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LTL vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTL vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Telecommunications (LTL) 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


LTL

1D
-2.50%
1M
-7.30%
YTD
-11.79%
6M
-7.47%
1Y
15.16%
3Y*
36.33%
5Y*
16.49%
10Y*
9.43%

NTSD

1D
-1.11%
1M
7.13%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTL vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between LTL and NTSD is 0.57, 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 20, 2026

0.57

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Return for Risk

LTL vs. NTSD — Risk / Return Rank

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

LTL
LTL Risk / Return Rank: 1818
Overall Rank
LTL Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LTL Sortino Ratio Rank: 1919
Sortino Ratio Rank
LTL Omega Ratio Rank: 1717
Omega Ratio Rank
LTL Calmar Ratio Rank: 1818
Calmar Ratio Rank
LTL Martin Ratio Rank: 1919
Martin Ratio Rank

NTSD
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.

LTL vs. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Telecommunications (LTL) 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.


LTLNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.71

Martin ratioReturn relative to average drawdown

2.10

LTL vs. NTSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LTLNTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

5.08

-4.93

Drawdowns

LTL vs. NTSD - Drawdown Comparison

The maximum LTL drawdown since its inception was -80.20%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for LTL and NTSD.


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Drawdown Indicators


LTLNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-80.20%

-5.20%

-75.00%

Max Drawdown (1Y)

Largest decline over 1 year

-21.43%

Max Drawdown (3Y)

Largest decline over 3 years

-34.37%

Max Drawdown (5Y)

Largest decline over 5 years

-52.60%

Max Drawdown (10Y)

Largest decline over 10 years

-64.15%

Current Drawdown

Current decline from peak

-14.89%

-1.11%

-13.78%

Average Drawdown

Average peak-to-trough decline

-28.66%

-0.84%

-27.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.25%

Volatility

LTL vs. NTSD - Volatility Comparison


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Volatility by Period


LTLNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

Volatility (6M)

Calculated over the trailing 6-month period

19.39%

Volatility (1Y)

Calculated over the trailing 1-year period

26.85%

24.28%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.56%

24.28%

+10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.96%

24.28%

+12.68%

LTL vs. NTSD - Expense Ratio Comparison

LTL has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

LTL vs. NTSD - Dividend Comparison

LTL's dividend yield for the trailing twelve months is around 0.92%, while NTSD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LTL
ProShares Ultra Telecommunications
0.92%0.64%0.29%0.97%2.01%1.14%1.57%0.83%1.99%1.96%0.70%1.55%
NTSD
WisdomTree Efficient U.S. Plus International Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LTL and NTSD have a correlation of 0.57, 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 0.95% for LTL.

LTL has the higher dividend yield at 0.92%, compared with 0.00% for NTSD.

They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for LTL and 0.35% for NTSD.

Portfolio Optimizer

Find the right allocation for LTL and NTSD

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