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NTSI vs. RSSB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

NTSI vs. RSSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and Return Stacked Global Stocks & Bonds ETF (RSSB). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.33%
8.54%
NTSI
RSSB

Returns By Period

In the year-to-date period, NTSI achieves a 2.16% return, which is significantly lower than RSSB's 13.91% return.


NTSI

YTD

2.16%

1M

-3.10%

6M

-2.33%

1Y

9.69%

5Y (annualized)

N/A

10Y (annualized)

N/A

RSSB

YTD

13.91%

1M

0.81%

6M

8.54%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


NTSIRSSB
Daily Std Dev12.77%13.95%
Max Drawdown-34.01%-7.78%
Current Drawdown-9.79%-3.22%

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NTSI vs. RSSB - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than RSSB's 0.41% expense ratio.


RSSB
Return Stacked Global Stocks & Bonds ETF
Expense ratio chart for RSSB: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for NTSI: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%

Correlation

-0.50.00.51.00.9

The correlation between NTSI and RSSB is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

NTSI vs. RSSB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) 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.


Sharpe ratio
The chart of Sharpe ratio for NTSI, currently valued at 0.76, compared to the broader market0.002.004.000.76
The chart of Sortino ratio for NTSI, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.0010.0012.001.13
The chart of Omega ratio for NTSI, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
The chart of Calmar ratio for NTSI, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.64
The chart of Martin ratio for NTSI, currently valued at 2.91, compared to the broader market0.0020.0040.0060.0080.00100.002.91
NTSI
RSSB

Chart placeholderNot enough data

Dividends

NTSI vs. RSSB - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 2.65%, more than RSSB's 0.53% yield.


TTM202320222021
NTSI
WisdomTree International Efficient Core Fund
2.65%2.35%2.66%0.97%
RSSB
Return Stacked Global Stocks & Bonds ETF
0.53%0.61%0.00%0.00%

Drawdowns

NTSI vs. RSSB - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, which is greater than RSSB's maximum drawdown of -7.78%. Use the drawdown chart below to compare losses from any high point for NTSI and RSSB. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.79%
-3.22%
NTSI
RSSB

Volatility

NTSI vs. RSSB - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 3.89% compared to Return Stacked Global Stocks & Bonds ETF (RSSB) at 3.64%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than RSSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JuneJulyAugustSeptemberOctoberNovember
3.89%
3.64%
NTSI
RSSB