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MSOX vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSOX vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advisorshares Msos 2x Daily ETF (MSOX) 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


MSOX

1D
-10.94%
1M
6.55%
YTD
-34.60%
6M
-28.54%
1Y
28.79%
3Y*
-64.41%
5Y*
10Y*

NTSD

1D
-0.28%
1M
1.57%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSOX vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between MSOX and NTSD is 0.55, 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

0.55

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Return for Risk

MSOX vs. NTSD — Risk / Return Rank

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

MSOX
MSOX Risk / Return Rank: 2222
Overall Rank
MSOX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MSOX Sortino Ratio Rank: 4040
Sortino Ratio Rank
MSOX Omega Ratio Rank: 3636
Omega Ratio Rank
MSOX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MSOX Martin Ratio Rank: 1111
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.

MSOX vs. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advisorshares Msos 2x Daily ETF (MSOX) 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.


MSOXNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

0.34

Martin ratioReturn relative to average drawdown

0.51

MSOX vs. NTSD - Sharpe Ratio Comparison


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Drawdowns

MSOX vs. NTSD - Drawdown Comparison

The maximum MSOX drawdown since its inception was -99.75%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for MSOX and NTSD.


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Drawdown Indicators


MSOXNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.75%

-5.58%

-94.17%

Max Drawdown (1Y)

Largest decline over 1 year

-84.89%

Max Drawdown (3Y)

Largest decline over 3 years

-98.83%

Current Drawdown

Current decline from peak

-99.57%

-0.88%

-98.69%

Average Drawdown

Average peak-to-trough decline

-88.89%

-1.06%

-87.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.94%

Volatility

MSOX vs. NTSD - Volatility Comparison


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Volatility by Period


MSOXNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.52%

Volatility (6M)

Calculated over the trailing 6-month period

132.97%

Volatility (1Y)

Calculated over the trailing 1-year period

220.88%

24.87%

+196.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

168.12%

24.87%

+143.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

168.12%

24.87%

+143.25%

MSOX vs. NTSD - Expense Ratio Comparison

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


Dividends

MSOX vs. NTSD - Dividend Comparison

Neither MSOX nor NTSD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MSOX and NTSD have a correlation of 0.55, 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 MSOX.

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

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

Portfolio Optimizer

Find the right allocation for MSOX 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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