USRD vs. RSSY

Last updated Jun 4, 2026

USRD (Themes US R&D Champions ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. USRD is passively managed, while RSSY is actively managed. Over the past year, USRD returned 31.55% vs 47.81% for RSSY. A 0.54 correlation means they provide meaningful diversification when combined. USRD charges 0.29%/yr vs 1.04%/yr for RSSY.

Performance

USRD vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes US R&D Champions ETF (USRD) 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, USRD achieves a 19.83% return, which is significantly lower than RSSY's 32.45% return.

USRD

• 1D: -1.22%
• 1M: 13.66%
• YTD: 19.83%
• 6M: 18.09%
• 1Y: 31.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RSSY

• 1D: -0.16%
• 1M: 1.78%
• YTD: 32.45%
• 6M: 27.13%
• 1Y: 47.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

USRD vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
USRD Themes US R&D Champions ETF	19.83%	12.44%	7.28%
RSSY Return Stacked US Stocks & Futures Yield ETF	32.45%	-3.52%	1.10%

Correlation

The correlation between USRD and RSSY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.54

The correlation between USRD and RSSY has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.

Return for Risk

USRD vs. RSSY — Risk / Return Rank

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

USRD

USRD Risk / Return Rank: 52
USRD Sharpe Ratio Rank: 56
USRD Sortino Ratio Rank: 55
USRD Omega Ratio Rank: 53
USRD Calmar Ratio Rank: 48
USRD Martin Ratio Rank: 45

RSSY

RSSY Risk / Return Rank: 93
RSSY Sharpe Ratio Rank: 94
RSSY Sortino Ratio Rank: 93
RSSY Omega Ratio Rank: 93
RSSY Calmar Ratio Rank: 92
RSSY Martin Ratio Rank: 91

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.

USRD vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes US R&D Champions ETF (USRD) 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.

	USRD	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	1.89	3.63	-1.74
Sortino ratio: Return per unit of downside risk	2.63	4.78	-2.14
Omega ratio: Gain probability vs. loss probability	1.33	1.65	-0.33
Calmar ratio: Return relative to maximum drawdown	2.35	6.53	-4.18
Martin ratio: Return relative to average drawdown	7.30	22.39	-15.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USRD vs. RSSY - Sharpe Ratio Comparison

The current USRD Sharpe Ratio is 1.89, which is lower than the RSSY Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of USRD 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

	USRD	RSSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	3.63	-1.74
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	0.75	+0.38

Drawdowns

USRD vs. RSSY - Drawdown Comparison

The maximum USRD drawdown since its inception was -23.79%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for USRD and RSSY.

Drawdown Indicators

	USRD	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-23.79%	-29.57%	+5.78%
Max Drawdown (1Y) Largest decline over 1 year	-13.49%	-7.36%	-6.13%
Current Drawdown Current decline from peak	-1.22%	-0.16%	-1.06%
Average Drawdown Average peak-to-trough decline	-3.70%	-7.37%	+3.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.33%	2.14%	+2.19%

Volatility

USRD vs. RSSY - Volatility Comparison

Themes US R&D Champions ETF (USRD) has a higher volatility of 5.55% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.30%. This indicates that USRD'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

	USRD	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.55%	2.30%	+3.25%
Volatility (6M) Calculated over the trailing 6-month period	13.33%	9.92%	+3.41%
Volatility (1Y) Calculated over the trailing 1-year period	16.79%	13.28%	+3.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.24%	18.35%	+0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.24%	18.35%	+0.89%

USRD vs. RSSY - Expense Ratio Comparison

USRD has a 0.29% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

USRD vs. RSSY - Dividend Comparison

USRD's dividend yield for the trailing twelve months is around 0.35%, less than RSSY's 1.54% yield.

Position	TTM	2025	2024
RSSY Return Stacked US Stocks & Futures Yield ETF	1.54%	2.04%	0.00%
USRD Themes US R&D Champions ETF	0.35%	0.42%	2.44%

Frequently Asked Questions

Can I hold both USRD and RSSY in my portfolio?

USRD and RSSY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USRD or RSSY?

USRD has higher volatility (5.55%) compared to RSSY (2.30%). In terms of maximum drawdown, USRD dropped -23.79% vs RSSY's -29.57%.

Which ETF is better, USRD or RSSY?

On 1-year performance, RSSY leads with 47.81% vs 31.55% for USRD. On fees, USRD is cheaper at 0.29% 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.

Which ETF has performed better, USRD or RSSY?

Over the 1-year period, RSSY has performed better with a 47.81% return vs 31.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USRD or RSSY?

USRD is cheaper with a 0.29% expense ratio, compared with 1.04% for RSSY.

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

RSSY has the higher dividend yield at 1.54%, compared with 0.35% for USRD.

What is the main difference between USRD and RSSY?

They also come from different issuers: Themes and Return Stacked. Their fees differ too: 0.29% for USRD and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (3.63 vs 1.89), 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.