XOEX vs. RSSY

Last updated Aug 6, 2026

XOEX (Xtrackers S&P 100 Ex Top 20 ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. XOEX is passively managed, while RSSY is actively managed. Over the past year, XOEX returned 27.43% vs 37.23% for RSSY. Their 0.46 correlation means their historical movements had little consistent relationship. XOEX charges 0.15%/yr vs 1.04%/yr for RSSY.

Performance

XOEX vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 100 Ex Top 20 ETF (XOEX) 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, XOEX achieves a 13.49% return, which is significantly lower than RSSY's 32.29% return.

XOEX

• 1D: 0.00%
• 1M: 1.17%
• 6M: 11.83%
• YTD: 13.49%
• 1Y: 27.43%
• 3Y*: 17.62%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.16%

RSSY

• 1D: -0.29%
• 1M: -0.35%
• 6M: 29.34%
• YTD: 32.29%
• 1Y: 37.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.53%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
RSSY Return Stacked US Stocks & Futures Yield ETF	$492.22K	$533.77K	$630.33K
XOEX Xtrackers S&P 100 Ex Top 20 ETF	$13.58M	$6.19M	$2.84M

XOEX vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XOEX Xtrackers S&P 100 Ex Top 20 ETF	13.49%	18.97%	6.87%
RSSY Return Stacked US Stocks & Futures Yield ETF	32.29%	-3.52%	1.40%

Correlation

The correlation between XOEX and RSSY is 0.46, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.46
Correlation (All Time) Calculated using the full available price history since May 29, 2024	0.46

Return for Risk

XOEX vs. RSSY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XOEX

XOEX Risk / Return Rank: 89
XOEX Sharpe Ratio Rank: 90
XOEX Sortino Ratio Rank: 90
XOEX Omega Ratio Rank: 88
XOEX Calmar Ratio Rank: 87
XOEX Martin Ratio Rank: 88

RSSY

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XOEX vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 100 Ex Top 20 ETF (XOEX) 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.

	XOEX	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	2.41	2.74	-0.33
Sortino ratio: Return per unit of downside risk	3.43	3.73	-0.30
Omega ratio: Gain probability vs. loss probability	1.43	1.48	-0.05
Calmar ratio: Return relative to maximum drawdown	3.77	5.08	-1.31
Martin ratio: Return relative to average drawdown	14.73	16.55	-1.83

XOEX vs. RSSY - Sharpe Ratio Comparison

The current XOEX Sharpe Ratio is 2.41, which is comparable to the RSSY Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of XOEX 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.

Drawdowns

XOEX vs. RSSY - Drawdown Comparison

The maximum XOEX drawdown since its inception was -14.68%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for XOEX and RSSY.

Drawdown Indicators

	XOEX	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-14.68%	-29.57%	+14.89%
Max Drawdown (1Y) Largest decline over 1 year	-7.31%	-7.36%	+0.05%
Max Drawdown (3Y) Largest decline over 3 years	-14.68%	—	—
Current Drawdown Current decline from peak	0.00%	-1.21%	+1.21%
Average Drawdown Average peak-to-trough decline	-2.57%	-6.91%	+4.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	2.26%	-0.39%

Volatility

XOEX vs. RSSY - Volatility Comparison

Xtrackers S&P 100 Ex Top 20 ETF (XOEX) has a higher volatility of 3.53% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 3.02%. This indicates that XOEX'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

	XOEX	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	3.02%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	9.10%	9.22%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	11.45%	13.67%	-2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.37%	18.02%	-4.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.37%	18.02%	-4.65%

XOEX vs. RSSY - Expense Ratio Comparison

XOEX has a 0.15% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

XOEX vs. RSSY - Dividend Comparison

XOEX's dividend yield for the trailing twelve months is around 1.43%, less than RSSY's 1.54% yield.

Position	TTM	2025	2024	2023	2022
RSSY Return Stacked US Stocks & Futures Yield ETF	1.54%	2.04%	0.00%	0.00%	0.00%
XOEX Xtrackers S&P 100 Ex Top 20 ETF	1.43%	1.95%	2.09%	1.72%	0.42%

Frequently Asked Questions

Can I hold both XOEX and RSSY in my portfolio?

XOEX and RSSY have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XOEX or RSSY?

XOEX has higher volatility (3.53%) compared to RSSY (3.02%). In terms of maximum drawdown, XOEX dropped -14.68% vs RSSY's -29.57%.

Which ETF is better, XOEX or RSSY?

On 1-year performance, RSSY leads with 37.23% vs 27.43% for XOEX. On fees, XOEX is cheaper at 0.15% per year. On volatility, RSSY has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XOEX or RSSY?

Over the 1-year period, RSSY has performed better with a 37.23% return vs 27.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XOEX or RSSY?

XOEX is cheaper with a 0.15% expense ratio, compared with 1.04% for RSSY.

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

RSSY has the higher dividend yield at 1.54%, compared with 1.43% for XOEX.

What is the main difference between XOEX and RSSY?

They also come from different issuers: Xtrackers and Return Stacked. Their fees differ too: 0.15% for XOEX and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (2.74 vs 2.41), 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.