The difference in exposure between the tree and the sky are too great to do anything with one exposure without extra equipment so here are your options:
1) You can create a composite with a proper exposure of both the tree and sky
2) You can stop down the shutter speed/aperture and then use a flash to compensate for the underexposed tree.
ND filter in this case will darken everything. GND filter will darken 1/2 of the screen which won't work in this case. IMHO If you want details in the sky, you can expose for it then use supplemental light to light up the foreground.