Data as of Nov 4, 2026.
RSST vs WTMF: Correlation to the S&P 500
Over the year to Nov 4, 2026, WTMF moved less with the S&P 500 than RSST: correlation +0.62 against +0.85.
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Net assets: $480m on Jul 31, 2026 for Return Stacked U.S. Stocks & Managed Futures ETF, and $261m on Aug 31, 2026 for WisdomTree Managed Futures Strategy Fund.
RSST in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, RSST −1.76%.
WTMF in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, WTMF −0.37%.
Pair scorecard
WTMF costs 0.33 points a year less; their one-year returns differ by 10.6 points.
| Measure | RSST | WTMF |
|---|---|---|
| Return | ||
| Total return, 1 year | +23.3% | +12.7% |
| Against its benchmark | ||
| Treasury bills, 52 weeks | +3.7% | |
| Cost and size | ||
| Expense ratio | 0.99% | 0.66% |
| Net assets, RSST as of Jul 31, 2026 and WTMF as of Aug 31, 2026 | $480m | $261m |
| Holdings | ||
| Holdings in common | not published | |
| Risk | ||
| Beta to the S&P 500 | +1.45: about 1.45% for each 1% | +0.38: about 0.38% for each 1% |
| Its average week when the S&P 500 fell | fell 1.76% | fell 0.37% |
How much it diversifies a stock portfolio, ranked against 17 systematic trend alternatives ETFs with a full year. 100 is best. How it is computed
One year of weekly moves against the S&P 500, within one strategy; it ignores what the fund returned. All alternatives ETFs ranked by it →
Risk and return
Sep 15, 2023 to Oct 30, 2026 · 163 weekly returnsFrom Sep 2023 to Oct 2026, RSST returned more: +72.6% to +34.8%. WTMF swung less: 6.9% to 21.3%. WTMF fell less at its worst: −7.7% to −26.8%.
Full scorecard
9 measures, with how each is measured Open ↓
| Measure | RSST | WTMF | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +72.6% | +34.8% | RSST | Price change plus distributions, reinvested. |
| Annualized | +19.0% | +10.0% | RSST | Total return as a yearly rate. |
| Price return | +69.0% | +12.4% | RSST | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 21.3% | 6.9% | WTMF | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 15.4% | 4.7% | WTMF | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −26.8% | −7.7% | WTMF | Deepest fall from a high to the low after it. |
| Risk-adjusted | ||||
| Sharpe | 0.72 | 0.77 | WTMF (slight) | Return above Treasury bills per unit of volatility. |
| Sortino | 0.99 | 1.12 | WTMF | Return above Treasury bills per unit of downside deviation. |
| Calmar | 0.71 | 1.30 | WTMF | Annualized return divided by the max drawdown. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 163 weekly returns. Cash rate: the 13-week Treasury bill.
Window by window
| Total return | vs its benchmark | |||
|---|---|---|---|---|
| Window | RSST | WTMF | RSST | WTMF |
| 3 months | +0.9% | +1.6% | +1.0 pts vs VOO | not measured |
| 6 months | +3.0% | +3.0% | −2.0 pts vs VOO | not measured |
| 1 year | +23.3% | +12.7% | +8.5 pts vs VOO | not measured |
| 3 years | +80.1% | +33.3% | −3.2 pts vs VOO | not measured |
| Since launchNot the same days: RSST Sep 2023 · WTMF Jan 2011 | +71.0% | +21.0% | −8.2 pts vs VOO | not measured |
Side by side
As of Nov 4, 2026. Source: ETFIQ.
One strategy, two funds
RSST and WTMF both run a managed futures strategy. Over the same 52 weeks to Nov 4, 2026, RSST’s weekly returns had a correlation of +0.85 with the S&P 500 and WTMF’s +0.62. In the 26 weeks the index fell, by 1.07% a week on average, RSST averaged −1.76% and WTMF −0.37%. Over the same weeks, RSST finished 18.9 percentage points ahead of cash and WTMF finished 8.1 points ahead of cash.
Client brief:
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RSST
RSST is a managed futures fund. ETFIQ measures what every alternatives fund is sold on: whether it moves differently from the stock market. Over the year to Nov 4, 2026, its weekly returns had a correlation of +0.85 with the S&P 500’s and a beta of +1.45, so for each 1% the index moved it moved about 1.45% the same way. The S&P 500 fell in 26 of those 52 weeks, by 1.07% on average. In the same weeks RSST fell 1.76% on average, a down-week capture of 164.8%. Over the same 52 weeks RSST returned +22.5% and a Treasury bill fund +3.7%, so it finished 18.9 percentage points ahead of cash.
WTMF
WTMF is a managed futures fund. Over the year to Nov 4, 2026, its weekly returns had a correlation of +0.62 with the S&P 500’s and a beta of +0.38, so for each 1% the index moved it moved about 0.38% the same way. In the same weeks WTMF fell 0.37% on average, a down-week capture of 34.4%. Over the same 52 weeks WTMF returned +11.8% and a Treasury bill fund +3.7%, so it finished 8.1 percentage points ahead of cash.
Questions people ask
- Which moved less with the S&P 500, RSST or WTMF?
- Over the 52 weeks to Nov 4, 2026, RSST’s weekly returns had a correlation of +0.85 with the S&P 500 and WTMF’s +0.62, so WTMF moved less with the index.
- Which did better when the S&P 500 fell, RSST or WTMF?
- In the 26 weeks the S&P 500 fell, by 1.07% a week on average, RSST averaged −1.76% and WTMF −0.37%, so WTMF returned more in those weeks.
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How this is computed
It is a place in a set, not a rating or a recommendation.
Every number is an ETFIQ calculation with distributions reinvested.
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ETFIQ, RSST against WTMF, data as of Nov 4, 2026. https://etfiq.com/compare/alternatives/rsst-vs-wtmf
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[RSST against WTMF (ETFIQ, Nov 4, 2026)](https://etfiq.com/compare/alternatives/rsst-vs-wtmf)
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