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

Correlation

The correlation between RSSB and NTSI is 0.84, 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.


-0.50.00.51.00.8

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.

5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
22.91%
17.07%
RSSB
NTSI

Key characteristics

Sharpe Ratio

RSSB:

0.95

NTSI:

0.74

Sortino Ratio

RSSB:

1.35

NTSI:

1.12

Omega Ratio

RSSB:

1.17

NTSI:

1.13

Calmar Ratio

RSSB:

1.60

NTSI:

0.78

Martin Ratio

RSSB:

4.36

NTSI:

1.86

Ulcer Index

RSSB:

3.07%

NTSI:

5.16%

Daily Std Dev

RSSB:

14.07%

NTSI:

13.01%

Max Drawdown

RSSB:

-8.37%

NTSI:

-34.01%

Current Drawdown

RSSB:

-2.26%

NTSI:

-2.37%

Returns By Period

In the year-to-date period, RSSB achieves a 4.04% return, which is significantly lower than NTSI's 9.36% return.


RSSB

YTD

4.04%

1M

0.58%

6M

1.21%

1Y

11.38%

5Y*

N/A

10Y*

N/A

NTSI

YTD

9.36%

1M

4.48%

6M

-0.37%

1Y

8.05%

5Y*

N/A

10Y*

N/A

*Annualized

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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.


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 Rank

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

RSSB
The Risk-Adjusted Performance Rank of RSSB is 5151
Overall Rank
The Sharpe Ratio Rank of RSSB is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of RSSB is 4444
Sortino Ratio Rank
The Omega Ratio Rank of RSSB is 4545
Omega Ratio Rank
The Calmar Ratio Rank of RSSB is 6464
Calmar Ratio Rank
The Martin Ratio Rank of RSSB is 5353
Martin Ratio Rank

NTSI
The Risk-Adjusted Performance Rank of NTSI is 3535
Overall Rank
The Sharpe Ratio Rank of NTSI is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of NTSI is 3636
Sortino Ratio Rank
The Omega Ratio Rank of NTSI is 3333
Omega Ratio Rank
The Calmar Ratio Rank of NTSI is 4242
Calmar Ratio Rank
The Martin Ratio Rank of NTSI is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for RSSB, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.005.000.950.74
The chart of Sortino ratio for RSSB, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.0010.001.351.12
The chart of Omega ratio for RSSB, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.13
The chart of Calmar ratio for RSSB, currently valued at 1.60, compared to the broader market0.005.0010.0015.001.600.78
The chart of Martin ratio for RSSB, currently valued at 4.36, compared to the broader market0.0020.0040.0060.0080.00100.004.361.86
RSSB
NTSI

The current RSSB Sharpe Ratio is 0.95, which is comparable to the NTSI Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of RSSB and NTSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02
0.95
0.74
RSSB
NTSI

Dividends

RSSB vs. NTSI - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 1.21%, less than NTSI's 2.67% yield.


TTM2024202320222021
RSSB
Return Stacked Global Stocks & Bonds ETF
1.21%1.26%0.61%0.00%0.00%
NTSI
WisdomTree International Efficient Core Fund
2.67%2.92%2.35%2.66%0.97%

Drawdowns

RSSB vs. NTSI - Drawdown Comparison

The maximum RSSB drawdown since its inception was -8.37%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-2.26%
-2.37%
RSSB
NTSI

Volatility

RSSB vs. NTSI - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 4.11% compared to WisdomTree International Efficient Core Fund (NTSI) at 3.67%. This indicates that RSSB's price experiences larger fluctuations and is considered to be riskier than NTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
4.11%
3.67%
RSSB
NTSI