RSSY's dual equity/futures strategy has failed to deliver alpha, diversification, or risk reduction versus a core S&P 500 ETF after one year. Despite promises of capital efficiency and diversification, RSSY underperformed in both bull and bear markets, offering no compelling advantage over IVV. The ETF has not made any distributions, and its daily rebalancing and futures use may create undesirable tax consequences for investors.
The Return Stacked U.S. Stocks & Futures Yield ETF began trading in late May of this year, offering a unique investment strategy. The ETF is co-managed by Newfound Research LLC and ReSolve Asset Management Sezc, investing in various markets using derivatives and quantitative analysis. ETF aims for capital appreciation and enhanced income through U.S. equity strategy and futures yield strategy, rebalances daily, distributions made annually.
RSSY gives you exposure to U.S. large-cap equities as well as a futures yield strategy that's already showing positive results. The fund is just a month old but it's already beating the market. RSSY outperformed SP500 with its 5.52% total return in the past month, using a flexible long-short strategy to maximize yield.