SKHL vs. NTSD
SKHL (Direxion Daily SK Hynix Bull 2X ETF) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. SKHL is passively managed, while NTSD is actively managed. Their -0.03 correlation means they have often moved in opposite directions in the past. SKHL charges 0.97%/yr vs 0.35%/yr for NTSD.
Performance
SKHL vs. NTSD - Performance Comparison
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Returns By Period
SKHL
- 1D
- -11.82%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
NTSD
- 1D
- 0.32%
- 1M
- 1.82%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $167.29K | $306.20K | $323.63K | |
| $18.07M | $16.88M | $16.88M |
SKHL vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SKHL Direxion Daily SK Hynix Bull 2X ETF | -49.35% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | -1.38% |
Correlation
The correlation between SKHL and NTSD is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2026 | -0.03 |
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Return for Risk
SKHL vs. NTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily SK Hynix Bull 2X ETF (SKHL) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
SKHL vs. NTSD - Drawdown Comparison
The maximum SKHL drawdown since its inception was -49.35%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for SKHL and NTSD.
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Drawdown Indicators
| SKHL | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.35% | -5.58% | -43.77% |
Current DrawdownCurrent decline from peak | -49.35% | -2.01% | -47.34% |
Average DrawdownAverage peak-to-trough decline | -28.05% | -1.22% | -26.83% |
Volatility
SKHL vs. NTSD - Volatility Comparison
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Volatility by Period
| SKHL | NTSD | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 235.16% | 22.82% | +212.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 235.16% | 22.82% | +212.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 235.16% | 22.82% | +212.34% |
SKHL vs. NTSD - Expense Ratio Comparison
SKHL has a 0.97% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
SKHL vs. NTSD - Dividend Comparison
SKHL has not paid dividends to shareholders, while NTSD's dividend yield for the trailing twelve months is around 0.14%.
| Position | TTM |
|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.14% |
SKHL Direxion Daily SK Hynix Bull 2X ETF | 0.00% |
Frequently Asked Questions
SKHL and NTSD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSD is cheaper with a 0.35% expense ratio, compared with 0.97% for SKHL.
NTSD has the higher dividend yield at 0.14%, compared with 0.00% for SKHL.
They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 0.97% for SKHL and 0.35% for NTSD.
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