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AAAA vs. NTSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAAA vs. NTSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplius Aggressive Asset Allocation ETF (AAAA) and WisdomTree Emerging Markets Efficient Core Fund (NTSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAAA achieves a 10.05% return, which is significantly lower than NTSE's 27.36% return.


AAAA

1D
-0.13%
1M
-0.44%
YTD
10.05%
6M
8.97%
1Y
3Y*
5Y*
10Y*

NTSE

1D
0.40%
1M
3.86%
YTD
27.36%
6M
28.43%
1Y
48.98%
3Y*
23.56%
5Y*
5.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAAA vs. NTSE - Yearly Performance Comparison


Correlation

The correlation between AAAA and NTSE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.80

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Return for Risk

AAAA vs. NTSE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAAA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


NTSE
NTSE Risk / Return Rank: 7575
Overall Rank
NTSE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NTSE Sortino Ratio Rank: 7070
Sortino Ratio Rank
NTSE Omega Ratio Rank: 7878
Omega Ratio Rank
NTSE Calmar Ratio Rank: 7676
Calmar Ratio Rank
NTSE Martin Ratio Rank: 7676
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.

AAAA vs. NTSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplius Aggressive Asset Allocation ETF (AAAA) and WisdomTree Emerging Markets Efficient Core Fund (NTSE). 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.

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.


AAAANTSEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.47

Martin ratioReturn relative to average drawdown

12.73

AAAA vs. NTSE - Sharpe Ratio Comparison


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Drawdowns

AAAA vs. NTSE - Drawdown Comparison

The maximum AAAA drawdown since its inception was -7.83%, smaller than the maximum NTSE drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for AAAA and NTSE.


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Drawdown Indicators


AAAANTSEDifference

Max Drawdown

Largest peak-to-trough decline

-7.83%

-42.84%

+35.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.73%

Max Drawdown (5Y)

Largest decline over 5 years

-42.65%

Current Drawdown

Current decline from peak

-2.62%

-4.77%

+2.15%

Average Drawdown

Average peak-to-trough decline

-1.05%

-19.55%

+18.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

Volatility

AAAA vs. NTSE - Volatility Comparison


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Volatility by Period


AAAANTSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.64%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

23.41%

-11.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.84%

19.88%

-8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.84%

19.76%

-7.92%

AAAA vs. NTSE - Expense Ratio Comparison

AAAA has a 0.49% expense ratio, which is higher than NTSE's 0.38% expense ratio.


Dividends

AAAA vs. NTSE - Dividend Comparison

AAAA's dividend yield for the trailing twelve months is around 0.81%, less than NTSE's 2.60% yield.


PositionTTM20252024202320222021
AAAA
Amplius Aggressive Asset Allocation ETF
0.81%0.79%0.00%0.00%0.00%0.00%
NTSE
WisdomTree Emerging Markets Efficient Core Fund
2.60%3.35%3.23%2.44%3.22%2.10%

Frequently Asked Questions


AAAA and NTSE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSE is cheaper with a 0.38% expense ratio, compared with 0.49% for AAAA.

NTSE has the higher dividend yield at 2.60%, compared with 0.81% for AAAA.

They also come from different issuers: Amplius and WisdomTree. Their fees differ too: 0.49% for AAAA and 0.38% for NTSE.

Portfolio Optimizer

Find the right allocation for AAAA and NTSE

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

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