- ISIN
- US97717Y7904
- CUSIP
- 97717Y790
- Issuer
- WisdomTree
- Inception Date
- Aug 2, 2018
- Region
- North America (U.S.)
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Share Price Chart
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Performance
NTSX Performance Chart
WisdomTree U.S. Efficient Core Fund (NTSX) is up 6.5% since the beginning of the year. NTSX is currently trading at $58 per share. Investors who bought $1,000 worth of NTSX shares 5 years ago would now be looking at an investment worth $1,528.
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Returns By Period
WisdomTree U.S. Efficient Core Fund (NTSX) has returned 6.46% so far this year and 21.24% over the past 12 months.
WisdomTree U.S. Efficient Core Fund
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
NTSX Monthly Returns History
Based on dividend-adjusted daily data since Aug 2, 2018, NTSX's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.8%, while the worst month was Sep 2022 at -11.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, NTSX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.78% | 0.14% | -5.47% | 9.34% | 4.86% | -2.68% | 6.46% | ||||||
| 2025 | 3.19% | -0.31% | -5.40% | 0.18% | 4.98% | 5.39% | 1.56% | 2.44% | 3.86% | 2.34% | 0.29% | -0.66% | 18.82% |
| 2024 | 1.73% | 3.80% | 2.01% | -4.55% | 4.89% | 4.15% | 1.94% | 2.77% | 2.44% | -2.23% | 5.83% | -3.62% | 20.20% |
| 2023 | 6.96% | -3.77% | 5.28% | 1.31% | -0.17% | 4.86% | 2.50% | -1.96% | -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% |
Benchmark Metrics
WisdomTree U.S. Efficient Core Fund has an annualized alpha of 1.14%, beta of 0.89, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since August 02, 2018.
- With beta of 0.89 and R2 of 0.90, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.14%
- Beta
- 0.89
- R²
- 0.90
- Upside Capture
- 95.07%
- Downside Capture
- 95.92%
Expense Ratio
NTSX has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
NTSX ranks 50 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 U.S. Efficient Core Fund (NTSX) 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.
| NTSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.46 | -0.13 |
| Martin ratioReturn relative to average drawdown | 9.93 | 10.92 | -0.99 |
Dividends
Dividend History
WisdomTree U.S. Efficient Core Fund provided a 1.10% dividend yield over the last twelve months, with an annual payout of $0.64 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.64 | $0.62 | $0.53 | $0.48 | $0.44 | $0.36 | $0.34 | $0.42 | $0.14 |
Dividend yield | 1.10% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.15 | ||||||
| 2025 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.62 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.53 |
| 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 | $0.36 |
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 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 3.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -31.34%Oct 2022 | 9mo 20d | 1y 8mo | 2y 5moDec 2021 - Jun 2024 |
COVID crash2020 | -28.33%Mar 2020 | 1mo 2d | 3mo 19d | 4mo 21dFeb 2020 - Jul 2020 |
2025 selloff2025 | -16.82%Apr 2025 | 4mo | 2mo 17d | 6mo 17dDec 2024 - Jun 2025 |
Rate-hike selloffLate 2018 | -16.45%Dec 2018 | 3mo 4d | 2mo 27d | 6mo 1dSep 2018 - Mar 2019 |
2026 pullback2026 | -9.16%Mar 2026 | 2mo 13d | 19d | 3mo 2dJan 2026 - Apr 2026 |
Drawdown Indicators
| NTSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -56.78% | +25.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -9.10% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -18.90% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -25.43% | -5.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.02% | -3.21% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -10.71% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.04% | +0.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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