NTSI vs. RLY
NTSI (WisdomTree International Efficient Core Fund) and RLY (State Street Multi-Asset Real Return ETF) are both Global Allocation funds. NTSI is actively managed, while RLY is passively managed. Over the past 5 years, NTSI returned 6.11%/yr vs 10.55%/yr for RLY. Their 0.60 correlation means they have sometimes moved together and sometimes differently. NTSI charges 0.26%/yr vs 0.50%/yr for RLY.
Performance
NTSI vs. RLY - Performance Comparison
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Returns By Period
In the year-to-date period, NTSI achieves a 11.17% return, which is significantly lower than RLY's 15.45% return.
NTSI
- 1D
- 1.29%
- 1M
- 2.73%
- 6M
- 6.15%
- YTD
- 11.17%
- 1Y
- 22.81%
- 3Y*
- 15.78%
- 5Y*
- 6.11%
- 10Y*
- —
- ALL TIME*
- 6.58%
RLY
- 1D
- 0.14%
- 1M
- 3.78%
- 6M
- 6.08%
- YTD
- 15.45%
- 1Y
- 26.64%
- 3Y*
- 12.99%
- 5Y*
- 10.55%
- 10Y*
- 8.18%
- ALL TIME*
- 4.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $637.49K | $574.07K | $1.11M | |
| $4.59M | $7.76M | $7.85M |
NTSI vs. RLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 11.17% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
RLY State Street Multi-Asset Real Return ETF | 15.45% | 20.26% | 2.53% | 2.56% | 7.86% | 6.26% |
Correlation
The correlation between NTSI and RLY is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.60 |
The correlation between NTSI and RLY shifts across timeframes, from 0.43 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NTSI vs. RLY — Risk / Return Rank
NTSI
RLY
NTSI vs. RLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and State Street Multi-Asset Real Return ETF (RLY). 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.
| NTSI | RLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.46 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 3.55 | -1.69 |
| Martin ratioReturn relative to average drawdown | 6.66 | 12.29 | -5.63 |
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Drawdowns
NTSI vs. RLY - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, smaller than the maximum RLY drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for NTSI and RLY.
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Drawdown Indicators
| NTSI | RLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -37.75% | +3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -7.54% | -4.79% |
Max Drawdown (3Y)Largest decline over 3 years | -13.22% | -10.08% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | -18.94% | -15.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.17% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.01% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -8.95% | -9.40% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.17% | +1.26% |
Volatility
NTSI vs. RLY - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 4.54% compared to State Street Multi-Asset Real Return ETF (RLY) at 2.60%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than RLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSI | RLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 2.60% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 7.94% | +5.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 10.59% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 13.44% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 13.80% | +1.86% |
NTSI vs. RLY - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is lower than RLY's 0.50% expense ratio.
Dividends
NTSI vs. RLY - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.42%, more than RLY's 3.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 3.42% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RLY State Street Multi-Asset Real Return ETF | 3.06% | 3.24% | 3.31% | 3.71% | 5.66% | 12.15% | 2.16% | 3.45% | 2.76% | 1.85% | 2.07% | 1.80% |
Frequently Asked Questions
NTSI and RLY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSI has higher volatility (4.54%) compared to RLY (2.60%). In terms of maximum drawdown, NTSI dropped -34.01% vs RLY's -37.75%.
On 5-year performance, RLY leads with 10.55% vs 6.11% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, RLY has been the lower-risk option at 2.60%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, RLY has performed better with a 10.55% return vs 6.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSI is cheaper with a 0.26% expense ratio, compared with 0.50% for RLY.
NTSI has the higher dividend yield at 3.42%, compared with 3.06% for RLY.
They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.26% for NTSI and 0.50% for RLY.
RLY currently has the higher Sharpe Ratio (2.53 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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