PortfoliosLab logoPortfoliosLab logo
NAIL vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NAIL vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


NAIL

1D
-2.39%
1M
1.50%
YTD
-23.44%
6M
-42.68%
1Y
-20.27%
3Y*
-11.78%
5Y*
-14.07%
10Y*
3.96%

NTSD

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

NAIL vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between NAIL and NTSD is 0.68, 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

0.68

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NAIL vs. NTSD — Risk / Return Rank

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

NAIL
NAIL Risk / Return Rank: 77
Overall Rank
NAIL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NAIL Sortino Ratio Rank: 99
Sortino Ratio Rank
NAIL Omega Ratio Rank: 99
Omega Ratio Rank
NAIL Calmar Ratio Rank: 66
Calmar Ratio Rank
NAIL Martin Ratio Rank: 66
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.

NAIL vs. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) 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.


NAILNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

-0.30

Martin ratioReturn relative to average drawdown

-0.53

NAIL vs. NTSD - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


NAILNTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

5.08

-5.08

Drawdowns

NAIL vs. NTSD - Drawdown Comparison

The maximum NAIL drawdown since its inception was -93.75%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for NAIL and NTSD.


Loading charts...

Drawdown Indicators


NAILNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-93.75%

-5.20%

-88.55%

Max Drawdown (1Y)

Largest decline over 1 year

-67.85%

Max Drawdown (3Y)

Largest decline over 3 years

-82.09%

Max Drawdown (5Y)

Largest decline over 5 years

-84.40%

Max Drawdown (10Y)

Largest decline over 10 years

-93.75%

Current Drawdown

Current decline from peak

-78.12%

-1.11%

-77.01%

Average Drawdown

Average peak-to-trough decline

-43.80%

-0.84%

-42.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.18%

Volatility

NAIL vs. NTSD - Volatility Comparison


Loading charts...

Volatility by Period


NAILNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.23%

Volatility (6M)

Calculated over the trailing 6-month period

60.86%

Volatility (1Y)

Calculated over the trailing 1-year period

87.63%

24.28%

+63.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.99%

24.28%

+62.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.20%

24.28%

+64.92%

NAIL vs. NTSD - Expense Ratio Comparison

NAIL has a 0.99% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

NAIL vs. NTSD - Dividend Comparison

NAIL's dividend yield for the trailing twelve months is around 1.04%, while NTSD has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
1.04%1.55%0.63%0.22%0.00%0.00%0.01%0.17%0.35%1.25%
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%

Frequently Asked Questions


NAIL and NTSD have a correlation of 0.68, 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 0.99% for NAIL.

NAIL has the higher dividend yield at 1.04%, compared with 0.00% for NTSD.

They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 0.99% for NAIL and 0.35% for NTSD.

Portfolio Optimizer

Find the right allocation for NAIL 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.

Open Portfolio Optimizer