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

Key characteristics


RSSBNTSI
YTD Return15.34%4.22%
Daily Std Dev14.08%12.96%
Max Drawdown-7.78%-34.01%
Current Drawdown-2.00%-7.97%

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.

Performance

RSSB vs. NTSI - Performance Comparison

In the year-to-date period, RSSB achieves a 15.34% return, which is significantly higher than NTSI's 4.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.28%
0.25%
RSSB
NTSI

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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%

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.


RSSB
Sharpe ratio
No data
NTSI
Sharpe ratio
The chart of Sharpe ratio for NTSI, currently valued at 1.30, compared to the broader market-2.000.002.004.006.001.30
Sortino ratio
The chart of Sortino ratio for NTSI, currently valued at 1.90, compared to the broader market0.005.0010.001.90
Omega ratio
The chart of Omega ratio for NTSI, currently valued at 1.23, compared to the broader market1.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for NTSI, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.85
Martin ratio
The chart of Martin ratio for NTSI, currently valued at 6.27, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.27

RSSB vs. NTSI - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

RSSB vs. NTSI - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.53%, less than NTSI's 2.59% yield.


TTM202320222021
RSSB
Return Stacked Global Stocks & Bonds ETF
0.53%0.61%0.00%0.00%
NTSI
WisdomTree International Efficient Core Fund
2.59%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.00%
-7.97%
RSSB
NTSI

Volatility

RSSB vs. NTSI - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 3.74%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 4.04%. 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
3.74%
4.04%
RSSB
NTSI