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NTSG.DE vs. RSSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NTSG.DE vs. RSSB - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) and Return Stacked Global Stocks & Bonds ETF (RSSB). The values are adjusted to include any dividend payments, if applicable.

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NTSG.DE vs. RSSB - Yearly Performance Comparison


Different Trading Currencies

NTSG.DE is traded in EUR, while RSSB is traded in USD. To make them comparable, the RSSB values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, NTSG.DE achieves a -2.04% return, which is significantly lower than RSSB's -0.75% return.


NTSG.DE

1D
1.87%
1M
-3.17%
YTD
-2.04%
6M
1.55%
1Y
10.09%
3Y*
5Y*
10Y*

RSSB

1D
0.91%
1M
-5.53%
YTD
-0.75%
6M
1.53%
1Y
12.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NTSG.DE vs. RSSB - Expense Ratio Comparison

NTSG.DE has a 0.25% expense ratio, which is lower than RSSB's 0.41% expense ratio.


Return for Risk

NTSG.DE vs. RSSB — Risk / Return Rank

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

NTSG.DE
NTSG.DE Risk / Return Rank: 3636
Overall Rank
NTSG.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NTSG.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
NTSG.DE Omega Ratio Rank: 3232
Omega Ratio Rank
NTSG.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
NTSG.DE Martin Ratio Rank: 4545
Martin Ratio Rank

RSSB
RSSB Risk / Return Rank: 6262
Overall Rank
RSSB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RSSB Sortino Ratio Rank: 6262
Sortino Ratio Rank
RSSB Omega Ratio Rank: 5858
Omega Ratio Rank
RSSB Calmar Ratio Rank: 6464
Calmar Ratio Rank
RSSB Martin Ratio Rank: 6565
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.

NTSG.DE vs. RSSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) and Return Stacked Global Stocks & Bonds ETF (RSSB). 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.


NTSG.DERSSBDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.64

+0.03

Sortino ratio

Return per unit of downside risk

0.99

1.00

-0.01

Omega ratio

Gain probability vs. loss probability

1.14

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.16

1.00

+0.16

Martin ratio

Return relative to average drawdown

4.95

3.95

+1.00

NTSG.DE vs. RSSB - Sharpe Ratio Comparison

The current NTSG.DE Sharpe Ratio is 0.67, which is comparable to the RSSB Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of NTSG.DE and RSSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NTSG.DERSSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.64

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.85

-0.54

Correlation

The correlation between NTSG.DE and RSSB is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NTSG.DE vs. RSSB - Dividend Comparison

NTSG.DE has not paid dividends to shareholders, while RSSB's dividend yield for the trailing twelve months is around 3.56%.


TTM202520242023
NTSG.DE
WisdomTree Global Efficient Core UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%
RSSB
Return Stacked Global Stocks & Bonds ETF
3.56%3.48%1.10%0.61%

Drawdowns

NTSG.DE vs. RSSB - Drawdown Comparison

The maximum NTSG.DE drawdown since its inception was -19.64%, roughly equal to the maximum RSSB drawdown of -19.43%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and RSSB.


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Drawdown Indicators


NTSG.DERSSBDifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-16.21%

-3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-12.52%

+0.35%

Current Drawdown

Current decline from peak

-4.15%

-7.89%

+3.74%

Average Drawdown

Average peak-to-trough decline

-4.04%

-2.31%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.15%

-1.08%

Volatility

NTSG.DE vs. RSSB - Volatility Comparison

The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 3.88%, while Return Stacked Global Stocks & Bonds ETF (RSSB) has a volatility of 6.54%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than RSSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTSG.DERSSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

6.54%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

11.36%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

14.99%

19.89%

-4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

16.30%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

16.30%

-1.75%