DEM vs. NTSX
DEM (WisdomTree Emerging Markets Equity Income Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DEM is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets Equity income Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. DEM is passively managed, while NTSX is actively managed. Over the past 5 years, DEM returned 9.65%/yr vs 8.85%/yr for NTSX. A 0.58 correlation means they provide meaningful diversification when combined. DEM charges 0.63%/yr vs 0.20%/yr for NTSX.
Performance
DEM vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, DEM achieves a 18.12% return, which is significantly higher than NTSX's 6.46% return.
DEM
- 1D
- -1.93%
- 1M
- 1.59%
- YTD
- 18.12%
- 6M
- 18.38%
- 1Y
- 28.27%
- 3Y*
- 18.30%
- 5Y*
- 9.65%
- 10Y*
- 10.52%
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
DEM vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DEM WisdomTree Emerging Markets Equity Income Fund | 18.12% | 21.29% | 4.46% | 20.93% | -10.43% | 11.49% | -5.84% | 19.84% | -7.83% |
NTSX WisdomTree U.S. Efficient Core Fund | 6.46% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between DEM and NTSX is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.58 |
The correlation between DEM and NTSX shifts across timeframes, from 0.55 (5 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DEM vs. NTSX — Risk / Return Rank
DEM
NTSX
DEM vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) 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.
| DEM | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 2.33 | +1.27 |
| Martin ratioReturn relative to average drawdown | 12.31 | 9.93 | +2.38 |
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Drawdowns
DEM vs. NTSX - Drawdown Comparison
The maximum DEM drawdown since its inception was -51.85%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DEM and NTSX.
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Drawdown Indicators
| DEM | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.85% | -31.34% | -20.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -9.16% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -15.64% | -16.82% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -27.18% | -31.34% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -37.79% | — | — |
Current DrawdownCurrent decline from peak | -2.71% | -3.02% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -12.87% | -6.76% | -6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.14% | +0.16% |
Volatility
DEM vs. NTSX - Volatility Comparison
WisdomTree Emerging Markets Equity Income Fund (DEM) has a higher volatility of 6.28% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 5.26%. This indicates that DEM'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.
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Volatility by Period
| DEM | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.26% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 10.56% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.33% | 13.13% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 17.17% | -1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 18.29% | -0.42% |
DEM vs. NTSX - Expense Ratio Comparison
DEM has a 0.63% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
DEM vs. NTSX - Dividend Comparison
DEM's dividend yield for the trailing twelve months is around 3.82%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEM WisdomTree Emerging Markets Equity Income Fund | 3.82% | 4.88% | 5.24% | 5.49% | 8.62% | 5.87% | 4.21% | 4.78% | 4.47% | 3.67% | 3.63% | 5.21% |
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% | 0.00% |
Frequently Asked Questions
DEM 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.
DEM has higher volatility (6.28%) compared to NTSX (5.26%). In terms of maximum drawdown, DEM dropped -51.85% vs NTSX's -31.34%.
On 5-year performance, DEM leads with 9.65% vs 8.85% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 5.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DEM 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.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.63% for DEM.
DEM has the higher dividend yield at 3.82%, compared with 1.10% for NTSX.
DEM is categorized as Emerging Markets Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.63% for DEM and 0.20% for NTSX.
DEM currently has the higher Sharpe Ratio (1.98 vs 1.63), 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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