ACIO vs. NTSX

Last updated Jun 24, 2026

ACIO (Aptus Collared Income Opportunity ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both Diversified Portfolio funds. Both are actively managed. Over the past 5 years, ACIO returned 9.65%/yr vs 8.85%/yr for NTSX. Their correlation of 0.87 suggests significant overlap in exposure. ACIO charges 0.79%/yr vs 0.20%/yr for NTSX.

Performance

ACIO vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Collared Income Opportunity ETF (ACIO) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACIO achieves a 5.06% return, which is significantly lower than NTSX's 6.46% return.

ACIO

• 1D: -0.93%
• 1M: -1.38%
• YTD: 5.06%
• 6M: 4.31%
• 1Y: 13.16%
• 3Y*: 14.88%
• 5Y*: 9.65%
• 10Y*: —

NTSX

• 1D: -0.89%
• 1M: -0.87%
• YTD: 6.46%
• 6M: 5.53%
• 1Y: 21.24%
• 3Y*: 18.24%
• 5Y*: 8.85%
• 10Y*: —

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

ACIO vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ACIO Aptus Collared Income Opportunity ETF	5.06%	9.03%	21.92%	15.90%	-10.31%	18.03%	9.85%	3.30%
NTSX WisdomTree U.S. Efficient Core Fund	6.46%	18.82%	20.20%	22.70%	-25.84%	22.21%	24.87%	8.82%

Correlation

The correlation between ACIO and NTSX is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jul 10, 2019	0.87

The correlation between ACIO and NTSX has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

Return for Risk

ACIO vs. NTSX — Risk / Return Rank

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

ACIO

ACIO Risk / Return Rank: 43
ACIO Sharpe Ratio Rank: 45
ACIO Sortino Ratio Rank: 43
ACIO Omega Ratio Rank: 44
ACIO Calmar Ratio Rank: 38
ACIO Martin Ratio Rank: 45

NTSX

NTSX Risk / Return Rank: 50
NTSX Sharpe Ratio Rank: 49
NTSX Sortino Ratio Rank: 46
NTSX Omega Ratio Rank: 47
NTSX Calmar Ratio Rank: 49
NTSX Martin Ratio Rank: 58

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.

ACIO vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Collared Income Opportunity ETF (ACIO) 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.

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.

	ACIO	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.50	1.63	-0.12
Sortino ratio: Return per unit of downside risk	2.10	2.23	-0.13
Omega ratio: Gain probability vs. loss probability	1.27	1.29	-0.02
Calmar ratio: Return relative to maximum drawdown	1.83	2.33	-0.50
Martin ratio: Return relative to average drawdown	7.11	9.93	-2.82

ACIO vs. NTSX - Sharpe Ratio Comparison

The current ACIO Sharpe Ratio is 1.50, which is comparable to the NTSX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of ACIO 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.

Drawdowns

ACIO vs. NTSX - Drawdown Comparison

The maximum ACIO drawdown since its inception was -14.19%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for ACIO and NTSX.

Drawdown Indicators

	ACIO	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-14.19%	-31.34%	+17.15%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-9.16%	+1.94%
Max Drawdown (3Y) Largest decline over 3 years	-12.12%	-16.82%	+4.70%
Max Drawdown (5Y) Largest decline over 5 years	-14.00%	-31.34%	+17.34%
Current Drawdown Current decline from peak	-2.63%	-3.02%	+0.39%
Average Drawdown Average peak-to-trough decline	-3.17%	-6.76%	+3.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	2.14%	-0.28%

Volatility

ACIO vs. NTSX - Volatility Comparison

The current volatility for Aptus Collared Income Opportunity ETF (ACIO) is 3.57%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.26%. This indicates that ACIO experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACIO	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	5.26%	-1.69%
Volatility (6M) Calculated over the trailing 6-month period	6.83%	10.56%	-3.73%
Volatility (1Y) Calculated over the trailing 1-year period	8.82%	13.13%	-4.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.13%	17.17%	-6.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.67%	18.29%	-6.62%

ACIO vs. NTSX - Expense Ratio Comparison

ACIO has a 0.79% expense ratio, which is higher than NTSX's 0.20% expense ratio.

Dividends

ACIO vs. NTSX - Dividend Comparison

ACIO's dividend yield for the trailing twelve months is around 0.39%, less than NTSX's 1.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ACIO Aptus Collared Income Opportunity ETF	0.39%	0.37%	0.44%	0.72%	1.51%	0.61%	1.02%	1.32%	0.00%
NTSX WisdomTree U.S. Efficient Core Fund	1.10%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%

Frequently Asked Questions

Can I hold both ACIO and NTSX in my portfolio?

With a correlation of 0.90, ACIO and NTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ACIO or NTSX?

NTSX has higher volatility (5.26%) compared to ACIO (3.57%). In terms of maximum drawdown, ACIO dropped -14.19% vs NTSX's -31.34%.

Which ETF is better, ACIO or NTSX?

On 5-year performance, ACIO leads with 9.65% vs 8.85% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, ACIO has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACIO or NTSX?

Over the 5-year period, ACIO has performed better with a 9.65% return vs 8.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACIO or NTSX?

NTSX is cheaper with a 0.20% expense ratio, compared with 0.79% for ACIO.

Which ETF pays a higher dividend yield, ACIO or NTSX?

NTSX has the higher dividend yield at 1.10%, compared with 0.39% for ACIO.

What is the main difference between ACIO and NTSX?

They also come from different issuers: Aptus Capital Advisors and WisdomTree. Their fees differ too: 0.79% for ACIO and 0.20% for NTSX.

Which has better risk-adjusted returns?

NTSX currently has the higher Sharpe Ratio (1.63 vs 1.50), 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.