DEW vs. NTSX
DEW (WisdomTree Global High Dividend Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DEW is a Large Cap Value Equities fund tracking the WisdomTree Global High Dividend Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. DEW is passively managed, while NTSX is actively managed. Over the past 5 years, DEW returned 11.57%/yr vs 8.85%/yr for NTSX. A 0.68 correlation means they provide meaningful diversification when combined. DEW charges 0.58%/yr vs 0.20%/yr for NTSX.
Performance
DEW vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, DEW achieves a 12.97% return, which is significantly higher than NTSX's 6.46% return.
DEW
- 1D
- 0.43%
- 1M
- -0.07%
- YTD
- 12.97%
- 6M
- 12.77%
- 1Y
- 25.61%
- 3Y*
- 19.27%
- 5Y*
- 11.57%
- 10Y*
- 9.72%
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
DEW vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DEW WisdomTree Global High Dividend Fund | 12.97% | 22.39% | 11.58% | 9.39% | -2.73% | 21.29% | -7.32% | 20.45% | -9.15% |
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 DEW and NTSX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.68 |
The correlation between DEW and NTSX shifts across timeframes, from 0.50 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DEW vs. NTSX — Risk / Return Rank
DEW
NTSX
DEW vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) 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.
| DEW | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.29 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 2.33 | +1.73 |
| Martin ratioReturn relative to average drawdown | 15.88 | 9.93 | +5.95 |
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Drawdowns
DEW vs. NTSX - Drawdown Comparison
The maximum DEW drawdown since its inception was -65.55%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DEW and NTSX.
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Drawdown Indicators
| DEW | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.55% | -31.34% | -34.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -9.16% | +2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -11.80% | -16.82% | +5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -31.34% | +12.48% |
Max Drawdown (10Y)Largest decline over 10 years | -38.77% | — | — |
Current DrawdownCurrent decline from peak | -1.12% | -3.02% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -12.41% | -6.76% | -5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.14% | -0.52% |
Volatility
DEW vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Global High Dividend Fund (DEW) is 2.77%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.26%. This indicates that DEW 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.
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Volatility by Period
| DEW | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 5.26% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 10.56% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.76% | 13.13% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 17.17% | -4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.42% | 18.29% | -2.87% |
DEW vs. NTSX - Expense Ratio Comparison
DEW has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
DEW vs. NTSX - Dividend Comparison
DEW's dividend yield for the trailing twelve months is around 3.18%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEW WisdomTree Global High Dividend Fund | 3.18% | 3.71% | 4.02% | 4.55% | 3.82% | 3.55% | 4.10% | 3.74% | 4.17% | 3.18% | 3.42% | 4.32% |
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
DEW and NTSX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (5.26%) compared to DEW (2.77%). In terms of maximum drawdown, DEW dropped -65.55% vs NTSX's -31.34%.
On 5-year performance, DEW leads with 11.57% vs 8.85% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, DEW has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DEW has performed better with a 11.57% 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 0.58% for DEW.
DEW has the higher dividend yield at 3.18%, compared with 1.10% for NTSX.
DEW is categorized as Large Cap Value Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.58% for DEW and 0.20% for NTSX.
DEW currently has the higher Sharpe Ratio (2.64 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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