WLTG vs. RSSY
WLTG (WealthTrust DBS Long Term Growth 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, WLTG returned 24.44% vs 39.57% for RSSY. A 0.56 correlation means they provide meaningful diversification when combined. WLTG charges 0.75%/yr vs 1.04%/yr for RSSY.
Performance
WLTG vs. RSSY - Performance Comparison
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Returns By Period
In the year-to-date period, WLTG achieves a 5.87% return, which is significantly lower than RSSY's 29.90% return.
WLTG
- 1D
- -1.55%
- 1M
- -0.80%
- YTD
- 5.87%
- 6M
- 4.59%
- 1Y
- 24.44%
- 3Y*
- 22.76%
- 5Y*
- —
- 10Y*
- —
RSSY
- 1D
- -0.52%
- 1M
- -0.68%
- YTD
- 29.90%
- 6M
- 28.17%
- 1Y
- 39.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WLTG vs. RSSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WLTG WealthTrust DBS Long Term Growth ETF | 5.87% | 24.55% | 9.70% |
RSSY Return Stacked US Stocks & Futures Yield ETF | 29.90% | -3.52% | 1.40% |
Correlation
The correlation between WLTG and RSSY is 0.54, 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 | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 29, 2024 | 0.56 |
The correlation between WLTG and RSSY has been stable across timeframes, ranging from 0.54 to 0.56 - a consistent structural relationship.
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Return for Risk
WLTG vs. RSSY — Risk / Return Rank
WLTG
RSSY
WLTG vs. RSSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WealthTrust DBS Long Term Growth ETF (WLTG) 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.
| WLTG | RSSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.53 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 5.40 | -2.83 |
| Martin ratioReturn relative to average drawdown | 11.26 | 18.16 | -6.90 |
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Drawdowns
WLTG vs. RSSY - Drawdown Comparison
The maximum WLTG drawdown since its inception was -25.14%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for WLTG and RSSY.
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Drawdown Indicators
| WLTG | RSSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.14% | -29.57% | +4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -7.36% | -2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -17.12% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -2.56% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -7.21% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.18% | 0.00% |
Volatility
WLTG vs. RSSY - Volatility Comparison
WealthTrust DBS Long Term Growth ETF (WLTG) has a higher volatility of 5.08% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 3.48%. This indicates that WLTG'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
| WLTG | RSSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 3.48% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 9.73% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 13.46% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 18.24% | -3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 18.24% | -3.03% |
WLTG vs. RSSY - Expense Ratio Comparison
WLTG has a 0.75% expense ratio, which is lower than RSSY's 1.04% expense ratio.
Dividends
WLTG vs. RSSY - Dividend Comparison
WLTG's dividend yield for the trailing twelve months is around 4.18%, more than RSSY's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
RSSY Return Stacked US Stocks & Futures Yield ETF | 1.57% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% |
WLTG WealthTrust DBS Long Term Growth ETF | 4.18% | 4.43% | 0.55% | 0.71% | 0.44% | 0.02% |
Frequently Asked Questions
WLTG and RSSY have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WLTG has higher volatility (5.08%) compared to RSSY (3.48%). In terms of maximum drawdown, WLTG dropped -25.14% vs RSSY's -29.57%.
On 1-year performance, RSSY leads with 39.57% vs 24.44% for WLTG. On fees, WLTG is cheaper at 0.75% per year. On volatility, RSSY has been the lower-risk option at 3.48%. 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 39.57% return vs 24.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WLTG is cheaper with a 0.75% expense ratio, compared with 1.04% for RSSY.
WLTG has the higher dividend yield at 4.18%, compared with 1.57% for RSSY.
They also come from different issuers: WealthTrust and Return Stacked. Their fees differ too: 0.75% for WLTG and 1.04% for RSSY.
RSSY currently has the higher Sharpe Ratio (2.96 vs 1.75), 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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