RSST Return Stacked U.S. Stocks & Managed Futures ETF

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$33.62
+0.4% · 1 day, price
IQ’s readingComputed nightly from ETFIQ data. Not written live.

Over the year to Nov 4, 2026, RSST returned 23.3%, against 14.8% for VOO.

Managed futures fund: follows price trends in futures on stocks, bonds, currencies and commodities, and can bet on falls as well as risesReturn Stacked ↗Expense ratio 0.99%Fund assets $480m net assets, latest filing (Jul 31, 2026)First traded Sep 6, 2023Benchmark S&P 500 Total Return Index, measured by VOO, which tracks the same indexSEC filings ↗Every Return Stacked fund ETFIQ coversDividend history

Promise check: Not measuredIts strategy, systematic trend, states no objective ETFIQ can measure.

RSST risk and return scorecard

vs VOO · Sep 2023 to Oct 2026 · 163 weekly returns · dividend-adjusted

3.1 years
RSST +72.6%, VOO +77.3%, Sep 2023 to Oct 2026, distributions reinvested.
Return
MeasureRSSTVOOEdge
Total return+72.6%+77.3%VOO (slight)
Annualized+19.0%+20.0%VOO (slight)
Price return+69.0%+70.0%Tie
Risk
MeasureRSSTVOOEdge
Volatility21.3%14.1%VOO
Max drawdown−26.8%−16.7%VOO
Upside capture134.3%100.0%RSST
Downside capture122.2%100.0%VOO
Risk-adjusted
MeasureRSSTVOOEdge
Sharpe ratio0.721.05VOO
Sortino ratio0.991.63VOO
Alpha vs VOO
MeasureRSSTVOOEdge
Alpha, a year−4.0%Not significant
Alpha t-stat−0.64
Beta to VOO1.301.00Higher beta

Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent Method · Data

Money in and out

Net fund flows · Jul 31, 2026
12 months to Jul 31, 2026
+$139m
Since Sep 2023
+$370m

What you earned

RSST −6.9%, VOO −1.1%: total return over one month to Nov 4, 2026.
RSST−6.9%
VOO−1.1%
RSST +0.9%, VOO −0.1%: total return over three months to Nov 4, 2026.
RSST+0.9%
VOO−0.1%
RSST +3.0%, VOO +5.0%: total return over six months to Nov 4, 2026.
RSST+3.0%
VOO+5.0%
RSST +18.6%, VOO +13.4%: total return over the year to Nov 4, 2026.
RSST+18.6%
VOO+13.4%
RSST +23.3%, VOO +14.8%: total return over one year to Nov 4, 2026.
RSST+23.3%
VOO+14.8%
RSST +80.1%, VOO +83.3%: total return over three years to Nov 4, 2026.
RSST+80.1%
VOO+83.3%
RSST +71.0%, VOO +79.2%: total return since launch to Nov 4, 2026.
RSST+71.0%
VOO+79.2%

How concentrated, and what does it cost?

+0.85
Correlation with the S&P 500
+1.45
Beta to the S&P 500
164.8%
Down-week capture
+18.9 pts
Against T-bills, 52 weeks
1.2%
12-month yield, capital gains included, on its starting price
$0.3182
Last payment (paid annually), ex-date Dec 29, 2025
Sector mix
Cost against like funds

More on RSST

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Price, 1 year

$33.62+0.4%1 day, priceClose, Nov 4, 2026

Price only. Total return over the same days, distributions reinvested, was +23.3%. Computed by ETFIQ from Tiingo daily prices.

Source: Tiingo end-of-day prices. Data as of Nov 4, 2026. Updated every trading night. Report a data error

RSST returns by window: total return, cash paid and price change
WindowTotal returnBenchmark (VOO)Gap to VOO
1M Oct 5 – Nov 4, 2026−6.9%−1.1%−5.8 pts
3M Aug 5 – Nov 4, 2026+0.9%−0.1%+1.0 pts
6M May 6 – Nov 4, 2026+3.0%+5.0%−2.0 pts
YTD Dec 31, 2025 – Nov 4, 2026+18.6%+13.4%+5.2 pts
1Y Nov 4, 2025 – Nov 4, 2026+23.3%+14.8%+8.5 pts
3Y Nov 3, 2023 – Nov 4, 2026+80.1%+83.3%−3.2 pts
Since launch Sep 6, 2023 – Nov 4, 2026+71.0%+79.2%−8.2 pts
Since launch, annualised Sep 6, 2023 – Nov 4, 2026+18.5%––

Total returns, distributions reinvested.

Source: Tiingo end-of-day prices, with distributions reinvested.

