NTSI vs. RSST

Last updated Jul 16, 2026

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 21.89% vs 43.27% for RSST. A 0.60 correlation means they provide meaningful diversification when combined. NTSI charges 0.26%/yr vs 0.99%/yr for RSST.

Performance

NTSI vs. RSST - Performance Comparison

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

Returns By Period

In the year-to-date period, NTSI achieves a 8.60% return, which is significantly lower than RSST's 17.04% return.

NTSI

• 1D: 0.61%
• 1M: 0.32%
• 6M: 5.66%
• YTD: 8.60%
• 1Y: 21.89%
• 3Y*: 13.80%
• 5Y*: 6.22%
• 10Y*: —

RSST

• 1D: 0.06%
• 1M: -0.12%
• 6M: 10.31%
• YTD: 17.04%
• 1Y: 43.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NTSI vs. RSST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NTSI WisdomTree International Efficient Core Fund	8.60%	30.37%	1.11%	8.28%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	17.04%	19.91%	18.37%	1.58%

Correlation

The correlation between NTSI and RSST is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023	0.61

The correlation between NTSI and RSST shifts across timeframes, from 0.60 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

NTSI vs. RSST — Risk / Return Rank

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

NTSI

NTSI Risk / Return Rank: 48
NTSI Sharpe Ratio Rank: 51
NTSI Sortino Ratio Rank: 49
NTSI Omega Ratio Rank: 48
NTSI Calmar Ratio Rank: 43
NTSI Martin Ratio Rank: 47

RSST

RSST Risk / Return Rank: 72
RSST Sharpe Ratio Rank: 72
RSST Sortino Ratio Rank: 60
RSST Omega Ratio Rank: 67
RSST Calmar Ratio Rank: 85
RSST Martin Ratio Rank: 75

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.

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 ratio: Return per unit of total volatility	1.42	1.85	-0.43
Sortino ratio: Return per unit of downside risk	1.99	2.27	-0.28
Omega ratio: Gain probability vs. loss probability	1.25	1.32	-0.07
Calmar ratio: Return relative to maximum drawdown	1.78	3.71	-1.93
Martin ratio: Return relative to average drawdown	6.37	11.03	-4.65

NTSI vs. RSST - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.42, which is comparable to the RSST Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of NTSI and RSST, 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. 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.

Drawdown Indicators

	NTSI	RSST	Difference
Max Drawdown Largest 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	-13.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.01%	—	—
Current Drawdown Current decline from peak	-1.07%	-4.55%	+3.48%
Average Drawdown Average peak-to-trough decline	-9.03%	-6.03%	-3.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.44%	3.93%	-0.49%

Volatility

NTSI vs. RSST - Volatility Comparison

The current volatility for WisdomTree International Efficient Core Fund (NTSI) is 3.52%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 5.88%. This indicates that NTSI experiences smaller price fluctuations and is considered to be less risky than RSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSI	RSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	5.88%	-2.36%
Volatility (6M) Calculated over the trailing 6-month period	13.40%	16.82%	-3.42%
Volatility (1Y) Calculated over the trailing 1-year period	15.49%	23.55%	-8.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.81%	24.35%	-8.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.65%	24.35%	-8.70%

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 3.50%, more than RSST's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021
NTSI WisdomTree International Efficient Core Fund	3.50%	3.65%	2.92%	2.35%	2.66%	0.97%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.96%	1.12%	0.09%	0.93%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NTSI and RSST in my portfolio?

NTSI and RSST have a correlation of 0.71, 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 RSST?

RSST has higher volatility (5.88%) compared to NTSI (3.52%). In terms of maximum drawdown, NTSI dropped -34.01% vs RSST's -30.80%.

Which ETF is better, NTSI or RSST?

On 1-year performance, RSST leads with 43.27% vs 21.89% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, NTSI has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or RSST?

Over the 1-year period, RSST has performed better with a 43.27% return vs 21.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSI or RSST?

NTSI is cheaper with a 0.26% expense ratio, compared with 0.99% for RSST.

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

NTSI has the higher dividend yield at 3.50%, compared with 0.96% for RSST.

What is the main difference between NTSI and 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.

Which has better risk-adjusted returns?

RSST currently has the higher Sharpe Ratio (1.85 vs 1.42), 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.