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RSSB vs. NTSG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSSB vs. NTSG.DE - Performance Comparison

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

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RSSB vs. NTSG.DE - Yearly Performance Comparison


Different Trading Currencies

RSSB is traded in USD, while NTSG.DE is traded in EUR. To make them comparable, the NTSG.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RSSB achieves a -2.26% return, which is significantly higher than NTSG.DE's -3.32% return.


RSSB

1D
1.01%
1M
-6.51%
YTD
-2.26%
6M
0.11%
1Y
20.72%
3Y*
5Y*
10Y*

NTSG.DE

1D
2.24%
1M
-3.96%
YTD
-3.32%
6M
0.37%
1Y
18.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSSB vs. NTSG.DE - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.


Return for Risk

RSSB vs. NTSG.DE — Risk / Return Rank

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

RSSB
RSSB Risk / Return Rank: 6262
Overall Rank
RSSB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RSSB Sortino Ratio Rank: 6262
Sortino Ratio Rank
RSSB Omega Ratio Rank: 5858
Omega Ratio Rank
RSSB Calmar Ratio Rank: 6464
Calmar Ratio Rank
RSSB Martin Ratio Rank: 6565
Martin Ratio Rank

NTSG.DE
NTSG.DE Risk / Return Rank: 3636
Overall Rank
NTSG.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NTSG.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
NTSG.DE Omega Ratio Rank: 3232
Omega Ratio Rank
NTSG.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
NTSG.DE Martin Ratio Rank: 4545
Martin Ratio Rank
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.

RSSB vs. NTSG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE). 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.


RSSBNTSG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.17

-0.08

Sortino ratio

Return per unit of downside risk

1.62

1.68

-0.06

Omega ratio

Gain probability vs. loss probability

1.22

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.71

1.84

-0.13

Martin ratio

Return relative to average drawdown

6.77

7.85

-1.08

RSSB vs. NTSG.DE - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.09, which is comparable to the NTSG.DE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of RSSB and NTSG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSSBNTSG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.17

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.76

+0.29

Correlation

The correlation between RSSB and NTSG.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RSSB vs. NTSG.DE - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.56%, while NTSG.DE has not paid dividends to shareholders.


TTM202520242023
RSSB
Return Stacked Global Stocks & Bonds ETF
3.56%3.48%1.10%0.61%
NTSG.DE
WisdomTree Global Efficient Core UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%

Drawdowns

RSSB vs. NTSG.DE - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, roughly equal to the maximum NTSG.DE drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for RSSB and NTSG.DE.


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Drawdown Indicators


RSSBNTSG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-19.64%

+3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

-12.17%

-0.35%

Current Drawdown

Current decline from peak

-7.89%

-4.15%

-3.74%

Average Drawdown

Average peak-to-trough decline

-2.31%

-4.04%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.07%

+1.08%

Volatility

RSSB vs. NTSG.DE - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 7.45% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 4.49%. This indicates that RSSB's price experiences larger fluctuations and is considered to be riskier than NTSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSSBNTSG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

4.49%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

8.57%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

15.66%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

14.88%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

14.88%

+1.69%