Fell more than the S&P 500
Fell more than the S&P 500RSST in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, RSST −1.76%.SPY−1.07%RSST−1.76%Average week when SPY fell: 26 of 52, year to Nov 4, 2026Fell more than the S&P 500RSST in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, RSST −1.76%.SPY−1.07%RSST−1.76%Average week when SPY fell

RSST in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, RSST −1.76%.

2.9
IQ Alternatives ScoreETFIQ Stock Diversification Score17th of 17 · Nov 4, 2026
2.9 · lowest of 17 systematic trend alternatives ETFs with a full year94.2 · highest

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

RSST’s weekly returns had a correlation of +0.85 with the S&P 500, and in the weeks the index fell its down-week capture was 164.8%. Over the same 52 weeks it finished 18.9 points ahead of T-bills.

correlation with the S&P 500+0.85 · 3rd pct
down-week capture against the S&P 500164.8% · 3rd pct

Money in and out

Monthly data · as of Jul 31, 2026

RSST: in the month to Jul 31, 2026, net $14.1m came in, by its SEC filing.

12 months
+$139m
58.6% of $237m on Jul 31, 2025
Aug 1, 2025 to Jul 31, 2026
monthly, from SEC filings
Since Sep 2023
+$370m
Sep 1, 2023 to Jul 31, 2026
monthly, from SEC filings

Computed by ETFIQ from the monthly sales and redemptions RSST files with the SEC on Form N-PORT.

How this is computed

ETFIQ reads no daily data for this fund, so its flows are monthly, and the latest month filed is Jul 2026. Every day and month ETFIQ holds for RSST, back to Sep 2023, is in its flows file. Flows across every fund · How these flows are computed · Compare RSST with other funds in the flows tool

Month by month, money in and money outSep 2023 to Jul 2026

RSST, money in and money out each month from Sep 2023 to Jul 2026: two bars a month, money in above the line and money out below. Every bar is from RSST’s SEC filings (N-PORT item B.6). Of the 35 months listed, money came in on net in 30 and went out in 5.

Every bar is from RSST’s SEC filings (N-PORT item B.6). Of the 35 months listed, money came in on net in 30 and went out in 5.

MonthInOutNet
Jul 2026 SEC Form N-PORT+$19.8m−$5.7m+$14.1m
Jun 2026 SEC Form N-PORT+$19.8m$0+$19.8m
May 2026 SEC Form N-PORT+$27.9m−$5.1m+$22.8m
Apr 2026 SEC Form N-PORT+$23.1m$0+$23.1m
Mar 2026 SEC Form N-PORT+$18.1m−$277m−$258m
Feb 2026 SEC Form N-PORT+$279m$0+$279m
Jan 2026 SEC Form N-PORT+$11.9m−$1.5m+$10.4m
Dec 2025 SEC Form N-PORT+$10.1m$0+$10.1m
Nov 2025 SEC Form N-PORT+$11.1m$0+$11.1m
Oct 2025 SEC Form N-PORT+$5.4m$0+$5.4m
Sep 2025 SEC Form N-PORT+$3.2m$0+$3.2m
Aug 2025 SEC Form N-PORT$0−$2.3m−$2.3m
Jul 2025 SEC Form N-PORT$0−$3.6m−$3.6m
Jun 2025 SEC Form N-PORT$0−$22.5m−$22.5m
May 2025 SEC Form N-PORT+$7.0m$0+$7.0m
Apr 2025 SEC Form N-PORT$0−$10.6m−$10.6m
Mar 2025 SEC Form N-PORT+$6.2m−$5.5m+$673k
Feb 2025 SEC Form N-PORT+$4.9m$0+$4.9m
Jan 2025 SEC Form N-PORT+$13.0m$0+$13.0m
Dec 2024 SEC Form N-PORT+$3.6m$0+$3.6m
Nov 2024 SEC Form N-PORT+$27.3m$0+$27.3m
Oct 2024 SEC Form N-PORT+$8.8m−$5.3m+$3.5m
Sep 2024 SEC Form N-PORT+$6.5m−$3.7m+$2.8m
Aug 2024 SEC Form N-PORT+$34.5m$0+$34.5m
Jul 2024 SEC Form N-PORT+$19.5m$0+$19.5m
Jun 2024 SEC Form N-PORT+$21.8m−$1.2m+$20.6m
May 2024 SEC Form N-PORT+$22.0m$0+$22.0m
Apr 2024 SEC Form N-PORT+$14.4m$0+$14.4m
Mar 2024 SEC Form N-PORT+$29.4m$0+$29.4m
Feb 2024 SEC Form N-PORT+$17.9m$0+$17.9m
Jan 2024 SEC Form N-PORT+$10.3m$0+$10.3m
Dec 2023 SEC Form N-PORT+$10.4m$0+$10.4m
Nov 2023 SEC Form N-PORT+$11.5m$0+$11.5m
Oct 2023 SEC Form N-PORT+$8.3m$0+$8.3m
Sep 2023 SEC Form N-PORT+$6.5m$0+$6.5m

Most recent first.

