RSSB vs. NTSI

Last updated Jun 3, 2026

RSSB (Return Stacked Global Stocks & Bonds ETF) and NTSI (WisdomTree International Efficient Core Fund) are both Global Allocation funds. Both are actively managed. Over the past year, RSSB returned 29.57% vs 20.87% for NTSI. Their correlation of 0.84 suggests significant overlap in exposure. RSSB charges 0.41%/yr vs 0.26%/yr for NTSI.

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.

Returns By Period

In the year-to-date period, RSSB achieves a 10.92% return, which is significantly higher than NTSI's 7.86% return.

RSSB

• 1D: 0.53%
• 1M: 4.81%
• YTD: 10.92%
• 6M: 11.83%
• 1Y: 29.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NTSI

• 1D: 0.95%
• 1M: 2.89%
• YTD: 7.86%
• 6M: 10.24%
• 1Y: 20.87%
• 3Y*: 14.50%
• 5Y*: 5.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSB vs. NTSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSSB Return Stacked Global Stocks & Bonds ETF	10.92%	25.16%	10.53%	6.73%
NTSI WisdomTree International Efficient Core Fund	7.86%	30.37%	1.11%	5.88%

Correlation

The correlation between RSSB and NTSI is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Dec 6, 2023	0.84

The correlation between RSSB and NTSI has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

RSSB vs. NTSI - Sectors Allocation Comparison

Sectors	RSSB	NTSI
Technology	27.9%	10.6%
Financial Services	15.9%	25.0%
Industrials	11.5%	17.5%
Consumer Cyclical	9.7%	8.1%
Communication Services	8.3%	4.7%
Healthcare	8.2%	10.5%
Consumer Defensive	5.0%	7.4%
Energy	4.3%	4.8%
Basic Materials	4.1%	6.7%
Utilities	2.7%	3.2%
Real Estate	2.4%	1.5%

Return for Risk

RSSB vs. NTSI — Risk / Return Rank

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

RSSB

RSSB Risk / Return Rank: 56
RSSB Sharpe Ratio Rank: 57
RSSB Sortino Ratio Rank: 56
RSSB Omega Ratio Rank: 55
RSSB Calmar Ratio Rank: 51
RSSB Martin Ratio Rank: 59

NTSI

NTSI Risk / Return Rank: 38
NTSI Sharpe Ratio Rank: 39
NTSI Sortino Ratio Rank: 37
NTSI Omega Ratio Rank: 37
NTSI Calmar Ratio Rank: 35
NTSI Martin Ratio Rank: 40

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. NTSI - Risk-Adjusted Trends 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	NTSI	Difference
Sharpe ratio Return per unit of total volatility	1.95	1.40	+0.55
Sortino ratio Return per unit of downside risk	2.70	1.97	+0.72
Omega ratio Gain probability vs. loss probability	1.34	1.25	+0.09
Calmar ratio Return relative to maximum drawdown	2.57	1.75	+0.82
Martin ratio Return relative to average drawdown	10.54	6.41	+4.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSSB vs. NTSI - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.95, which is higher than the NTSI Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of RSSB and NTSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSSB	NTSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	1.40	+0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.39	+0.94

Drawdowns

RSSB vs. NTSI - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, 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.

Drawdown Indicators

	RSSB	NTSI	Difference
Max Drawdown Largest peak-to-trough decline	-16.21%	-34.01%	+17.80%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-12.33%	+0.70%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.01%	—
Current Drawdown Current decline from peak	0.00%	-1.75%	+1.75%
Average Drawdown Average peak-to-trough decline	-2.27%	-9.19%	+6.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	3.37%	-0.54%

Volatility

RSSB vs. NTSI - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 4.84%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 5.11%. 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.

Volatility by Period

	RSSB	NTSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	5.11%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	12.61%	12.60%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	15.20%	14.94%	+0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.58%	15.68%	+0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	15.64%	+0.94%

RSSB vs. NTSI - Expense Ratio Comparison

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

Dividends

RSSB vs. NTSI - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.14%, less than NTSI's 3.49% yield.

Position	TTM	2025	2024	2023	2022	2021
NTSI WisdomTree International Efficient Core Fund	3.49%	3.65%	2.92%	2.35%	2.66%	0.97%
RSSB Return Stacked Global Stocks & Bonds ETF	3.14%	3.48%	1.10%	0.61%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSSB and NTSI in my portfolio?

RSSB and NTSI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSSB or NTSI?

NTSI has higher volatility (5.11%) compared to RSSB (4.84%). In terms of maximum drawdown, RSSB dropped -16.21% vs NTSI's -34.01%.

Which ETF is better, RSSB or NTSI?

On 1-year performance, RSSB leads with 29.57% vs 20.87% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, RSSB has been the lower-risk option at 4.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSB or NTSI?

Over the 1-year period, RSSB has performed better with a 29.57% return vs 20.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSB or NTSI?

NTSI is cheaper with a 0.26% expense ratio, compared with 0.41% for RSSB.

Which ETF pays a higher dividend yield, RSSB or NTSI?

NTSI has the higher dividend yield at 3.49%, compared with 3.14% for RSSB.

What is the main difference between RSSB and NTSI?

They also come from different issuers: Return Stacked and WisdomTree. Their fees differ too: 0.41% for RSSB and 0.26% for NTSI.

Which has better risk-adjusted returns?

RSSB currently has the higher Sharpe Ratio (1.95 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.