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.
Performance
DEW vs. NTSX - Performance Comparison
Returns By Period
In the year-to-date period, DEW achieves a 15.15% return, which is significantly lower than NTSX's 21.38% return.
DEW
15.15%
-0.47%
8.66%
23.12%
7.27%
5.72%
NTSX
21.38%
0.72%
11.29%
29.32%
11.73%
N/A
Key characteristics
| DEW | NTSX | |
|---|---|---|
| Sharpe Ratio | 2.24 | 2.32 |
| Sortino Ratio | 3.06 | 3.18 |
| Omega Ratio | 1.40 | 1.41 |
| Calmar Ratio | 4.36 | 1.91 |
| Martin Ratio | 13.33 | 15.09 |
| Ulcer Index | 1.70% | 1.92% |
| Daily Std Dev | 10.14% | 12.46% |
| Max Drawdown | -65.55% | -31.34% |
| Current Drawdown | -1.54% | -1.62% |
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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.
Correlation
The correlation between DEW and NTSX is 0.71, 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.
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 3.95%, more than NTSX's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEW WisdomTree Global High Dividend Fund | 3.95% | 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 | 1.06% | 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
The current volatility for WisdomTree Global High Dividend Fund (DEW) is 2.44%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.91%. 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.