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

Correlation

The correlation between RSSY and NTSX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

RSSY vs. NTSX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

RSSY:

-0.60

NTSX:

0.77

Daily Std Dev

RSSY:

22.24%

NTSX:

19.56%

Max Drawdown

RSSY:

-29.57%

NTSX:

-31.34%

Current Drawdown

RSSY:

-18.72%

NTSX:

-2.69%

Returns By Period

In the year-to-date period, RSSY achieves a -14.27% return, which is significantly lower than NTSX's 2.34% return.


RSSY

YTD

-14.27%

1M

3.16%

6M

-16.13%

1Y

-13.29%

3Y*

N/A

5Y*

N/A

10Y*

N/A

NTSX

YTD

2.34%

1M

4.73%

6M

-1.36%

1Y

14.06%

3Y*

10.97%

5Y*

10.81%

10Y*

N/A

*Annualized

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RSSY vs. NTSX - Expense Ratio Comparison

RSSY has a 1.04% expense ratio, which is higher than NTSX's 0.20% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RSSY vs. NTSX — Risk-Adjusted Performance Rank

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

RSSY

NTSX
The Risk-Adjusted Performance Rank of NTSX is 6565
Overall Rank
The Sharpe Ratio Rank of NTSX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of NTSX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of NTSX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of NTSX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NTSX is 6868
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.

RSSY vs. NTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked US Stocks & Futures Yield ETF (RSSY) 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 current RSSY Sharpe Ratio is -0.60, which is lower than the NTSX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of RSSY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RSSY vs. NTSX - Dividend Comparison

RSSY has not paid dividends to shareholders, while NTSX's dividend yield for the trailing twelve months is around 1.17%.


TTM2024202320222021202020192018
RSSY
Return Stacked US Stocks & Futures Yield ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NTSX
WisdomTree U.S. Efficient Core Fund
1.17%1.14%1.21%1.36%0.82%0.92%1.53%0.62%

Drawdowns

RSSY vs. NTSX - Drawdown Comparison

The maximum RSSY drawdown since its inception was -29.57%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for RSSY and NTSX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RSSY vs. NTSX - Volatility Comparison

Return Stacked US Stocks & Futures Yield ETF (RSSY) has a higher volatility of 6.18% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 4.70%. This indicates that RSSY'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.


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