs. RSSY - Dividend Comparison
TILT's dividend yield for the trailing twelve months is around 1.07%, less than RSSY's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSSY Return Stacked US Stocks & Futures Yield ETF | 1.54% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TILT FlexShares Morningstar US Market Factor Tilt Index Fund | 1.07% | 1.15% | 1.23% | 1.44% | 1.60% | 1.16% | 1.49% | 1.54% | 1.97% | 1.55% | 1.60% | 1.98% |
Frequently Asked Questions
TILT and RSSY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TILT has higher volatility (3.04%) compared to RSSY (2.30%). In terms of maximum drawdown, TILT dropped -38.46% vs RSSY's -29.57%.
On 1-year performance, RSSY leads with 47.81% vs 28.46% for TILT. On fees, TILT is cheaper at 0.25% per year. On volatility, RSSY has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSSY has performed better with a 47.81% return vs 28.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TILT is cheaper with a 0.25% expense ratio, compared with 1.04% for RSSY.
RSSY has the higher dividend yield at 1.54%, compared with 1.07% for TILT.
They also come from different issuers: FlexShares and Return Stacked. Their fees differ too: 0.25% for TILT and 1.04% for RSSY.
RSSY currently has the higher Sharpe Ratio (3.63 vs 2.33), 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.
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