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WANT vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WANT vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) 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


WANT

1D
-2.18%
1M
-3.95%
YTD
-14.08%
6M
-14.66%
1Y
6.37%
3Y*
19.16%
5Y*
-5.36%
10Y*

NTSD

1D
-1.11%
1M
7.13%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WANT vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between WANT and NTSD is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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Return for Risk

WANT vs. NTSD — Risk / Return Rank

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

WANT
WANT Risk / Return Rank: 1111
Overall Rank
WANT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
WANT Sortino Ratio Rank: 1313
Sortino Ratio Rank
WANT Omega Ratio Rank: 1212
Omega Ratio Rank
WANT Calmar Ratio Rank: 1010
Calmar Ratio Rank
WANT Martin Ratio Rank: 1111
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.

WANT vs. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) 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.


WANTNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.16

Martin ratioReturn relative to average drawdown

0.42

WANT vs. NTSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WANTNTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

5.08

-4.97

Drawdowns

WANT vs. NTSD - Drawdown Comparison

The maximum WANT drawdown since its inception was -85.89%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for WANT and NTSD.


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Drawdown Indicators


WANTNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-85.89%

-5.20%

-80.69%

Max Drawdown (1Y)

Largest decline over 1 year

-41.27%

Max Drawdown (3Y)

Largest decline over 3 years

-63.53%

Max Drawdown (5Y)

Largest decline over 5 years

-85.89%

Current Drawdown

Current decline from peak

-58.58%

-1.11%

-57.47%

Average Drawdown

Average peak-to-trough decline

-43.07%

-0.84%

-42.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.11%

Volatility

WANT vs. NTSD - Volatility Comparison


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Volatility by Period


WANTNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.45%

Volatility (6M)

Calculated over the trailing 6-month period

38.86%

Volatility (1Y)

Calculated over the trailing 1-year period

53.92%

24.28%

+29.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.65%

24.28%

+46.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.50%

24.28%

+47.22%

WANT vs. NTSD - Expense Ratio Comparison

WANT has a 0.98% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

WANT vs. NTSD - Dividend Comparison

WANT's dividend yield for the trailing twelve months is around 0.62%, while NTSD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
NTSD
WisdomTree Efficient U.S. Plus International Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
0.62%0.65%0.61%0.46%0.00%0.00%0.07%0.64%

Frequently Asked Questions


WANT and NTSD have a correlation of 0.82, 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 0.98% for WANT.

WANT has the higher dividend yield at 0.62%, compared with 0.00% for NTSD.

They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 0.98% for WANT and 0.35% for NTSD.

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