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

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.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.54%
12.63%
RSSB
NTSX

Returns By Period

In the year-to-date period, RSSB achieves a 13.91% return, which is significantly lower than NTSX's 22.54% return.


RSSB

YTD

13.91%

1M

0.81%

6M

8.54%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

NTSX

YTD

22.54%

1M

2.69%

6M

12.64%

1Y

29.88%

5Y (annualized)

11.92%

10Y (annualized)

N/A

Key characteristics


RSSBNTSX
Daily Std Dev13.95%12.46%
Max Drawdown-7.78%-31.34%
Current Drawdown-3.22%-0.69%

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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%

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.

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.


Sharpe ratio
No data
RSSB
NTSX

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
-3.22%
-0.69%
RSSB
NTSX

Volatility

RSSB vs. NTSX - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 3.64% and 3.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.64%
3.76%
RSSB
NTSX