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

Correlation

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.


-0.50.00.51.0
Correlation: 0.9

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.

5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
19.05%
21.26%
RSSB
NTSX

Key characteristics

Sharpe Ratio

RSSB:

0.63

NTSX:

0.60

Sortino Ratio

RSSB:

1.00

NTSX:

0.94

Omega Ratio

RSSB:

1.14

NTSX:

1.14

Calmar Ratio

RSSB:

0.73

NTSX:

0.69

Martin Ratio

RSSB:

2.98

NTSX:

2.75

Ulcer Index

RSSB:

3.92%

NTSX:

4.20%

Daily Std Dev

RSSB:

18.66%

NTSX:

19.30%

Max Drawdown

RSSB:

-16.09%

NTSX:

-31.34%

Current Drawdown

RSSB:

-5.34%

NTSX:

-8.40%

Returns By Period

In the year-to-date period, RSSB achieves a 0.77% return, which is significantly higher than NTSX's -3.67% return.


RSSB

YTD

0.77%

1M

0.47%

6M

-1.32%

1Y

12.07%

5Y*

N/A

10Y*

N/A

NTSX

YTD

-3.67%

1M

-0.51%

6M

-3.14%

1Y

11.72%

5Y*

10.91%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for RSSB: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RSSB: 0.41%
Expense ratio chart for NTSX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NTSX: 0.20%

Risk-Adjusted Performance

RSSB vs. NTSX — 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 7070
Overall Rank
The Sharpe Ratio Rank of RSSB is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of RSSB is 6767
Sortino Ratio Rank
The Omega Ratio Rank of RSSB is 6767
Omega Ratio Rank
The Calmar Ratio Rank of RSSB is 7575
Calmar Ratio Rank
The Martin Ratio Rank of RSSB is 7373
Martin Ratio Rank

NTSX
The Risk-Adjusted Performance Rank of NTSX is 6868
Overall Rank
The Sharpe Ratio Rank of NTSX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of NTSX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of NTSX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of NTSX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of NTSX is 7171
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. 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.


The chart of Sharpe ratio for RSSB, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
RSSB: 0.63
NTSX: 0.60
The chart of Sortino ratio for RSSB, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
RSSB: 1.00
NTSX: 0.94
The chart of Omega ratio for RSSB, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
RSSB: 1.14
NTSX: 1.14
The chart of Calmar ratio for RSSB, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.00
RSSB: 0.73
NTSX: 0.69
The chart of Martin ratio for RSSB, currently valued at 2.98, compared to the broader market0.0020.0040.0060.00
RSSB: 2.98
NTSX: 2.75

The current RSSB Sharpe Ratio is 0.63, which is comparable to the NTSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RSSB and NTSX, 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 Ratio-0.500.000.501.001.502.002.503.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.63
0.60
RSSB
NTSX

Dividends

RSSB vs. NTSX - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 1.25%, which matches NTSX's 1.25% yield.


TTM2024202320222021202020192018
RSSB
Return Stacked Global Stocks & Bonds ETF
1.25%1.26%0.61%0.00%0.00%0.00%0.00%0.00%
NTSX
WisdomTree U.S. Efficient Core Fund
1.25%1.14%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 -16.09%, 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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.34%
-8.40%
RSSB
NTSX

Volatility

RSSB vs. NTSX - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 12.95%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 14.14%. This indicates that RSSB experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.95%
14.14%
RSSB
NTSX