PILL vs. NTSD
PILL (Direxion Daily Pharmaceutical & Medical Bull 3X Shares) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. PILL is passively managed, while NTSD is actively managed. A 0.63 correlation means they provide meaningful diversification when combined. PILL charges 0.98%/yr vs 0.35%/yr for NTSD.
Performance
PILL vs. NTSD - Performance Comparison
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Returns By Period
PILL
- 1D
- 8.24%
- 1M
- -11.70%
- YTD
- -1.69%
- 6M
- 7.86%
- 1Y
- 123.35%
- 3Y*
- 16.40%
- 5Y*
- -10.52%
- 10Y*
- —
NTSD
- 1D
- 1.08%
- 1M
- 6.63%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PILL vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PILL Direxion Daily Pharmaceutical & Medical Bull 3X Shares | 18.79% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 19.18% |
Correlation
The correlation between PILL and NTSD is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 20, 2026 | 0.63 |
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Return for Risk
PILL vs. NTSD — Risk / Return Rank
PILL
NTSD
PILL vs. NTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.
| PILL | NTSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | — | — |
| Martin ratioReturn relative to average drawdown | 12.24 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PILL | NTSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 5.46 | -5.57 |
Drawdowns
PILL vs. NTSD - Drawdown Comparison
The maximum PILL drawdown since its inception was -88.76%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for PILL and NTSD.
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Drawdown Indicators
| PILL | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.76% | -5.20% | -83.56% |
Max Drawdown (1Y)Largest decline over 1 year | -33.21% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -60.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -83.38% | — | — |
Current DrawdownCurrent decline from peak | -66.31% | -0.04% | -66.27% |
Average DrawdownAverage peak-to-trough decline | -58.54% | -0.83% | -57.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.12% | — | — |
Volatility
PILL vs. NTSD - Volatility Comparison
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Volatility by Period
| PILL | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.02% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 48.70% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 62.21% | 24.10% | +38.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.53% | 24.10% | +36.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.83% | 24.10% | +39.73% |
PILL vs. NTSD - Expense Ratio Comparison
PILL has a 0.98% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
PILL vs. NTSD - Dividend Comparison
PILL's dividend yield for the trailing twelve months is around 0.64%, while NTSD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PILL Direxion Daily Pharmaceutical & Medical Bull 3X Shares | 0.64% | 0.69% | 1.28% | 1.83% | 0.67% | 0.00% | 0.00% | 0.38% | 0.91% | 0.10% |
Frequently Asked Questions
PILL and NTSD have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSD is cheaper with a 0.35% expense ratio, compared with 0.98% for PILL.
PILL has the higher dividend yield at 0.64%, compared with 0.00% for NTSD.
They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 0.98% for PILL and 0.35% for NTSD.
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