YALL vs. RSSY
YALL (God Bless America 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, YALL returned 5.94% vs 47.81% for RSSY. A 0.52 correlation means they provide meaningful diversification when combined. YALL charges 0.65%/yr vs 1.04%/yr for RSSY.
Performance
YALL vs. RSSY - Performance Comparison
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Returns By Period
YALL
- 1D
- -1.26%
- 1M
- -0.74%
- YTD
- 0.00%
- 6M
- -1.23%
- 1Y
- 5.94%
- 3Y*
- 21.38%
- 5Y*
- —
- 10Y*
- —
RSSY
- 1D
- -0.16%
- 1M
- 1.78%
- YTD
- 32.45%
- 6M
- 27.13%
- 1Y
- 47.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YALL vs. RSSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YALL God Bless America ETF | 0.00% | 14.36% | 15.44% |
RSSY Return Stacked US Stocks & Futures Yield ETF | 32.45% | -3.52% | 1.10% |
Correlation
The correlation between YALL and RSSY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 30, 2024 | 0.52 |
The correlation between YALL and RSSY has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.
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Return for Risk
YALL vs. RSSY — Risk / Return Rank
YALL
RSSY
YALL vs. RSSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) 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.
| YALL | RSSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.09 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.65 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 6.53 | -5.89 |
| Martin ratioReturn relative to average drawdown | 1.86 | 22.39 | -20.54 |
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
| YALL | RSSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 3.63 | -3.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.46 | 0.75 | +0.71 |
Drawdowns
YALL vs. RSSY - Drawdown Comparison
The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for YALL and RSSY.
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Drawdown Indicators
| YALL | RSSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.72% | -29.57% | +9.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -7.36% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -19.72% | — | — |
Current DrawdownCurrent decline from peak | -4.47% | -0.16% | -4.31% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -7.37% | +4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.14% | +1.07% |
Volatility
YALL vs. RSSY - Volatility Comparison
God Bless America ETF (YALL) has a higher volatility of 3.31% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.30%. This indicates that YALL'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
| YALL | RSSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 2.30% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 9.92% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.74% | 13.28% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 18.35% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 18.35% | -0.86% |
YALL vs. RSSY - Expense Ratio Comparison
YALL has a 0.65% expense ratio, which is lower than RSSY's 1.04% expense ratio.
Dividends
YALL vs. RSSY - Dividend Comparison
YALL's dividend yield for the trailing twelve months is around 0.49%, 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% |
YALL God Bless America ETF | 0.49% | 0.49% | 0.50% | 3.51% | 0.19% |
Frequently Asked Questions
YALL and RSSY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YALL has higher volatility (3.31%) compared to RSSY (2.30%). In terms of maximum drawdown, YALL dropped -19.72% vs RSSY's -29.57%.
On 1-year performance, RSSY leads with 47.81% vs 5.94% for YALL. On fees, YALL is cheaper at 0.65% 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 5.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
YALL is cheaper with a 0.65% expense ratio, compared with 1.04% for RSSY.
RSSY has the higher dividend yield at 1.54%, compared with 0.49% for YALL.
They also come from different issuers: Tidal ETFs and Return Stacked. Their fees differ too: 0.65% for YALL and 1.04% for RSSY.
RSSY currently has the higher Sharpe Ratio (3.63 vs 0.44), 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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