- ISIN
- US97717Y6344
- Issuer
- WisdomTree
- Inception Date
- May 18, 2021
- Region
- Developed Markets (Broad)
- Category
- Global Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $504M
Share Price Chart
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Performance
NTSI Performance Chart
WisdomTree International Efficient Core Fund (NTSI) is up 8.0% since the beginning of the year. NTSI is currently trading at $47 per share. Investors who bought $1,000 worth of NTSI shares 5 years ago would now be looking at an investment worth $1,344.
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Returns By Period
WisdomTree International Efficient Core Fund (NTSI) has returned 8.00% so far this year and 23.01% over the past 12 months.
WisdomTree International Efficient Core Fund
- 1D
- -0.40%
- 1M
- 1.72%
- YTD
- 8.00%
- 6M
- 8.48%
- 1Y
- 23.01%
- 3Y*
- 14.76%
- 5Y*
- 6.09%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
NTSI Monthly Returns History
Based on dividend-adjusted daily data since May 20, 2021, NTSI's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +14.0%, while the worst month was Sep 2022 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, NTSI closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +6.0%, while the worst single day was Apr 4, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.86% | 5.44% | -8.50% | 4.75% | 2.34% | 0.56% | 8.00% | ||||||
| 2025 | 4.67% | 3.56% | 0.06% | 3.21% | 3.31% | 2.57% | -2.11% | 4.94% | 2.04% | 1.86% | 0.89% | 2.03% | 30.37% |
| 2024 | -0.54% | 1.74% | 3.11% | -4.41% | 5.14% | -1.22% | 3.83% | 3.17% | 1.13% | -6.70% | -0.01% | -3.43% | 1.11% |
| 2023 | 8.82% | -4.22% | 4.44% | 2.69% | -4.57% | 3.41% | 1.94% | -3.84% | -4.93% | -3.77% | 9.58% | 6.47% | 15.42% |
| 2022 | -3.85% | -3.22% | -1.64% | -7.58% | 1.49% | -8.97% | 6.71% | -7.37% | -10.79% | 4.58% | 13.95% | -1.71% | -19.27% |
| 2021 | 1.55% | -0.87% | 1.55% | 0.99% | -3.55% | 2.68% | -3.74% | 3.68% | 2.05% |
Benchmark Metrics
WisdomTree International Efficient Core Fund has an annualized alpha of -2.03%, beta of 0.70, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since May 20, 2021.
- This ETF participated in 92.14% of S&P 500 Index downside but only 69.78% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.03% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.03%
- Beta
- 0.70
- R²
- 0.57
- Upside Capture
- 69.78%
- Downside Capture
- 92.14%
Expense Ratio
NTSI has an expense ratio of 0.26%, which is considered low.
Return for Risk
Risk / Return Rank
NTSI ranks 42 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) 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.
| NTSI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.78 | -0.91 |
| Martin ratioReturn relative to average drawdown | 6.76 | 12.44 | -5.68 |
Dividends
Dividend History
WisdomTree International Efficient Core Fund provided a 3.48% dividend yield over the last twelve months, with an annual payout of $1.65 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.65 | $1.61 | $1.03 | $0.84 | $0.84 | $0.39 |
Dividend yield | 3.48% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree International 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 | $0.17 | $0.00 | $0.00 | $0.00 | $0.17 | ||||||
| 2025 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.73 | $1.61 |
| 2024 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 | $1.03 |
| 2023 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 | $0.84 |
| 2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.84 |
| 2021 | $0.04 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.39 |
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 International 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 International Efficient Core Fund was 34.01%, occurring on Sep 27, 2022. Recovery took 479 trading sessions.
The current WisdomTree International Efficient Core Fund drawdown is 1.62%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -34.01%Sep 2022 | 1y 20d | 1y 11mo | 2y 11moSep 2021 - Aug 2024 |
2025 selloff2025 | -13.22%Apr 2025 | 6mo 13d | 24d | 7mo 7dSep 2024 - May 2025 |
2026 correction2026 | -12.33%Mar 2026 | 22d | — | 3mo 27dFeb 2026 - now |
2025 pullback2025 | -5.00%Nov 2025 | 7d | 21d | 28dNov 2025 - Dec 2025 |
2025 pullback2025 | -3.98%Jul 2025 | 7d | 12d | 19dJul 2025 - Aug 2025 |
Drawdown Indicators
| NTSI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -56.78% | +22.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -9.10% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -18.90% | +5.21% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | -25.43% | -8.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.62% | -1.80% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -10.71% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.03% | +1.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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