- ISIN
- US97717Y6427
- CUSIP
- 97717Y642
- Issuer
- WisdomTree
- Inception Date
- May 20, 2021
- Region
- Emerging Markets (Broad)
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Assets Under Management
- $54M
Highlights
- Avg. Volume (1M)
- 4K
- Avg. Volume Value (1M)
- $173.02K
Share Price Chart
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Performance
NTSE Performance Chart
WisdomTree Emerging Markets Efficient Core Fund (NTSE) is up 19.0% since the beginning of the year. NTSE is currently trading at $45 per share. Investors who bought $1,000 worth of NTSE shares 5 years ago would now be looking at an investment worth $1,308.
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Returns By Period
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has returned 18.97% so far this year and 38.15% over the past 12 months.
WisdomTree Emerging Markets Efficient Core Fund
- 1D
- 0.55%
- 1M
- -3.59%
- 6M
- 9.15%
- YTD
- 18.97%
- 1Y
- 38.15%
- 3Y*
- 19.12%
- 5Y*
- 5.52%
- 10Y*
- —
- ALL TIME*
- 5.00%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
NTSE Monthly Returns History
Based on dividend-adjusted daily data since May 20, 2021, NTSE's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.
Historically, 59% of months were positive and 41% 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 Jun 5, 2026 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.99% | 7.98% | -10.28% | 12.07% | 9.01% | 0.55% | -8.27% | 18.97% | |||||
| 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 | 2.45% | 1.32% | -5.15% | 1.53% | -4.30% | 0.71% | -3.42% | 1.39% | -5.67% |
Benchmark Metrics
WisdomTree Emerging Markets Efficient Core Fund has an annualized alpha of -3.07%, beta of 0.77, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since May 20, 2021.
- This ETF participated in 100.61% of S&P 500 Index downside but only 72.84% 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
- -3.07%
- Beta
- 0.77
- R²
- 0.42
- Upside Capture
- 72.84%
- Downside Capture
- 100.61%
Expense Ratio
NTSE has an expense ratio of 0.38%, placing it in the medium range.
Return for Risk
Risk / Return Rank
NTSE ranks 66 for risk / return — above 66% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and compare them to S&P 500 Index.
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.
| NTSE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.00 | +0.57 |
| Martin ratioReturn relative to average drawdown | 7.95 | 8.49 | -0.55 |
Dividends
Dividend History
WisdomTree Emerging Markets Efficient Core Fund provided a 2.76% dividend yield over the last twelve months, with an annual payout of $1.23 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.23 | $1.26 | $0.93 | $0.69 | $0.85 | $0.78 |
Dividend yield | 2.76% | 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 | $0.00 | $0.00 | $0.21 | $0.00 | $0.30 | |||||
| 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.
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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 11.04%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-42.84%Oct 2022 | 1y 4mo | 2y 11mo | 4y 3moJun 2021 - Oct 2025 | Bear market2022 |
-14.83%Jul 2026 | 1mo 6d | — | 1mo 11dJun 2026 - now | — |
-14.20%Mar 2026 | 1mo 2d | 1mo 2d | 2mo 4dFeb 2026 - May 2026 | — |
-9.01%Jun 2026 | 2d | 13d | 15dJun 2026 - Jun 2026 | — |
-5.77%May 2026 | 8d | 7d | 15dMay 2026 - May 2026 | — |
Drawdown Indicators
| NTSE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -56.78% | +13.94% |
Max Drawdown (1Y)Largest decline over 1 year | -14.83% | -9.10% | -5.73% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -18.90% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | -25.43% | -15.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -11.04% | -1.58% | -9.46% |
Average DrawdownAverage peak-to-trough decline | -19.33% | -10.70% | -8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 2.14% | +2.65% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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