DDWM vs. NTSX
DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DDWM is a Foreign Large Cap Equities fund tracking the WisdomTree Dynamic Currency Hedged International Equity Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. DDWM is passively managed, while NTSX is actively managed. Over the past 5 years, DDWM returned 13.00%/yr vs 8.15%/yr for NTSX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. DDWM charges 0.40%/yr vs 0.20%/yr for NTSX.
Performance
DDWM vs. NTSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DDWM achieves a 9.49% return, which is significantly higher than NTSX's 7.28% return.
DDWM
- 1D
- -0.41%
- 1M
- 0.71%
- 6M
- 5.28%
- YTD
- 9.49%
- 1Y
- 21.99%
- 3Y*
- 17.74%
- 5Y*
- 13.00%
- 10Y*
- 10.64%
- ALL TIME*
- 10.83%
NTSX
- 1D
- 0.71%
- 1M
- -0.51%
- 6M
- 6.45%
- YTD
- 7.28%
- 1Y
- 17.51%
- 3Y*
- 16.97%
- 5Y*
- 8.15%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.12M | $4.14M | $4.85M | |
| $1.95M | $1.79M | $2.60M |
DDWM vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 9.49% | 30.07% | 10.70% | 15.25% | -0.77% | 14.84% | -4.56% | 21.43% | -11.59% |
NTSX WisdomTree U.S. Efficient Core Fund | 7.28% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between DDWM and NTSX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.68 |
The correlation between DDWM and NTSX has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DDWM vs. NTSX — Risk / Return Rank
DDWM
NTSX
DDWM vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) 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.
| DDWM | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.79 | +0.24 |
| Martin ratioReturn relative to average drawdown | 7.35 | 7.28 | +0.07 |
Loading charts...
Drawdowns
DDWM vs. NTSX - Drawdown Comparison
The maximum DDWM drawdown since its inception was -35.00%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DDWM and NTSX.
Loading charts...
Drawdown Indicators
| DDWM | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.00% | -31.34% | -3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -9.16% | -1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -12.34% | -16.82% | +4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -14.79% | -31.34% | +16.55% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -0.41% | -2.27% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -6.70% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.26% | +0.67% |
Volatility
DDWM vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) is 3.29%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.82%. This indicates that DDWM 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.
Loading charts...
Volatility by Period
| DDWM | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.82% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 10.74% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 13.29% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 17.20% | -3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 18.22% | -3.15% |
DDWM vs. NTSX - Expense Ratio Comparison
DDWM has a 0.40% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
DDWM vs. NTSX - Dividend Comparison
DDWM's dividend yield for the trailing twelve months is around 2.52%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 2.52% | 2.47% | 3.57% | 4.46% | 4.28% | 3.73% | 3.52% | 3.63% | 4.40% | 2.65% | 4.00% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
DDWM and NTSX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (3.82%) compared to DDWM (3.29%). In terms of maximum drawdown, DDWM dropped -35.00% vs NTSX's -31.34%.
On 5-year performance, DDWM leads with 13.00% vs 8.15% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, DDWM has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DDWM has performed better with a 13.00% return vs 8.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.40% for DDWM.
DDWM has the higher dividend yield at 2.52%, compared with 1.10% for NTSX.
DDWM is categorized as Foreign Large Cap Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.40% for DDWM and 0.20% for NTSX.
DDWM currently has the higher Sharpe Ratio (1.68 vs 1.24), 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.
Find the right allocation for DDWM and NTSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer