AAAA vs. NTSE

Last updated Jul 17, 2026

AAAA (Amplius Aggressive Asset Allocation ETF) and NTSE (WisdomTree Emerging Markets Efficient Core Fund) are both Diversified Portfolio funds. Both are actively managed. Over the past year, AAAA returned 21.98% vs 39.75% for NTSE. Their correlation of 0.80 suggests significant overlap in exposure. AAAA charges 0.49%/yr vs 0.38%/yr for NTSE.

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.

Returns By Period

In the year-to-date period, AAAA achieves a 10.99% return, which is significantly lower than NTSE's 20.86% return.

AAAA

• 1D: -0.68%
• 1M: -0.71%
• 6M: 9.20%
• YTD: 10.99%
• 1Y: 21.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NTSE

• 1D: -2.05%
• 1M: -6.67%
• 6M: 13.48%
• YTD: 20.86%
• 1Y: 39.75%
• 3Y*: 19.82%
• 5Y*: 5.20%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AAAA vs. NTSE - Yearly Performance Comparison

	2026 (YTD)	2025
AAAA Amplius Aggressive Asset Allocation ETF	10.99%	10.11%
NTSE WisdomTree Emerging Markets Efficient Core Fund	20.86%	15.90%

Correlation

The correlation between AAAA and NTSE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025	0.80

The correlation between AAAA and NTSE has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

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

AAAA Risk / Return Rank: 74
AAAA Sharpe Ratio Rank: 74
AAAA Sortino Ratio Rank: 73
AAAA Omega Ratio Rank: 73
AAAA Calmar Ratio Rank: 70
AAAA Martin Ratio Rank: 81

NTSE

NTSE Risk / Return Rank: 64
NTSE Sharpe Ratio Rank: 61
NTSE Sortino Ratio Rank: 57
NTSE Omega Ratio Rank: 66
NTSE Calmar Ratio Rank: 70
NTSE Martin Ratio Rank: 67

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.

	AAAA	NTSE	Difference
Sharpe ratio: Return per unit of total volatility	1.88	1.64	+0.24
Sortino ratio: Return per unit of downside risk	2.64	2.20	+0.44
Omega ratio: Gain probability vs. loss probability	1.34	1.31	+0.03
Calmar ratio: Return relative to maximum drawdown	2.82	2.81	0.00
Martin ratio: Return relative to average drawdown	12.21	9.50	+2.71

AAAA vs. NTSE - Sharpe Ratio Comparison

The current AAAA Sharpe Ratio is 1.88, which is comparable to the NTSE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of AAAA and NTSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	AAAA	NTSE	Difference
Max Drawdown Largest peak-to-trough decline	-7.83%	-42.84%	+35.01%
Max Drawdown (1Y) Largest decline over 1 year	-7.83%	-14.20%	+6.37%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.15%	—
Current Drawdown Current decline from peak	-1.79%	-9.63%	+7.84%
Average Drawdown Average peak-to-trough decline	-1.08%	-19.40%	+18.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	4.19%	-2.39%

Volatility

AAAA vs. NTSE - Volatility Comparison

The current volatility for Amplius Aggressive Asset Allocation ETF (AAAA) is 3.42%, while WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a volatility of 10.13%. This indicates that AAAA experiences smaller price fluctuations and is considered to be less risky than NTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAAA	NTSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	10.13%	-6.71%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	22.38%	-12.63%
Volatility (1Y) Calculated over the trailing 1-year period	11.73%	24.41%	-12.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.73%	20.13%	-8.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.73%	19.93%	-8.20%

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 1.29%, less than NTSE's 2.72% yield.

Position	TTM	2025	2024	2023	2022	2021
AAAA Amplius Aggressive Asset Allocation ETF	1.29%	0.79%	0.00%	0.00%	0.00%	0.00%
NTSE WisdomTree Emerging Markets Efficient Core Fund	2.72%	3.35%	3.23%	2.44%	3.22%	2.10%

Frequently Asked Questions

Can I hold both AAAA and NTSE in my portfolio?

AAAA and NTSE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AAAA or NTSE?

NTSE has higher volatility (10.13%) compared to AAAA (3.42%). In terms of maximum drawdown, AAAA dropped -7.83% vs NTSE's -42.84%.

Which ETF is better, AAAA or NTSE?

On 1-year performance, NTSE leads with 39.75% vs 21.98% for AAAA. On fees, NTSE is cheaper at 0.38% per year. On volatility, AAAA has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AAAA or NTSE?

Over the 1-year period, NTSE has performed better with a 39.75% return vs 21.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AAAA or NTSE?

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

Which ETF pays a higher dividend yield, AAAA or NTSE?

NTSE has the higher dividend yield at 2.72%, compared with 1.29% for AAAA.

What is the main difference between AAAA and NTSE?

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

Which has better risk-adjusted returns?

AAAA currently has the higher Sharpe Ratio (1.88 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.