NTSI vs. RSSB

Last updated Aug 2, 2026

NTSI (WisdomTree International Efficient Core Fund) and RSSB (Return Stacked Global Stocks & Bonds ETF) are both Global Allocation funds. Both are actively managed. Over the past year, NTSI returned 22.08% vs 19.46% for RSSB. Their correlation of 0.84 means they have usually moved in the same direction. NTSI charges 0.26%/yr vs 0.39%/yr for RSSB.

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.

Returns By Period

In the year-to-date period, NTSI achieves a 9.43% return, which is significantly higher than RSSB's 7.52% return.

NTSI

• 1D: -0.89%
• 1M: 1.12%
• 6M: 5.37%
• YTD: 9.43%
• 1Y: 22.08%
• 3Y*: 14.45%
• 5Y*: 6.05%
• 10Y*: —
• ALL TIME*: 6.27%

RSSB

• 1D: 0.02%
• 1M: -1.13%
• 6M: 4.80%
• YTD: 7.52%
• 1Y: 19.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
NTSI WisdomTree International Efficient Core Fund	$609.63K	$573.09K	$1.10M
RSSB Return Stacked Global Stocks & Bonds ETF	$1.36M	$1.99M	$1.95M

NTSI vs. RSSB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NTSI WisdomTree International Efficient Core Fund	9.43%	30.37%	1.11%	5.88%
RSSB Return Stacked Global Stocks & Bonds ETF	7.52%	25.16%	10.53%	6.63%

Correlation

The correlation between NTSI and RSSB is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (All Time) Calculated using the full available price history since Dec 5, 2023	0.84

The correlation between NTSI and RSSB has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

Return for Risk

NTSI vs. RSSB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NTSI

NTSI Risk / Return Rank: 59
NTSI Sharpe Ratio Rank: 64
NTSI Sortino Ratio Rank: 62
NTSI Omega Ratio Rank: 61
NTSI Calmar Ratio Rank: 52
NTSI Martin Ratio Rank: 56

RSSB

RSSB Risk / Return Rank: 49
RSSB Sharpe Ratio Rank: 49
RSSB Sortino Ratio Rank: 48
RSSB Omega Ratio Rank: 47
RSSB Calmar Ratio Rank: 47
RSSB Martin Ratio Rank: 55

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NTSI vs. RSSB - Risk-Adjusted Trends 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.

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	RSSB	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.20	+0.27
Sortino ratio: Return per unit of downside risk	2.09	1.72	+0.36
Omega ratio: Gain probability vs. loss probability	1.26	1.22	+0.05
Calmar ratio: Return relative to maximum drawdown	1.86	1.70	+0.17
Martin ratio: Return relative to average drawdown	6.68	6.54	+0.14

NTSI vs. RSSB - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.48, which is comparable to the RSSB Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of NTSI and RSSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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 -16.21%. Use the drawdown chart below to compare losses from any high point for NTSI and RSSB.

Drawdown Indicators

	NTSI	RSSB	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-16.21%	-17.80%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-11.63%	-0.70%
Max Drawdown (3Y) Largest decline over 3 years	-13.22%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.01%	—	—
Current Drawdown Current decline from peak	-0.89%	-3.06%	+2.17%
Average Drawdown Average peak-to-trough decline	-8.96%	-2.27%	-6.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	3.01%	+0.42%

Volatility

NTSI vs. RSSB - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) and Return Stacked Global Stocks & Bonds ETF (RSSB) have volatilities of 4.60% and 4.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSI	RSSB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.60%	4.43%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	13.55%	13.38%	+0.17%
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	16.39%	-0.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.86%	16.73%	-0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.66%	16.73%	-1.07%

NTSI vs. RSSB - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than RSSB's 0.39% expense ratio.

Dividends

NTSI vs. RSSB - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.48%, more than RSSB's 3.24% yield.

Position	TTM	2025	2024	2023	2022	2021
NTSI WisdomTree International Efficient Core Fund	3.48%	3.65%	2.92%	2.35%	2.66%	0.97%
RSSB Return Stacked Global Stocks & Bonds ETF	3.24%	3.48%	1.10%	0.61%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NTSI and RSSB in my portfolio?

NTSI and RSSB have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTSI or RSSB?

NTSI has higher volatility (4.60%) compared to RSSB (4.43%). In terms of maximum drawdown, NTSI dropped -34.01% vs RSSB's -16.21%.

Which ETF is better, NTSI or RSSB?

On 1-year performance, NTSI leads with 22.08% vs 19.46% for RSSB. On fees, NTSI is cheaper at 0.26% per year. On volatility, RSSB has been the lower-risk option at 4.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or RSSB?

Over the 1-year period, NTSI has performed better with a 22.08% return vs 19.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSI or RSSB?

NTSI is cheaper with a 0.26% expense ratio, compared with 0.39% for RSSB.

Which ETF pays a higher dividend yield, NTSI or RSSB?

NTSI has the higher dividend yield at 3.48%, compared with 3.24% for RSSB.

What is the main difference between NTSI and RSSB?

They also come from different issuers: WisdomTree and Return Stacked. Their fees differ too: 0.26% for NTSI and 0.39% for RSSB.

Which has better risk-adjusted returns?

NTSI currently has the higher Sharpe Ratio (1.48 vs 1.20), 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.