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NTSD vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NTSD vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient U.S. Plus International Equity Fund (NTSD) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NTSD

1D
-1.11%
1M
7.13%
YTD
6M
1Y
3Y*
5Y*
10Y*

WTIU

1D
4.02%
1M
-7.74%
YTD
91.57%
6M
66.33%
1Y
103.25%
3Y*
5.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSD vs. WTIU - Yearly Performance Comparison


Correlation

The correlation between NTSD and WTIU is -0.62, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 20, 2026

-0.62

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Return for Risk

NTSD vs. WTIU — Risk / Return Rank

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

NTSD

WTIU
WTIU Risk / Return Rank: 4343
Overall Rank
WTIU Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 3838
Sortino Ratio Rank
WTIU Omega Ratio Rank: 3737
Omega Ratio Rank
WTIU Calmar Ratio Rank: 5454
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4141
Martin Ratio Rank
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.

NTSD vs. WTIU - 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 MicroSectors Energy 3X Leveraged ETN (WTIU). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NTSD vs. WTIU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NTSDWTIUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

Sharpe Ratio (All Time)

Calculated using the full available price history

5.08

-0.09

+5.17

Drawdowns

NTSD vs. WTIU - Drawdown Comparison

The maximum NTSD drawdown since its inception was -5.20%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for NTSD and WTIU.


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Drawdown Indicators


NTSDWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-5.20%

-75.73%

+70.53%

Max Drawdown (1Y)

Largest decline over 1 year

-39.11%

Max Drawdown (3Y)

Largest decline over 3 years

-75.73%

Current Drawdown

Current decline from peak

-1.11%

-32.10%

+30.99%

Average Drawdown

Average peak-to-trough decline

-0.84%

-39.19%

+38.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.83%

Volatility

NTSD vs. WTIU - Volatility Comparison


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Volatility by Period


NTSDWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.06%

Volatility (6M)

Calculated over the trailing 6-month period

54.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.28%

67.51%

-43.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.28%

70.62%

-46.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.28%

70.62%

-46.34%

NTSD vs. WTIU - Expense Ratio Comparison

NTSD has a 0.35% expense ratio, which is lower than WTIU's 0.95% expense ratio.


Dividends

NTSD vs. WTIU - Dividend Comparison

Neither NTSD nor WTIU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NTSD and WTIU have a correlation of -0.62, 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 WTIU.

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

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

Portfolio Optimizer

Find the right allocation for NTSD and WTIU

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