NTSI vs. RSST
NTSI (WisdomTree International Efficient Core Fund) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. Both are actively managed. Over the past year, NTSI returned 22.81% vs 46.60% for RSST. Their 0.60 correlation means they have sometimes moved together and sometimes differently. NTSI charges 0.26%/yr vs 0.99%/yr for RSST.
Performance
NTSI vs. RSST - 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 RSST's 17.81% 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%
RSST
- 1D
- 2.13%
- 1M
- 3.65%
- 6M
- 11.74%
- YTD
- 17.81%
- 1Y
- 46.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $637.49K | $574.07K | $1.11M | |
| $2.66M | $3.67M | $3.63M |
NTSI vs. RSST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 11.17% | 30.37% | 1.11% | 8.28% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 17.81% | 19.91% | 18.37% | 1.58% |
Correlation
The correlation between NTSI and RSST is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023 | 0.60 |
The correlation between NTSI and RSST has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
NTSI vs. RSST — Risk / Return Rank
NTSI
RSST
NTSI vs. RSST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). 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 | RSST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 4.00 | -2.14 |
| Martin ratioReturn relative to average drawdown | 6.66 | 11.79 | -5.12 |
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Drawdowns
NTSI vs. RSST - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, which is greater than RSST's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for NTSI and RSST.
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Drawdown Indicators
| NTSI | RSST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -30.80% | -3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -11.71% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -13.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.91% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -8.95% | -6.02% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 3.97% | -0.54% |
Volatility
NTSI vs. RSST - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST) have volatilities of 4.54% and 4.44%, 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.
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Volatility by Period
| NTSI | RSST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.44% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 15.83% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 22.97% | -7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 24.24% | -8.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 24.24% | -8.58% |
NTSI vs. RSST - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is lower than RSST's 0.99% expense ratio.
Dividends
NTSI vs. RSST - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.42%, more than RSST's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 3.42% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.95% | 1.12% | 0.09% | 0.93% | 0.00% | 0.00% |
Frequently Asked Questions
NTSI and RSST have a correlation of 0.69, 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 RSST (4.44%). In terms of maximum drawdown, NTSI dropped -34.01% vs RSST's -30.80%.
On 1-year performance, RSST leads with 46.60% vs 22.81% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, RSST has been the lower-risk option at 4.44%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSST has performed better with a 46.60% return vs 22.81%. 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 0.99% for RSST.
NTSI has the higher dividend yield at 3.42%, compared with 0.95% for RSST.
NTSI is categorized as Global Allocation, while RSST is Large Cap Blend Equities. They also come from different issuers: WisdomTree and Return Stacked. Their fees differ too: 0.26% for NTSI and 0.99% for RSST.
RSST currently has the higher Sharpe Ratio (2.05 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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