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

Key characteristics


RSSBNTSX
YTD Return13.69%22.64%
Daily Std Dev14.11%12.60%
Max Drawdown-7.78%-31.34%
Current Drawdown-3.40%-0.60%

Correlation

-0.50.00.51.00.9

The correlation between RSSB and NTSX is 0.86, 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. NTSX - Performance Comparison

In the year-to-date period, RSSB achieves a 13.69% return, which is significantly lower than NTSX's 22.64% 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%15.00%JuneJulyAugustSeptemberOctoberNovember
8.78%
14.12%
RSSB
NTSX

Compare stocks, funds, or ETFs

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RSSB vs. NTSX - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is higher than NTSX's 0.20% 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 NTSX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

RSSB vs. NTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and WisdomTree U.S. Efficient Core Fund (NTSX). 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
NTSX
Sharpe ratio
The chart of Sharpe ratio for NTSX, currently valued at 2.75, compared to the broader market-2.000.002.004.006.002.75
Sortino ratio
The chart of Sortino ratio for NTSX, currently valued at 3.77, compared to the broader market-2.000.002.004.006.008.0010.0012.003.77
Omega ratio
The chart of Omega ratio for NTSX, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for NTSX, currently valued at 1.93, compared to the broader market0.005.0010.0015.001.93
Martin ratio
The chart of Martin ratio for NTSX, currently valued at 18.24, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.24

RSSB vs. NTSX - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

RSSB vs. NTSX - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.53%, less than NTSX's 1.05% yield.


TTM202320222021202020192018
RSSB
Return Stacked Global Stocks & Bonds ETF
0.53%0.61%0.00%0.00%0.00%0.00%0.00%
NTSX
WisdomTree U.S. Efficient Core Fund
1.05%1.21%1.36%0.82%0.92%1.53%0.62%

Drawdowns

RSSB vs. NTSX - Drawdown Comparison

The maximum RSSB drawdown since its inception was -7.78%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for RSSB and NTSX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.40%
-0.60%
RSSB
NTSX

Volatility

RSSB vs. NTSX - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 3.90% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.62%. This indicates that RSSB's price experiences larger fluctuations and is considered to be riskier than NTSX 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%JuneJulyAugustSeptemberOctoberNovember
3.90%
3.62%
RSSB
NTSX