{
 "ticker": "RSST",
 "name": "Return Stacked U.S. Stocks & Managed Futures ETF",
 "issuer": "Return Stacked",
 "desk": "alternatives",
 "url": "https://etfiq.com/funds/rsst",
 "html": "https://etfiq.com/funds/rsst",
 "markdown": "https://etfiq.com/funds/rsst.md",
 "as_of": "2026-09-18",
 "verdict": "In the S&P 500\u2019s down weeks over the year to Sep 18, 2026, RSST fell 1.1 times as much as the index.",
 "key_facts": [
  {
   "key": "correlation_with_the_s_p_500",
   "label": "Correlation with the S&P 500",
   "value": "+0.87",
   "source": null,
   "as_of": "2026-09-18",
   "sentence": "RSST, correlation with the S&P 500: +0.87, as of Sep 18, 2026."
  },
  {
   "key": "beta_to_the_s_p_500",
   "label": "Beta to the S&P 500",
   "value": "+1.30",
   "source": null,
   "as_of": "2026-09-18",
   "sentence": "RSST, beta to the S&P 500: +1.30, as of Sep 18, 2026."
  },
  {
   "key": "down_week_capture",
   "label": "Down-week capture",
   "value": "106.4%",
   "source": null,
   "as_of": "2026-09-18",
   "sentence": "RSST, down-week capture: 106.4%, as of Sep 18, 2026."
  },
  {
   "key": "against_t_bills_52_weeks",
   "label": "Against T-bills, 52 weeks",
   "value": "+32.3 pts",
   "source": null,
   "as_of": "2026-09-18",
   "sentence": "RSST, against T-bills, 52 weeks: +32.3 pts, as of Sep 18, 2026."
  },
  {
   "key": "net_assets",
   "label": "Net assets",
   "value": "$415m",
   "source": "SEC N-PORT, whole fund, as filed for Apr 30, 2026",
   "as_of": "2026-09-18",
   "sentence": "RSST, net assets: $415m (SEC N-PORT, whole fund, as filed for Apr 30, 2026)."
  },
  {
   "key": "expense_ratio",
   "label": "Expense ratio",
   "value": "0.99%",
   "source": "485BPOS XBRL, Apr 27, 2026",
   "as_of": "2026-09-18",
   "sentence": "RSST, expense ratio: 0.99% (485BPOS XBRL, Apr 27, 2026)."
  }
 ],
 "fields": [
  {
   "key": "issuer",
   "label": "Issuer",
   "value": "Return Stacked",
   "source": null
  },
  {
   "key": "strategy",
   "label": "Strategy",
   "value": "Managed futures",
   "source": "ETFIQ, from its prospectus"
  },
  {
   "key": "expense_ratio",
   "label": "Expense ratio",
   "value": "0.99%",
   "source": "485BPOS XBRL, Apr 27, 2026"
  },
  {
   "key": "net_assets",
   "label": "Net assets",
   "value": "$415m",
   "source": "SEC N-PORT, whole fund, as filed for Apr 30, 2026"
  },
  {
   "key": "weeks_measured",
   "label": "Weeks measured",
   "value": "52, from Sep 19, 2025 to Sep 18, 2026",
   "source": null
  },
  {
   "key": "weeks_the_s_p_500_fell",
   "label": "Weeks the S&P 500 fell",
   "value": "22",
   "source": null
  },
  {
   "key": "the_s_p_500_in_those_weeks_on_average",
   "label": "The S&P 500 in those weeks, on average",
   "value": "\u22121.24%",
   "source": null
  },
  {
   "key": "rsst_in_those_weeks_on_average",
   "label": "RSST in those weeks, on average",
   "value": "\u22121.32%",
   "source": null
  },
  {
   "key": "rsst_total_return_over_those_weeks",
   "label": "RSST total return over those weeks",
   "value": "+35.9%",
   "source": null
  },
  {
   "key": "t_bills",
   "label": "T-bills",
   "value": "+3.6%",
   "source": null
  },
  {
   "key": "listed_since",
   "label": "Listed since",
   "value": "Sep 6, 2023",
   "source": null
  },
  {
   "key": "days_traded",
   "label": "Days traded",
   "value": "90",
   "source": null
  },
  {
   "key": "quoted",
   "label": "Quoted",
   "value": "on an exchange, every trading day",
   "source": null
  }
 ],
 "periods": [
  {
   "window": "3 months",
   "The fund": "+5.7%",
   "S&P 500": "+2.3%",
   "Difference, percentage points": "+3.4 pts"
  },
  {
   "window": "6 months",
   "The fund": "+23.9%",
   "S&P 500": "+18.0%",
   "Difference, percentage points": "+5.9 pts"
  },
  {
   "window": "1 year",
   "The fund": "+37.1%",
   "S&P 500": "+16.6%",
   "Difference, percentage points": "+20.5 pts"
  },
  {
   "window": "3 years",
   "The fund": "+76.6%",
   "S&P 500": "+78.4%",
   "Difference, percentage points": "\u22121.8 pts"
  },
  {
   "window": "Since it listed",
   "The fund": "+77.3%",
   "S&P 500": "+77.6%",
   "Difference, percentage points": "\u22120.3 pts"
  }
 ],
 "questions": [
  {
   "q": "Does RSST move with the S&P 500?",
   "a": "Over the year to Sep 18, 2026, RSST\u2019s weekly returns had a correlation of +0.87 with the S&P 500\u2019s, on a scale where 1 moves in step, 0 shows no pattern and \u22121 moves opposite. Its beta was +1.30, so for each 1% the index moved it moved about 1.30% the same way."
  },
  {
   "q": "What did RSST do when stocks fell?",
   "a": "The S&P 500 fell in 22 of the 52 weeks to Sep 18, 2026, by 1.24% on average. In those weeks RSST fell 1.32% on average, a down-week capture of 106.4%."
  },
  {
   "q": "Did RSST earn more than cash?",
   "a": "Over the same 52 weeks RSST returned +35.9% with distributions reinvested, and BIL, a fund of Treasury bills, returned +3.6%. RSST finished 32.3 percentage points ahead of it."
  },
  {
   "q": "What does RSST cost?",
   "a": "The prospectus expense ratio is 0.99% a year."
  },
  {
   "q": "Why is RSST listed as managed futures?",
   "a": "ETFIQ files each fund by what its own prospectus says it does, and RSST\u2019s, filed Apr 27, 2026, describes a managed futures fund."
  }
 ],
 "generated": "2026-09-21",
 "license": "Free to use with attribution. ETFIQ (etfiq.com)."
}