Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WisdomTree Emerging Markets Efficient Core Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has returned 5.59% so far this year and 37.04% over the past 12 months.
WisdomTree Emerging Markets Efficient Core Fund
- 1D
- 3.94%
- 1M
- -10.28%
- YTD
- 5.59%
- 6M
- 11.12%
- 1Y
- 37.04%
- 3Y*
- 15.77%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 20, 2021, NTSE's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, your investment would double in approximately 15.6 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +17.6%, while the worst month was Sep 2022 at -13.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, NTSE closed higher 52% of trading days. The best single day was Mar 16, 2022 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.99% | 7.98% | -10.28% | 5.59% | |||||||||
| 2025 | 1.29% | 2.07% | 1.58% | 0.06% | 3.83% | 7.14% | 0.56% | 3.32% | 6.64% | 5.19% | -2.07% | 2.16% | 36.29% |
| 2024 | -4.47% | 2.17% | 2.63% | -1.80% | 2.84% | 3.44% | 2.02% | 1.58% | 6.87% | -5.18% | -2.07% | -2.98% | 4.42% |
| 2023 | 10.49% | -8.59% | 4.97% | -1.22% | -2.34% | 3.68% | 4.90% | -6.78% | -4.17% | -4.13% | 8.96% | 5.45% | 9.47% |
| 2022 | -0.21% | -6.06% | -5.65% | -8.01% | 1.01% | -6.01% | 1.12% | -1.62% | -13.46% | -2.88% | 17.57% | -2.95% | -26.31% |
| 2021 | 2.46% | 1.32% | -5.15% | 1.53% | -4.30% | 0.71% | -3.42% | 1.39% | -5.66% |
Benchmark Metrics
WisdomTree Emerging Markets Efficient Core Fund has an annualized alpha of -3.14%, beta of 0.72, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since May 21, 2021.
- This ETF participated in 94.25% of S&P 500 Index downside but only 66.65% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.42 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -3.14%
- Beta
- 0.72
- R²
- 0.42
- Upside Capture
- 66.65%
- Downside Capture
- 94.25%
Expense Ratio
NTSE has an expense ratio of 0.38%, placing it in the medium range.
Return for Risk
Risk / Return Rank
NTSE ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and compare them to a chosen benchmark (S&P 500 Index).
| NTSE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 0.90 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.47 | 1.39 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 1.40 | +1.22 |
Martin ratioReturn relative to average drawdown | 10.31 | 6.61 | +3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore NTSE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
WisdomTree Emerging Markets Efficient Core Fund provided a 3.14% dividend yield over the last twelve months, with an annual payout of $1.25 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.25 | $1.26 | $0.93 | $0.69 | $0.85 | $0.78 |
Dividend yield | 3.14% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree Emerging Markets Efficient Core Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.09 | $0.09 | |||||||||
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.39 | $1.26 |
| 2024 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.32 | $0.93 |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.07 | $0.69 |
| 2022 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.15 | $0.85 |
| 2021 | $0.06 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.42 | $0.78 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree Emerging Markets Efficient Core Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the WisdomTree Emerging Markets Efficient Core Fund was 42.84%, occurring on Oct 24, 2022. Recovery took 738 trading sessions.
The current WisdomTree Emerging Markets Efficient Core Fund drawdown is 10.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.84% | Jun 7, 2021 | 350 | Oct 24, 2022 | 738 | Oct 3, 2025 | 1088 |
| -14.2% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -5.41% | Oct 30, 2025 | 34 | Dec 17, 2025 | 10 | Jan 2, 2026 | 44 |
| -4.11% | Oct 9, 2025 | 2 | Oct 10, 2025 | 4 | Oct 16, 2025 | 6 |
| -3.68% | Jan 29, 2026 | 6 | Feb 5, 2026 | 3 | Feb 10, 2026 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...