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AOA vs. NTSE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AOA vs. NTSE - Performance Comparison

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

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AOA vs. NTSE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AOA
iShares Core Aggressive Allocation ETF
-0.73%19.59%13.55%18.27%-16.23%6.67%
NTSE
WisdomTree Emerging Markets Efficient Core Fund
4.94%36.29%4.42%9.47%-26.31%-5.66%

Returns By Period

In the year-to-date period, AOA achieves a -0.73% return, which is significantly lower than NTSE's 4.94% return.


AOA

1D
-0.14%
1M
-2.63%
YTD
-0.73%
6M
1.53%
1Y
18.01%
3Y*
14.24%
5Y*
7.94%
10Y*
9.71%

NTSE

1D
-0.88%
1M
-4.59%
YTD
4.94%
6M
8.93%
1Y
36.10%
3Y*
15.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AOA vs. NTSE - Expense Ratio Comparison

AOA has a 0.25% expense ratio, which is lower than NTSE's 0.38% expense ratio.


Return for Risk

AOA vs. NTSE — Risk / Return Rank

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

AOA
AOA Risk / Return Rank: 6969
Overall Rank
AOA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 7171
Sortino Ratio Rank
AOA Omega Ratio Rank: 7171
Omega Ratio Rank
AOA Calmar Ratio Rank: 6565
Calmar Ratio Rank
AOA Martin Ratio Rank: 7171
Martin Ratio Rank

NTSE
NTSE Risk / Return Rank: 8282
Overall Rank
NTSE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NTSE Sortino Ratio Rank: 8585
Sortino Ratio Rank
NTSE Omega Ratio Rank: 8383
Omega Ratio Rank
NTSE Calmar Ratio Rank: 7878
Calmar Ratio Rank
NTSE Martin Ratio Rank: 7878
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.

AOA vs. NTSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Aggressive Allocation ETF (AOA) 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.


AOANTSEDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.78

-0.48

Sortino ratio

Return per unit of downside risk

1.90

2.41

-0.51

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratio

Return relative to maximum drawdown

1.93

2.54

-0.61

Martin ratio

Return relative to average drawdown

8.48

9.67

-1.19

AOA vs. NTSE - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 1.30, which is comparable to the NTSE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of AOA and NTSE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AOANTSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.78

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.14

+0.51

Correlation

The correlation between AOA and NTSE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AOA vs. NTSE - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.26%, less than NTSE's 3.16% yield.


TTM20252024202320222021202020192018201720162015
AOA
iShares Core Aggressive Allocation ETF
2.26%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%
NTSE
WisdomTree Emerging Markets Efficient Core Fund
3.16%3.35%3.23%2.44%3.22%2.10%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AOA vs. NTSE - Drawdown Comparison

The maximum AOA drawdown since its inception was -28.38%, smaller than the maximum NTSE drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for AOA and NTSE.


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Drawdown Indicators


AOANTSEDifference

Max Drawdown

Largest peak-to-trough decline

-28.38%

-42.84%

+14.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-14.20%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

Max Drawdown (10Y)

Largest decline over 10 years

-28.38%

Current Drawdown

Current decline from peak

-5.31%

-11.36%

+6.05%

Average Drawdown

Average peak-to-trough decline

-4.08%

-20.34%

+16.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

3.73%

-1.55%

Volatility

AOA vs. NTSE - Volatility Comparison

The current volatility for iShares Core Aggressive Allocation ETF (AOA) is 5.20%, while WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a volatility of 9.81%. This indicates that AOA 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.


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Volatility by Period


AOANTSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

9.81%

-4.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

15.32%

-6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

20.37%

-6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.91%

18.75%

-5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.51%

18.75%

-5.24%