NTSD vs. QTJL
NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) and QTJL (Innovator Growth Accelerated Plus ETF - July) are both Leveraged Equities funds. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. NTSD charges 0.35%/yr vs 0.79%/yr for QTJL.
Performance
NTSD vs. QTJL - Performance Comparison
Loading charts...
Returns By Period
NTSD
- 1D
- -2.11%
- 1M
- -0.58%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QTJL
- 1D
- -0.04%
- 1M
- 0.44%
- YTD
- 7.38%
- 6M
- 6.82%
- 1Y
- 18.59%
- 3Y*
- 19.09%
- 5Y*
- —
- 10Y*
- —
NTSD vs. QTJL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 15.69% |
QTJL Innovator Growth Accelerated Plus ETF - July | 7.91% |
Correlation
The correlation between NTSD and QTJL is 0.76, 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 | 0.76 |
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
NTSD vs. QTJL — Risk / Return Rank
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QTJL
NTSD vs. QTJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient U.S. Plus International Equity Fund (NTSD) and Innovator Growth Accelerated Plus ETF - July (QTJL). 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.
| NTSD | QTJL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.79 | — |
| Martin ratioReturn relative to average drawdown | — | 14.72 | — |
Loading charts...
Drawdowns
NTSD vs. QTJL - Drawdown Comparison
The maximum NTSD drawdown since its inception was -5.58%, smaller than the maximum QTJL drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for NTSD and QTJL.
Loading charts...
Drawdown Indicators
| NTSD | QTJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.58% | -33.40% | +27.82% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.68% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.43% | — |
Current DrawdownCurrent decline from peak | -2.97% | -0.04% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -7.85% | +6.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.27% | — |
Volatility
NTSD vs. QTJL - Volatility Comparison
Loading charts...
Volatility by Period
| NTSD | QTJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.60% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.42% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.11% | 9.88% | +15.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.11% | 20.31% | +4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.11% | 20.31% | +4.80% |
NTSD vs. QTJL - Expense Ratio Comparison
NTSD has a 0.35% expense ratio, which is lower than QTJL's 0.79% expense ratio.
Dividends
NTSD vs. QTJL - Dividend Comparison
Neither NTSD nor QTJL has paid dividends to shareholders.
Frequently Asked Questions
NTSD and QTJL have a correlation of 0.76, 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 0.79% for QTJL.
NTSD and QTJL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: WisdomTree and Innovator. Their fees differ too: 0.35% for NTSD and 0.79% for QTJL.
Find the right allocation for NTSD and QTJL
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