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.
RSSY vs. NTSX
Compare and contrast key facts about Return Stacked US Stocks & Futures Yield ETF (RSSY) and WisdomTree U.S. Efficient Core Fund (NTSX).
RSSY and NTSX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSSY is an actively managed fund by Return Stacked. It was launched on May 28, 2024. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSSY or NTSX.
Performance
RSSY vs. NTSX - Performance Comparison
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Key characteristics
RSSY:
-0.60
NTSX:
0.77
RSSY:
22.24%
NTSX:
19.56%
RSSY:
-29.57%
NTSX:
-31.34%
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
-14.27%
3.16%
-16.13%
-13.29%
N/A
N/A
N/A
NTSX
2.34%
4.73%
-1.36%
14.06%
10.97%
10.81%
N/A
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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.
Risk-Adjusted Performance
RSSY vs. NTSX — Risk-Adjusted Performance Rank
RSSY
NTSX
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.
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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%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|---|
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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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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