TSMU vs. NTSD
TSMU (GraniteShares 2x Long TSM Daily ETF) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. Both are actively managed. A 0.65 correlation means they provide meaningful diversification when combined. TSMU charges 1.50%/yr vs 0.35%/yr for NTSD.
Performance
TSMU vs. NTSD - Performance Comparison
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Returns By Period
TSMU
- 1D
- -13.58%
- 1M
- 12.60%
- YTD
- 76.82%
- 6M
- 84.23%
- 1Y
- 224.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSD
- 1D
- -2.11%
- 1M
- -0.58%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSMU vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TSMU GraniteShares 2x Long TSM Daily ETF | 49.70% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 15.69% |
Correlation
The correlation between TSMU and NTSD is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.65 |
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Return for Risk
TSMU vs. NTSD — Risk / Return Rank
TSMU
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSMU vs. NTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long TSM Daily ETF (TSMU) 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.
| TSMU | NTSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 6.43 | — | — |
| Martin ratioReturn relative to average drawdown | 20.44 | — | — |
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Drawdowns
TSMU vs. NTSD - Drawdown Comparison
The maximum TSMU drawdown since its inception was -63.73%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for TSMU and NTSD.
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Drawdown Indicators
| TSMU | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.73% | -5.58% | -58.15% |
Max Drawdown (1Y)Largest decline over 1 year | -35.18% | — | — |
Current DrawdownCurrent decline from peak | -13.58% | -2.97% | -10.61% |
Average DrawdownAverage peak-to-trough decline | -15.71% | -1.09% | -14.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.05% | — | — |
Volatility
TSMU vs. NTSD - Volatility Comparison
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Volatility by Period
| TSMU | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.59% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 59.71% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 76.25% | 25.11% | +51.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.32% | 25.11% | +57.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.32% | 25.11% | +57.21% |
TSMU vs. NTSD - Expense Ratio Comparison
TSMU has a 1.50% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
TSMU vs. NTSD - Dividend Comparison
Neither TSMU nor NTSD has paid dividends to shareholders.
Frequently Asked Questions
TSMU and NTSD have a correlation of 0.65, 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 1.50% for TSMU.
TSMU and NTSD have nearly identical dividend yields, around 0.00%.
They also come from different issuers: GraniteShares and WisdomTree. Their fees differ too: 1.50% for TSMU and 0.35% for NTSD.
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