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RSSB vs. NTSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RSSB vs. NTSI - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.45%
-2.02%
RSSB
NTSI

Returns By Period

In the year-to-date period, RSSB achieves a 12.85% return, which is significantly higher than NTSI's 1.87% return.


RSSB

YTD

12.85%

1M

-1.48%

6M

7.34%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

NTSI

YTD

1.87%

1M

-4.37%

6M

-2.02%

1Y

9.38%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


RSSBNTSI
Daily Std Dev14.00%12.77%
Max Drawdown-7.78%-34.01%
Current Drawdown-4.12%-10.05%

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RSSB vs. NTSI - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is higher than NTSI's 0.26% expense ratio.


RSSB
Return Stacked Global Stocks & Bonds ETF
Expense ratio chart for RSSB: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for NTSI: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%

Correlation

-0.50.00.51.00.9

The correlation between RSSB and NTSI is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

RSSB vs. NTSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and WisdomTree International Efficient Core Fund (NTSI). 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.


Sharpe ratio
No data
RSSB
NTSI

Chart placeholderNot enough data

Dividends

RSSB vs. NTSI - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.54%, less than NTSI's 2.65% yield.


TTM202320222021
RSSB
Return Stacked Global Stocks & Bonds ETF
0.54%0.61%0.00%0.00%
NTSI
WisdomTree International Efficient Core Fund
2.65%2.35%2.66%0.97%

Drawdowns

RSSB vs. NTSI - Drawdown Comparison

The maximum RSSB drawdown since its inception was -7.78%, smaller than the maximum NTSI drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for RSSB and NTSI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.12%
-10.05%
RSSB
NTSI

Volatility

RSSB vs. NTSI - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 3.60%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 3.97%. This indicates that RSSB experiences smaller price fluctuations and is considered to be less risky than NTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JuneJulyAugustSeptemberOctoberNovember
3.60%
3.97%
RSSB
NTSI