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SKYU vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKYU vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SKYU

1D
0.53%
1M
27.03%
YTD
20.72%
6M
18.01%
1Y
41.23%
3Y*
38.09%
5Y*
2.14%
10Y*

NTSD

1D
1.08%
1M
6.63%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKYU vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between SKYU and NTSD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 20, 2026

0.37

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Return for Risk

SKYU vs. NTSD — Risk / Return Rank

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

SKYU
SKYU Risk / Return Rank: 2222
Overall Rank
SKYU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SKYU Sortino Ratio Rank: 2525
Sortino Ratio Rank
SKYU Omega Ratio Rank: 2525
Omega Ratio Rank
SKYU Calmar Ratio Rank: 2020
Calmar Ratio Rank
SKYU Martin Ratio Rank: 1818
Martin Ratio Rank

NTSD
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SKYU vs. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) 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.


SKYUNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.82

Martin ratioReturn relative to average drawdown

1.73

SKYU vs. NTSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SKYUNTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

5.46

-5.43

Drawdowns

SKYU vs. NTSD - Drawdown Comparison

The maximum SKYU drawdown since its inception was -83.01%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for SKYU and NTSD.


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Drawdown Indicators


SKYUNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-83.01%

-5.20%

-77.81%

Max Drawdown (1Y)

Largest decline over 1 year

-50.23%

Max Drawdown (3Y)

Largest decline over 3 years

-55.71%

Max Drawdown (5Y)

Largest decline over 5 years

-83.01%

Current Drawdown

Current decline from peak

-22.26%

-0.04%

-22.22%

Average Drawdown

Average peak-to-trough decline

-49.16%

-0.83%

-48.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.88%

Volatility

SKYU vs. NTSD - Volatility Comparison


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Volatility by Period


SKYUNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.68%

Volatility (6M)

Calculated over the trailing 6-month period

46.60%

Volatility (1Y)

Calculated over the trailing 1-year period

55.92%

24.10%

+31.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.88%

24.10%

+37.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.12%

24.10%

+37.02%

SKYU vs. NTSD - Expense Ratio Comparison

SKYU has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

SKYU vs. NTSD - Dividend Comparison

SKYU's dividend yield for the trailing twelve months is around 0.58%, while NTSD has not paid dividends to shareholders.


Frequently Asked Questions


SKYU and NTSD have a correlation of 0.37, 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 0.95% for SKYU.

SKYU has the higher dividend yield at 0.58%, compared with 0.00% for NTSD.

They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for SKYU and 0.35% for NTSD.

Portfolio Optimizer

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