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BABX vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BABX vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long BABA Daily ETF (BABX) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BABX

1D
-4.45%
1M
-37.51%
YTD
-55.91%
6M
-58.68%
1Y
-36.03%
3Y*
-7.54%
5Y*
10Y*

NTSD

1D
-2.11%
1M
-0.58%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BABX vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between BABX and NTSD is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 19, 2026

0.58

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Return for Risk

BABX vs. NTSD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BABX
BABX Risk / Return Rank: 66
Overall Rank
BABX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BABX Sortino Ratio Rank: 77
Sortino Ratio Rank
BABX Omega Ratio Rank: 77
Omega Ratio Rank
BABX Calmar Ratio Rank: 55
Calmar Ratio Rank
BABX Martin Ratio Rank: 55
Martin Ratio Rank

NTSD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BABX vs. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long BABA Daily ETF (BABX) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BABXNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.99

Calmar ratioReturn relative to maximum drawdown

-0.48

Martin ratioReturn relative to average drawdown

-0.91

BABX vs. NTSD - Sharpe Ratio Comparison


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Drawdowns

BABX vs. NTSD - Drawdown Comparison

The maximum BABX drawdown since its inception was -75.11%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for BABX and NTSD.


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Drawdown Indicators


BABXNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-75.11%

-5.58%

-69.53%

Max Drawdown (1Y)

Largest decline over 1 year

-75.11%

Max Drawdown (3Y)

Largest decline over 3 years

-75.11%

Current Drawdown

Current decline from peak

-75.11%

-2.97%

-72.14%

Average Drawdown

Average peak-to-trough decline

-45.58%

-1.09%

-44.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.45%

Volatility

BABX vs. NTSD - Volatility Comparison


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Volatility by Period


BABXNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.89%

Volatility (6M)

Calculated over the trailing 6-month period

58.39%

Volatility (1Y)

Calculated over the trailing 1-year period

87.73%

25.11%

+62.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.85%

25.11%

+57.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.85%

25.11%

+57.74%

BABX vs. NTSD - Expense Ratio Comparison

BABX has a 1.15% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

BABX vs. NTSD - Dividend Comparison

Neither BABX nor NTSD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BABX and NTSD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSD is cheaper with a 0.35% expense ratio, compared with 1.15% for BABX.

BABX and NTSD have nearly identical dividend yields, around 0.00%.

They also come from different issuers: GraniteShares and WisdomTree. Their fees differ too: 1.15% for BABX and 0.35% for NTSD.

Portfolio Optimizer

Find the right allocation for BABX and NTSD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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