AVDE vs. NTSI
AVDE (Avantis International Equity ETF) and NTSI (WisdomTree International Efficient Core Fund) are both exchange-traded funds - AVDE is a Foreign Large Cap Equities fund actively managed by Avantis, while NTSI is a Global Allocation fund actively managed by WisdomTree. Both are actively managed. Over the past 5 years, AVDE returned 10.69%/yr vs 6.05%/yr for NTSI. Their correlation of 0.94 means they have usually moved in the same direction. AVDE charges 0.23%/yr vs 0.26%/yr for NTSI.
Performance
AVDE vs. NTSI - Performance Comparison
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Returns By Period
In the year-to-date period, AVDE achieves a 12.39% return, which is significantly higher than NTSI's 9.43% return.
AVDE
- 1D
- -0.46%
- 1M
- 1.43%
- 6M
- 6.48%
- YTD
- 12.39%
- 1Y
- 27.78%
- 3Y*
- 19.17%
- 5Y*
- 10.69%
- 10Y*
- —
- ALL TIME*
- 12.10%
NTSI
- 1D
- -0.89%
- 1M
- 1.12%
- 6M
- 5.37%
- YTD
- 9.43%
- 1Y
- 22.08%
- 3Y*
- 14.45%
- 5Y*
- 6.05%
- 10Y*
- —
- ALL TIME*
- 6.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $87.20M | $88.83M | $96.47M | |
| $609.63K | $573.09K | $1.10M |
AVDE vs. NTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 12.39% | 38.05% | 4.88% | 17.18% | -13.68% | 2.78% |
NTSI WisdomTree International Efficient Core Fund | 9.43% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
Correlation
The correlation between AVDE and NTSI is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.94 |
The correlation between AVDE and NTSI has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
AVDE vs. NTSI — Risk / Return Rank
AVDE
NTSI
AVDE vs. NTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and WisdomTree International Efficient Core Fund (NTSI). 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.
| AVDE | NTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.86 | +0.55 |
| Martin ratioReturn relative to average drawdown | 9.46 | 6.68 | +2.78 |
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Drawdowns
AVDE vs. NTSI - Drawdown Comparison
The maximum AVDE drawdown since its inception was -36.99%, which is greater than NTSI's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for AVDE and NTSI.
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Drawdown Indicators
| AVDE | NTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.99% | -34.01% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -12.33% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -13.46% | -13.22% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -28.73% | -34.01% | +5.28% |
Current DrawdownCurrent decline from peak | -0.46% | -0.89% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -8.96% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.43% | -0.50% |
Volatility
AVDE vs. NTSI - Volatility Comparison
Avantis International Equity ETF (AVDE) and WisdomTree International Efficient Core Fund (NTSI) have volatilities of 4.48% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVDE | NTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 4.60% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.30% | 13.55% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 15.57% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 15.86% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 15.66% | +3.19% |
AVDE vs. NTSI - Expense Ratio Comparison
AVDE has a 0.23% expense ratio, which is lower than NTSI's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AVDE vs. NTSI - Dividend Comparison
AVDE's dividend yield for the trailing twelve months is around 2.42%, less than NTSI's 3.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 2.42% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% |
NTSI WisdomTree International Efficient Core Fund | 3.48% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, AVDE and NTSI 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.
NTSI has higher volatility (4.60%) compared to AVDE (4.48%). In terms of maximum drawdown, AVDE dropped -36.99% vs NTSI's -34.01%.
On 5-year performance, AVDE leads with 10.69% vs 6.05% for NTSI. On fees, AVDE is cheaper at 0.23% per year. On volatility, AVDE has been the lower-risk option at 4.48%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AVDE has performed better with a 10.69% return vs 6.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AVDE is cheaper with a 0.23% expense ratio, compared with 0.26% for NTSI.
NTSI has the higher dividend yield at 3.48%, compared with 2.42% for AVDE.
AVDE is categorized as Foreign Large Cap Equities, while NTSI is Global Allocation. They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.23% for AVDE and 0.26% for NTSI.
AVDE currently has the higher Sharpe Ratio (1.82 vs 1.48), 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.
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