DEW vs. NTSX
Compare and contrast key facts about WisdomTree Global High Dividend Fund (DEW) and WisdomTree U.S. Efficient Core Fund (NTSX).
DEW and NTSX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global High Dividend Index. It was launched on Jun 16, 2006. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEW or NTSX.
Key characteristics
| DEW | NTSX | |
|---|---|---|
| YTD Return | 3.03% | 3.62% |
| 1Y Return | 11.09% | 17.84% |
| 3Y Return (Ann) | 5.68% | 2.20% |
| 5Y Return (Ann) | 5.74% | 10.18% |
| Sharpe Ratio | 0.83 | 1.33 |
| Daily Std Dev | 11.61% | 12.56% |
| Max Drawdown | -65.55% | -31.34% |
| Current Drawdown | -1.77% | -6.34% |
Correlation
The correlation between DEW and NTSX is 0.73, 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.
Performance
DEW vs. NTSX - Performance Comparison
In the year-to-date period, DEW achieves a 3.03% return, which is significantly lower than NTSX's 3.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DEW vs. NTSX - Expense Ratio Comparison
DEW has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Risk-Adjusted Performance
DEW vs. NTSX - Risk-Adjusted Performance 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.
Dividends
DEW vs. NTSX - Dividend Comparison
DEW's dividend yield for the trailing twelve months is around 4.33%, more than NTSX's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEW WisdomTree Global High Dividend Fund | 4.33% | 4.55% | 3.82% | 3.55% | 4.10% | 3.74% | 4.17% | 3.18% | 3.42% | 4.32% | 5.00% | 3.65% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.18% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
DEW vs. NTSX - Volatility Comparison
WisdomTree Global High Dividend Fund (DEW) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 3.60% and 3.50%, 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.