How this is computed

N-PORT months: money in is sales plus reinvestments; money out is redemptions.

N-PORT months are the filed sales plus reinvestments less redemptions. Later months add up the daily data; the Source column names any missing day.

Source: ETFIQ, from the fund’s SEC N-PORT filings. Data as of Jul 31, 2026. Updated when the fund files its next report.

RSST key stats

52-week high, daily closes to Nov 4, 2026 (ETFIQ)$36.41 on Oct 12, 2026
52-week low, daily closes to Nov 4, 2026 (ETFIQ)$26.00 on Nov 20, 2025
Close on Nov 4, 2026, within that range (ETFIQ)$33.62, 73% of the way from the low to the high
Range, beta and R-squared computed by ETFIQ from Tiingo daily prices.

Trading

as of Apr 10, 2026
Trading · RSSTas of Apr 10, 2026
·
Not scored1 of 6 measured · Apr 10, 2026
0 · Hard to tradeIQ Liquidity Score100 · Trades like a giant
Cost for your order · one way, half its 30-day median spread
How to tradeSpread not read.
Full trading page: components, premium history, dealers →

RSST for holders outside the US

US tax withheld on dividends, no treaty30%
Treaty rates on dividends (IRS table, read Oct 30, 2026)65 countries, 10% to 30%
RSST interest-related and short-term gain dividendsnot read by ETFIQ
US estate tax filing threshold, non-resident holders$60,000
Share classDistributing

RSST is a US fund. Stock of US corporations counts as US property for a non-resident's estate. Facts from the IRS, not tax advice. How withholding and treaties work

How much does it diversify a stock portfolio?

Correlation with the S&P 500
CTA −0.14KMLM −0.12FFUT +0.09FMF +0.16HFMF +0.18DBMF +0.26IMF +0.38ASMF +0.40AHLT +0.47ISMF +0.48RSBT +0.52MFUT +0.54WTMF +0.62HOLD +0.66TFPN +0.75PRAE +0.79RSST +0.85RSST +0.85−0.14+0.85
−0.14 to +0.85 across 17 · Its percentile 2.9 · Weight 50%

2.9% of the 17 sit at or above RSST on this measure.

Down-week capture against the S&P 500
KMLM −16.3%CTA 5.3%FMF 9.9%IMF 13.0%FFUT 13.6%DBMF 32.9%WTMF 34.4%ISMF 35.9%ASMF 45.9%HFMF 56.2%RSBT 74.4%AHLT 81.7%MFUT 89.9%PRAE 120.0%HOLD 120.5%TFPN 123.6%RSST 164.8%RSST 164.8%−16.3%164.8%
−16.3% to 164.8% across 17 · Its percentile 2.9 · Weight 50%

2.9% of the 17 sit at or above RSST on this measure.

Weighted evenly, those two positions are what the score combines, across the 17 systematic trend alternatives ETFs with a full year. Neither spread above is the score: a fund can sit further right on one and score lower.

One year of weekly moves against the S&P 500, within one strategy; it ignores what the fund returned. Where the fund sits in this set, not a rating. Do not average it with another category's score.

What the score is computed from
RSST: What the score is computed from
What it measuresThis fundIts percentileWeight
correlation with the S&P 500+0.852.950%
down-week capture against the S&P 500164.8%2.950%

About RSST

IssuerReturn Stacked
Strategy (ETFIQ, from its prospectus)Managed futures
Expense ratio (485BPOS XBRL, Apr 27, 2026)0.99%Report
Net assets (SEC N-PORT, whole fund, as filed for Jul 31, 2026)$480mReport
Benchmark (ETFIQ, from its filings)S&P 500 Total Return Index, measured by VOO, which tracks the same index
Benchmark named inits shareholder report, N-CSR, Apr 9, 2026
RSST, 1 year to Nov 4, 2026+23.3%
VOO, the same days+14.8%
Against its benchmark, 1 year (ETFIQ)+8.5 pts
Weeks measured52, from Nov 5, 2025 to Nov 4, 2026
Weeks the S&P 500 fell26
The S&P 500 in those weeks, on average−1.07%
RSST in those weeks, on average−1.76%
RSST total return over those weeks+22.5%
T-bills (BIL) over the same weeks+3.7%
When stocks fellS&P 500 −4.9% in March 2026; RSST −7.9%
Weekly correlation with the S&P 500+0.85, 52 weeks to Nov 4, 2026
First tradedSep 6, 2023
Days traded795
Quotedon an exchange, every trading day
How we measure
Weekly closes from Tiingo with distributions reinvested, 52 weeks to the same date for the fund, SPY and BIL. ETFIQ calculation. Method
IQ Investment Committee on RSST

