NTSD vs. SOXS
NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) and SOXS (Direxion Daily Semiconductor Bear 3x Shares) are both exchange-traded funds - NTSD is a Leveraged Equities fund actively managed by WisdomTree, while SOXS is a Inverse Equities fund tracking the PHLX Semiconductor Index (-300%). NTSD is actively managed, while SOXS is passively managed. Their -0.68 correlation means they have often moved in opposite directions in the past. NTSD charges 0.35%/yr vs 1.08%/yr for SOXS.
Performance
NTSD vs. SOXS - Performance Comparison
Loading charts...
Returns By Period
NTSD
- 1D
- 0.16%
- 1M
- 0.13%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SOXS
- 1D
- 0.65%
- 1M
- 20.33%
- 6M
- -85.96%
- YTD
- -91.17%
- 1Y
- -96.46%
- 3Y*
- -84.46%
- 5Y*
- -78.46%
- 10Y*
- -78.06%
- ALL TIME*
- -70.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $185.69K | $179.97K | $305.82K | |
| $3.72B | $3.43B | $3.32B |
NTSD vs. SOXS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 19.14% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -85.71% |
Correlation
The correlation between NTSD and SOXS is -0.68, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 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
NTSD vs. SOXS — Risk / Return Rank
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SOXS
NTSD vs. SOXS - 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 Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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 | SOXS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.74 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.98 | — |
| Martin ratioReturn relative to average drawdown | — | -1.35 | — |
Loading charts...
Drawdowns
NTSD vs. SOXS - Drawdown Comparison
The maximum NTSD drawdown since its inception was -5.58%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NTSD and SOXS.
Loading charts...
Drawdown Indicators
| NTSD | SOXS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.58% | -100.00% | +94.42% |
Max Drawdown (1Y)Largest decline over 1 year | — | -97.89% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -99.87% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -0.75% | -100.00% | +99.25% |
Average DrawdownAverage peak-to-trough decline | -1.24% | -92.65% | +91.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 71.27% | — |
Volatility
NTSD vs. SOXS - Volatility Comparison
Loading charts...
Volatility by Period
| NTSD | SOXS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 55.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 117.32% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.15% | 132.87% | -109.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.15% | 114.55% | -91.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.15% | 103.76% | -80.61% |
NTSD vs. SOXS - Expense Ratio Comparison
NTSD has a 0.35% expense ratio, which is lower than SOXS's 1.08% expense ratio.
Dividends
NTSD vs. SOXS - Dividend Comparison
NTSD's dividend yield for the trailing twelve months is around 0.14%, less than SOXS's 41.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | 41.84% | 10.79% | 5.45% | 9.22% | 0.19% | 0.00% | 3.58% | 2.30% | 0.76% |
Frequently Asked Questions
NTSD and SOXS 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 1.08% for SOXS.
SOXS has the higher dividend yield at 41.84%, compared with 0.14% for NTSD.
NTSD is categorized as Leveraged Equities, while SOXS is Inverse Equities. They also come from different issuers: WisdomTree and Direxion. Their fees differ too: 0.35% for NTSD and 1.08% for SOXS.
Find the right allocation for NTSD and SOXS
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