RSSB vs. NTSX

Last updated Aug 2, 2026

RSSB (Return Stacked Global Stocks & Bonds ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - RSSB is a Global Allocation fund actively managed by Return Stacked, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. Both are actively managed. Over the past year, RSSB returned 19.46% vs 17.51% for NTSX. Their correlation of 0.86 means they have usually moved in the same direction. RSSB charges 0.39%/yr vs 0.20%/yr for NTSX.

Performance

RSSB vs. NTSX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with RSSB having a 7.52% return and NTSX slightly lower at 7.28%.

RSSB

• 1D: 0.02%
• 1M: -1.13%
• 6M: 4.80%
• YTD: 7.52%
• 1Y: 19.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.99%

NTSX

• 1D: 0.71%
• 1M: -0.51%
• 6M: 6.45%
• YTD: 7.28%
• 1Y: 17.51%
• 3Y*: 16.97%
• 5Y*: 8.15%
• 10Y*: —
• ALL TIME*: 12.63%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
NTSX WisdomTree U.S. Efficient Core Fund	$1.95M	$1.79M	$2.60M
RSSB Return Stacked Global Stocks & Bonds ETF	$1.36M	$1.99M	$1.95M

RSSB vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSSB Return Stacked Global Stocks & Bonds ETF	7.52%	25.16%	10.53%	6.63%
NTSX WisdomTree U.S. Efficient Core Fund	7.28%	18.82%	20.20%	5.15%

Correlation

The correlation between RSSB and NTSX is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.87
Correlation (All Time) Calculated using the full available price history since Dec 5, 2023	0.86

The correlation between RSSB and NTSX has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

Return for Risk

RSSB vs. NTSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RSSB

RSSB Risk / Return Rank: 49
RSSB Sharpe Ratio Rank: 49
RSSB Sortino Ratio Rank: 48
RSSB Omega Ratio Rank: 47
RSSB Calmar Ratio Rank: 47
RSSB Martin Ratio Rank: 55

NTSX

NTSX Risk / Return Rank: 52
NTSX Sharpe Ratio Rank: 51
NTSX Sortino Ratio Rank: 48
NTSX Omega Ratio Rank: 49
NTSX Calmar Ratio Rank: 50
NTSX Martin Ratio Rank: 61

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RSSB vs. NTSX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RSSB	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.20	1.24	-0.03
Sortino ratio: Return per unit of downside risk	1.72	1.74	-0.01
Omega ratio: Gain probability vs. loss probability	1.22	1.22	-0.01
Calmar ratio: Return relative to maximum drawdown	1.70	1.79	-0.10
Martin ratio: Return relative to average drawdown	6.54	7.28	-0.74

RSSB vs. NTSX - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.20, which is comparable to the NTSX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of RSSB and NTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RSSB vs. NTSX - Drawdown Comparison

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

Drawdown Indicators

	RSSB	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-16.21%	-31.34%	+15.13%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-9.16%	-2.47%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.82%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.34%	—
Current Drawdown Current decline from peak	-3.06%	-2.27%	-0.79%
Average Drawdown Average peak-to-trough decline	-2.27%	-6.70%	+4.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.26%	+0.75%

Volatility

RSSB vs. NTSX - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 4.43% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.82%. 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.

Volatility by Period

	RSSB	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	3.82%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	13.38%	10.74%	+2.64%
Volatility (1Y) Calculated over the trailing 1-year period	16.39%	13.29%	+3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	17.20%	-0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.73%	18.22%	-1.49%

RSSB vs. NTSX - Expense Ratio Comparison

RSSB has a 0.39% expense ratio, which is higher than NTSX's 0.20% expense ratio.

Dividends

RSSB vs. NTSX - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.24%, more than NTSX's 1.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
NTSX WisdomTree U.S. Efficient Core Fund	1.10%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%
RSSB Return Stacked Global Stocks & Bonds ETF	3.24%	3.48%	1.10%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSSB and NTSX in my portfolio?

RSSB and NTSX have a correlation of 0.87, 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 NTSX?

RSSB has higher volatility (4.43%) compared to NTSX (3.82%). In terms of maximum drawdown, RSSB dropped -16.21% vs NTSX's -31.34%.

Which ETF is better, RSSB or NTSX?

On 1-year performance, RSSB leads with 19.46% vs 17.51% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSB or NTSX?

Over the 1-year period, RSSB has performed better with a 19.46% return vs 17.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSB or NTSX?

NTSX is cheaper with a 0.20% expense ratio, compared with 0.39% for RSSB.

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

RSSB has the higher dividend yield at 3.24%, compared with 1.10% for NTSX.

What is the main difference between RSSB and NTSX?

RSSB is categorized as Global Allocation, while NTSX is Diversified Portfolio. They also come from different issuers: Return Stacked and WisdomTree. Their fees differ too: 0.39% for RSSB and 0.20% for NTSX.

Which has better risk-adjusted returns?

NTSX currently has the higher Sharpe Ratio (1.24 vs 1.20), 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.