AIVI vs. NTSX

Last updated Jun 5, 2026

AIVI (WisdomTree International Al Enhanced Value Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - AIVI is a Foreign Large Cap Equities fund actively managed by WisdomTree, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. Both are actively managed. Over the past 5 years, AIVI returned 10.06%/yr vs 9.87%/yr for NTSX. A 0.65 correlation means they provide meaningful diversification when combined. AIVI charges 0.58%/yr vs 0.20%/yr for NTSX.

Performance

AIVI vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Al Enhanced Value Fund (AIVI) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AIVI having a 9.99% return and NTSX slightly lower at 9.50%.

AIVI

• 1D: 0.52%
• 1M: 1.80%
• YTD: 9.99%
• 6M: 13.68%
• 1Y: 23.85%
• 3Y*: 18.62%
• 5Y*: 10.06%
• 10Y*: 8.60%

NTSX

• 1D: 0.81%
• 1M: 4.30%
• YTD: 9.50%
• 6M: 8.89%
• 1Y: 25.65%
• 3Y*: 19.75%
• 5Y*: 9.87%
• 10Y*: —

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

AIVI vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AIVI WisdomTree International Al Enhanced Value Fund	9.99%	38.68%	2.07%	18.11%	-9.78%	9.33%	-1.28%	17.55%	-9.83%
NTSX WisdomTree U.S. Efficient Core Fund	9.50%	18.82%	20.20%	22.70%	-25.84%	22.21%	24.87%	32.03%	-8.72%

Correlation

The correlation between AIVI and NTSX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018	0.65

The correlation between AIVI and NTSX has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

AIVI vs. NTSX - Sectors Allocation Comparison

Sectors	AIVI	NTSX
Financial Services	39.3%	12.3%
Industrials	16.1%	7.7%
Consumer Defensive	7.2%	5.5%
Basic Materials	6.7%	1.4%
Energy	5.6%	3.5%
Utilities	5.4%	2.1%
Consumer Cyclical	5.2%	10.1%
Healthcare	5.2%	8.4%
Technology	3.3%	35.1%
Real Estate	3.1%	1.5%
Communication Services	2.9%	12.5%

Return for Risk

AIVI vs. NTSX — Risk / Return Rank

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

AIVI

AIVI Risk / Return Rank: 50
AIVI Sharpe Ratio Rank: 54
AIVI Sortino Ratio Rank: 53
AIVI Omega Ratio Rank: 53
AIVI Calmar Ratio Rank: 45
AIVI Martin Ratio Rank: 47

NTSX

NTSX Risk / Return Rank: 63
NTSX Sharpe Ratio Rank: 64
NTSX Sortino Ratio Rank: 62
NTSX Omega Ratio Rank: 63
NTSX Calmar Ratio Rank: 58
NTSX Martin Ratio Rank: 68

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.

AIVI vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Al Enhanced Value Fund (AIVI) 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.

	AIVI	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.09	-0.28
Sortino ratio: Return per unit of downside risk	2.51	2.84	-0.33
Omega ratio: Gain probability vs. loss probability	1.32	1.38	-0.05
Calmar ratio: Return relative to maximum drawdown	2.19	2.81	-0.62
Martin ratio: Return relative to average drawdown	7.71	12.44	-4.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIVI vs. NTSX - Sharpe Ratio Comparison

The current AIVI Sharpe Ratio is 1.81, which is comparable to the NTSX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of AIVI 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.

Sharpe Ratios by Period

	AIVI	NTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	2.09	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.58	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.72	-0.48

Drawdowns

AIVI vs. NTSX - Drawdown Comparison

The maximum AIVI drawdown since its inception was -65.98%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for AIVI and NTSX.

Drawdown Indicators

	AIVI	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-65.98%	-31.34%	-34.64%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-9.16%	-1.76%
Max Drawdown (3Y) Largest decline over 3 years	-11.71%	-16.82%	+5.11%
Max Drawdown (5Y) Largest decline over 5 years	-28.05%	-31.34%	+3.29%
Max Drawdown (10Y) Largest decline over 10 years	-35.42%	—	—
Current Drawdown Current decline from peak	-2.18%	-0.25%	-1.93%
Average Drawdown Average peak-to-trough decline	-15.53%	-6.79%	-8.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	2.07%	+1.03%

Volatility

AIVI vs. NTSX - Volatility Comparison

WisdomTree International Al Enhanced Value Fund (AIVI) has a higher volatility of 4.04% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.38%. This indicates that AIVI'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.

Volatility by Period

	AIVI	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	3.38%	+0.66%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	9.61%	+1.21%
Volatility (1Y) Calculated over the trailing 1-year period	13.25%	12.32%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.13%	17.04%	-1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.47%	18.27%	-1.80%

AIVI vs. NTSX - Expense Ratio Comparison

AIVI has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.

Dividends

AIVI vs. NTSX - Dividend Comparison

AIVI's dividend yield for the trailing twelve months is around 4.19%, more than NTSX's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIVI WisdomTree International Al Enhanced Value Fund	4.19%	4.70%	4.94%	5.05%	4.32%	5.53%	3.50%	4.31%	4.21%	3.65%	3.98%	4.23%
NTSX WisdomTree U.S. Efficient Core Fund	1.07%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AIVI and NTSX in my portfolio?

AIVI and NTSX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIVI or NTSX?

AIVI has higher volatility (4.04%) compared to NTSX (3.38%). In terms of maximum drawdown, AIVI dropped -65.98% vs NTSX's -31.34%.

Which ETF is better, AIVI or NTSX?

On 5-year performance, AIVI leads with 10.06% vs 9.87% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIVI or NTSX?

Over the 5-year period, AIVI has performed better with a 10.06% return vs 9.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIVI or NTSX?

NTSX is cheaper with a 0.20% expense ratio, compared with 0.58% for AIVI.

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

AIVI has the higher dividend yield at 4.19%, compared with 1.07% for NTSX.

What is the main difference between AIVI and NTSX?

AIVI is categorized as Foreign Large Cap Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.58% for AIVI and 0.20% for NTSX.

Which has better risk-adjusted returns?

NTSX currently has the higher Sharpe Ratio (2.09 vs 1.81), 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.