PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
5CH6.DE vs. NTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

5CH6.DE vs. NTSX

Last updated Jun 4, 2026

5CH6.DE (WisdomTree Short USD Long EUR 5x Daily EUR) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - 5CH6.DE is a Leveraged Currency fund tracking the MSFXSM 5X Short US Dollar/Euro Total Return Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. 5CH6.DE is passively managed, while NTSX is actively managed. Over the past 5 years, 5CH6.DE returned -19.76%/yr vs 10.72%/yr for NTSX. At a correlation of -0.20, they often move in opposite directions. 5CH6.DE charges 0.98%/yr vs 0.20%/yr for NTSX.

Performance

5CH6.DE vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

5CH6.DE is traded in EUR, while NTSX is traded in USD. To make them comparable, the NTSX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5CH6.DE achieves a -11.74% return, which is significantly lower than NTSX's 9.92% return.

5CH6.DE

1D
-1.23%
1M
-4.56%
YTD
-11.74%
6M
-9.03%
1Y
-5.83%
3Y*
-2.16%
5Y*
-19.76%
10Y*
-16.12%

NTSX

1D
-0.84%
1M
5.12%
YTD
9.92%
6M
8.42%
1Y
22.78%
3Y*
16.22%
5Y*
10.72%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

5CH6.DE vs. NTSX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
5CH6.DE
WisdomTree Short USD Long EUR 5x Daily EUR		-11.74%48.13%-32.59%1.09%-44.21%-39.39%30.48%-27.67%-15.14%
NTSX
WisdomTree U.S. Efficient Core Fund		9.92%4.72%28.14%19.02%-21.24%31.35%14.58%35.01%-7.74%

Correlation

The correlation between 5CH6.DE and NTSX is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.19

Correlation (5Y)
Calculated over the trailing 5-year period

-0.16

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2018

-0.20

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Short USD Long EUR 5x Daily EUR

WisdomTree U.S. Efficient Core Fund

Often compared with 5CH6.DE:
5CH6.DE vs. EMF5CH6.DE vs. YCL5CH6.DE vs. EUO5CH6.DE vs. FOXY5CH6.DE vs. EPI5CH6.DE vs. DXJ5CH6.DE vs. DHS
Often compared with NTSX:
NTSX vs. VOONTSX vs. RSSBNTSX vs. VTINTSX vs. SWANNTSX vs. AOANTSX vs. QQQNTSX vs. CGBL

Return for Risk

5CH6.DE vs. NTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
5CH6.DE
5CH6.DE Risk / Return Rank: 77
Overall Rank
5CH6.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
5CH6.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
5CH6.DE Omega Ratio Rank: 77
Omega Ratio Rank
5CH6.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
5CH6.DE Martin Ratio Rank: 77
Martin Ratio Rank
NTSX
NTSX Risk / Return Rank: 6060
Overall Rank
NTSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
NTSX Omega Ratio Rank: 5959
Omega Ratio Rank
NTSX Calmar Ratio Rank: 5555
Calmar Ratio Rank
NTSX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5CH6.DE vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) and WisdomTree U.S. Efficient Core Fund (NTSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

5CH6.DENTSXDifference

Sharpe ratio

Return per unit of total volatility

-0.19

1.85

-2.04

Sortino ratio

Return per unit of downside risk

-0.07

2.42

-2.48

Omega ratio

Gain probability vs. loss probability

0.99

1.33

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.25

2.84

-3.08

Martin ratio

Return relative to average drawdown

-0.48

10.94

-11.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

5CH6.DE vs. NTSX - Sharpe Ratio Comparison

The current 5CH6.DE Sharpe Ratio is -0.19, which is lower than the NTSX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of 5CH6.DE and NTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

5CH6.DENTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

1.85

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.65

-1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.44

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

0.70

-1.22

Drawdowns

5CH6.DE vs. NTSX - Drawdown Comparison

The maximum 5CH6.DE drawdown since its inception was -95.83%, which is greater than NTSX's maximum drawdown of -28.09%. Use the drawdown chart below to compare losses from any high point for 5CH6.DE and NTSX.

Loading charts...

Drawdown Indicators

5CH6.DENTSXDifference

Max Drawdown

Largest peak-to-trough decline

-95.83%

-28.09%

-67.74%

Max Drawdown (1Y)

Largest decline over 1 year

-23.57%

-8.07%

-15.50%

Max Drawdown (3Y)

Largest decline over 3 years

-48.64%

-22.47%

-26.17%

Max Drawdown (5Y)

Largest decline over 5 years

-79.13%

-22.68%

-56.45%

Max Drawdown (10Y)

Largest decline over 10 years

-90.59%

—

—

Current Drawdown

Current decline from peak

-93.43%

-0.84%

-92.59%

Average Drawdown

Average peak-to-trough decline

-79.77%

-5.87%

-73.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.10%

2.09%

+10.01%

Volatility

5CH6.DE vs. NTSX - Volatility Comparison

WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) has a higher volatility of 6.67% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 2.83%. This indicates that 5CH6.DE's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

5CH6.DENTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

2.83%

+3.84%

Volatility (6M)

Calculated over the trailing 6-month period

20.37%

9.17%

+11.20%

Volatility (1Y)

Calculated over the trailing 1-year period

30.36%

12.42%

+17.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.85%

16.62%

+23.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.91%

18.41%

+18.50%

5CH6.DE vs. NTSX - Expense Ratio Comparison

5CH6.DE has a 0.98% expense ratio, which is higher than NTSX's 0.20% expense ratio.

Dividends

5CH6.DE vs. NTSX - Dividend Comparison

5CH6.DE has not paid dividends to shareholders, while NTSX's dividend yield for the trailing twelve months is around 1.08%.

PositionTTM20252024202320222021202020192018
5CH6.DE
WisdomTree Short USD Long EUR 5x Daily EUR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NTSX
WisdomTree U.S. Efficient Core Fund		1.08%1.14%1.14%1.21%1.36%0.82%0.92%1.42%0.62%

Frequently Asked Questions

5CH6.DE and NTSX have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSX is cheaper with a 0.20% expense ratio, compared with 0.98% for 5CH6.DE.

5CH6.DE is categorized as Leveraged Currency, while NTSX is Diversified Portfolio. Their fees differ too: 0.98% for 5CH6.DE and 0.20% for NTSX.

Portfolio Optimizer

Find the right allocation for 5CH6.DE and NTSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer