XMMO vs. RSST
XMMO (Invesco S&P MidCap Momentum ETF) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - XMMO is a Momentum fund tracking the S&P MidCap 400 Momentum Index, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. XMMO is passively managed, while RSST is actively managed. Over the past year, XMMO returned 24.58% vs 39.99% for RSST. A 0.66 correlation means they provide meaningful diversification when combined. XMMO charges 0.35%/yr vs 0.99%/yr for RSST.
Performance
XMMO vs. RSST - Performance Comparison
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Returns By Period
In the year-to-date period, XMMO achieves a 16.39% return, which is significantly lower than RSST's 17.85% return.
XMMO
- 1D
- 2.84%
- 1M
- -6.38%
- 6M
- 14.04%
- YTD
- 16.39%
- 1Y
- 24.58%
- 3Y*
- 25.65%
- 5Y*
- 14.64%
- 10Y*
- 18.68%
- ALL TIME*
- 12.34%
RSST
- 1D
- 2.11%
- 1M
- 1.29%
- 6M
- 15.73%
- YTD
- 17.85%
- 1Y
- 39.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.27%
XMMO vs. RSST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XMMO Invesco S&P MidCap Momentum ETF | 16.39% | 13.04% | 38.03% | 10.35% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 17.85% | 19.91% | 18.37% | 1.58% |
Correlation
The correlation between XMMO and RSST is 0.67, 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 | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023 | 0.66 |
The correlation between XMMO and RSST has been stable across timeframes, ranging from 0.66 to 0.67 - a consistent structural relationship.
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Return for Risk
XMMO vs. RSST — Risk / Return Rank
XMMO
RSST
XMMO vs. RSST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Momentum ETF (XMMO) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). 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.
| XMMO | RSST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.43 | -1.00 |
| Martin ratioReturn relative to average drawdown | 8.81 | 10.05 | -1.24 |
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Drawdowns
XMMO vs. RSST - Drawdown Comparison
The maximum XMMO drawdown since its inception was -55.37%, which is greater than RSST's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for XMMO and RSST.
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Drawdown Indicators
| XMMO | RSST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -30.80% | -24.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -11.71% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -24.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.74% | — | — |
Current DrawdownCurrent decline from peak | -7.59% | -3.88% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -6.03% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.99% | -1.19% |
Volatility
XMMO vs. RSST - Volatility Comparison
Invesco S&P MidCap Momentum ETF (XMMO) has a higher volatility of 7.40% compared to Return Stacked U.S. Stocks & Managed Futures ETF (RSST) at 5.31%. This indicates that XMMO's price experiences larger fluctuations and is considered to be riskier than RSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMMO | RSST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 5.31% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 17.72% | 16.98% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.84% | 23.53% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.75% | 24.32% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 24.32% | -1.95% |
XMMO vs. RSST - Expense Ratio Comparison
XMMO has a 0.35% expense ratio, which is lower than RSST's 0.99% expense ratio.
Dividends
XMMO vs. RSST - Dividend Comparison
XMMO's dividend yield for the trailing twelve months is around 0.60%, less than RSST's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.95% | 1.12% | 0.09% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMMO Invesco S&P MidCap Momentum ETF | 0.60% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Frequently Asked Questions
XMMO and RSST have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMMO has higher volatility (7.40%) compared to RSST (5.31%). In terms of maximum drawdown, XMMO dropped -55.37% vs RSST's -30.80%.
On 1-year performance, RSST leads with 39.99% vs 24.58% for XMMO. On fees, XMMO is cheaper at 0.35% per year. On volatility, RSST has been the lower-risk option at 5.31%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSST has performed better with a 39.99% return vs 24.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XMMO is cheaper with a 0.35% expense ratio, compared with 0.99% for RSST.
RSST has the higher dividend yield at 0.95%, compared with 0.60% for XMMO.
XMMO is categorized as Momentum, while RSST is Large Cap Blend Equities. They also come from different issuers: Invesco and Return Stacked. Their fees differ too: 0.35% for XMMO and 0.99% for RSST.
RSST currently has the higher Sharpe Ratio (1.71 vs 1.19), 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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