12 seats on RSST, as of Nov 4, 2026: 1 Mixed, 2 Challenges, 8 Not enough data, 1 Does not apply.

In the tradition ofJohn BogleBogle-style Low CostChallenges
In the tradition ofBenjamin GrahamGraham-style Margin of SafetyNot enough data
In the tradition ofWarren Buffett & Charlie MungerBuffett & Munger-style QualityNot enough data
In the tradition ofPeter LynchLynch-style Growth at a Reasonable PriceNot enough data
In the tradition ofJohn TempletonTempleton-style Global ContrarianNot enough data
In the tradition ofRay DalioDalio-style All-WeatherNot enough data
In the tradition ofHoward MarksMarks-style Cycles & RiskNot enough data
In the tradition ofStanley DruckenmillerDruckenmiller-style Macro & LiquidityDoes not apply
In the tradition ofDavid SwensenSwensen-style DiversificationChallenges
In the tradition ofCathie WoodWood-style Disruptive InnovationNot enough data
In the tradition ofJesse LivermoreLivermore-style Trend FollowingMixed
Uses ETFIQ’s measuresThe ETFIQ SkepticETFIQ’s own seatNot enough data
Put RSST to the committee →See all seats →No investor named is affiliated with or endorses ETFIQ. Not investment advice.

Questions people ask about RSST

Does RSST move with the S&P 500?
Over the year to Nov 4, 2026, RSST’s weekly returns had a correlation of +0.85 with the S&P 500’s, on a scale where 1 moves in step, 0 shows no pattern and −1 moves opposite. Its beta was +1.45, so for each 1% the index moved it moved about 1.45% the same way.
What did RSST do when stocks fell?
The S&P 500 fell in 26 of the 52 weeks to Nov 4, 2026, by 1.07% on average. In those weeks RSST fell 1.76% on average, a down-week capture of 164.8%.
Did RSST earn more than cash?
Over the same 52 weeks RSST returned +22.5% with distributions reinvested, and BIL, a fund of Treasury bills, returned +3.7%. RSST finished 18.9 percentage points ahead of it.
What does RSST cost?
The prospectus expense ratio is 0.99% a year.
Why is RSST listed as managed futures?
ETFIQ files each fund by what its own prospectus says it does, and RSST’s, filed Apr 27, 2026, describes a managed futures fund.
Sources and dates

Links are sources, not endorsements.

Cite this pageCitation, APA and Markdown

ETFIQ, RSST, alternatives ETFs, data as of Nov 4, 2026. https://etfiq.com/funds/rsst

The down-week bars for RSST, redrawn every trading night.

Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data.

Correlation
How closely the fund’s weekly returns moved with the S&P 500’s over the last year, from −1 to 1. At 1 the two rise and fall together, at 0 there is no pattern, and below 0 the fund tended to move the other way.
Beta
How far the fund moved, on average, for each 1% move in the S&P 500 over the same weeks. At 0.3 it moved about 0.3% the same way; below 0 it moved the other way.
Down week
A week in which the S&P 500 fell, measured through SPY with dividends reinvested. A week that ended exactly level is not a down week.
Down-week capture
The fund’s average return in the S&P 500’s down weeks as a share of the index’s own average in those weeks. At 100% it fell as much, at 50% half as much, and below zero it rose. It is weekly and covers one year, so it is not the same number as Morningstar’s downside capture.
Against T-bills
The fund’s total return minus a short Treasury bill fund’s (BIL) over the same year, in percentage points. A fund can steady a portfolio and still earn less than cash.
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RSST: RSST in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, RSST −1.76%.
<figure style="margin:0;max-width:640px">
<iframe src="https://etfiq.com/embed/alternatives/rsst/" title="RSST: RSST in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, RSST −1.76%." width="640" height="334" loading="lazy" style="border:0;max-width:100%;width:100%"></iframe>
<figcaption style="font:13px/1.5 sans-serif">RSST: RSST in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, RSST −1.76%. Data: <a href="https://etfiq.com/funds/rsst">ETFIQ</a></figcaption>
</figure>

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