WisdomTree U.S. Efficient Core Fund (NTSX)
NTSX is an actively managed ETF by WisdomTree. NTSX launched on Aug 2, 2018 and has a 0.20% expense ratio.
ETF Info
US97717Y7904
97717Y790
Aug 2, 2018
North America (U.S.)
1x
No Index (Active)
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WisdomTree U.S. 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.
Returns By Period
WisdomTree U.S. Efficient Core Fund had a return of 22.26% year-to-date (YTD) and 29.58% in the last 12 months.
NTSX
22.26%
1.32%
13.14%
29.58%
11.88%
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of NTSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.73% | 3.80% | 2.01% | -4.55% | 4.89% | 4.15% | 1.94% | 2.77% | 2.44% | -2.23% | 22.26% | ||
| 2023 | 6.96% | -3.77% | 5.28% | 1.31% | -0.17% | 4.86% | 2.48% | -1.95% | -5.82% | -3.29% | 10.68% | 5.40% | 22.70% |
| 2022 | -6.27% | -3.44% | 1.22% | -10.14% | -0.49% | -7.66% | 9.48% | -5.26% | -11.25% | 6.67% | 6.19% | -5.97% | -25.84% |
| 2021 | -1.42% | 0.61% | 3.09% | 4.93% | 0.74% | 3.21% | 3.25% | 2.67% | -5.23% | 6.19% | -0.28% | 2.99% | 22.21% |
| 2020 | 2.03% | -6.55% | -8.63% | 11.76% | 5.04% | 1.34% | 6.08% | 6.26% | -3.17% | -3.22% | 10.43% | 3.29% | 24.87% |
| 2019 | 7.86% | 2.48% | 2.86% | 3.45% | -4.27% | 6.63% | 1.33% | 0.40% | 1.09% | 1.65% | 3.07% | 2.16% | 32.15% |
| 2018 | 2.87% | -0.12% | -5.95% | 1.49% | -6.91% | -8.70% |
Expense Ratio
NTSX has an expense ratio of 0.20%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of NTSX is 74, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
WisdomTree U.S. Efficient Core Fund provided a 1.05% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.50 | $0.48 | $0.44 | $0.37 | $0.34 | $0.45 | $0.14 |
Dividend yield | 1.05% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree U.S. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.36 | |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.48 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.44 |
| 2021 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.37 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.34 |
| 2019 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.23 | $0.45 |
| 2018 | $0.06 | $0.00 | $0.00 | $0.08 | $0.14 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree U.S. 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 U.S. Efficient Core Fund was 31.34%, occurring on Oct 14, 2022. Recovery took 416 trading sessions.
The current WisdomTree U.S. Efficient Core Fund drawdown is 0.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.34% | Dec 28, 2021 | 202 | Oct 14, 2022 | 416 | Jun 12, 2024 | 618 |
| -28.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -16.45% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -8.84% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -6.58% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current WisdomTree U.S. Efficient Core Fund volatility is 3.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.