DGRE vs. NTSX
DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DGRE is a Quality Factor fund actively managed by WisdomTree, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. Both are actively managed. Over the past 5 years, DGRE returned 8.52%/yr vs 8.15%/yr for NTSX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. DGRE charges 0.32%/yr vs 0.20%/yr for NTSX.
Performance
DGRE vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, DGRE achieves a 22.89% return, which is significantly higher than NTSX's 7.28% return.
DGRE
- 1D
- 0.57%
- 1M
- -3.14%
- 6M
- 14.70%
- YTD
- 22.89%
- 1Y
- 42.31%
- 3Y*
- 19.58%
- 5Y*
- 8.52%
- 10Y*
- 8.22%
- ALL TIME*
- 5.82%
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) |
|---|---|---|---|
| $225.72K | $519.73K | $485.46K | |
| $1.95M | $1.79M | $2.60M |
DGRE vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 22.89% | 27.47% | 3.63% | 18.46% | -21.86% | 2.55% | 10.85% | 21.12% | -11.32% |
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 DGRE and NTSX is 0.71, 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. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.60 |
The correlation between DGRE and NTSX shifts across timeframes, from 0.59 (5 years) to 0.71 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DGRE vs. NTSX — Risk / Return Rank
DGRE
NTSX
DGRE vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) 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.
| DGRE | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 1.79 | +1.28 |
| Martin ratioReturn relative to average drawdown | 9.68 | 7.28 | +2.40 |
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Drawdowns
DGRE vs. NTSX - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DGRE and NTSX.
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Drawdown Indicators
| DGRE | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.95% | -31.34% | -5.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -9.16% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | -16.82% | -3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -33.43% | -31.34% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.95% | — | — |
Current DrawdownCurrent decline from peak | -9.16% | -2.27% | -6.89% |
Average DrawdownAverage peak-to-trough decline | -11.93% | -6.70% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 2.26% | +2.07% |
Volatility
DGRE vs. NTSX - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.92% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.82%. This indicates that DGRE'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
| DGRE | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 3.82% | +5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 22.64% | 10.74% | +11.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 13.29% | +10.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 17.20% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 18.22% | +1.76% |
DGRE vs. NTSX - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
DGRE vs. NTSX - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 1.35%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 1.35% | 1.65% | 1.90% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 3.12% | 3.18% | 3.01% |
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
DGRE and NTSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRE has higher volatility (8.92%) compared to NTSX (3.82%). In terms of maximum drawdown, DGRE dropped -36.95% vs NTSX's -31.34%.
On 5-year performance, DGRE leads with 8.52% vs 8.15% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DGRE has performed better with a 8.52% 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 0.32% for DGRE.
DGRE has the higher dividend yield at 1.35%, compared with 1.10% for NTSX.
DGRE is categorized as Quality Factor, while NTSX is Diversified Portfolio. Their fees differ too: 0.32% for DGRE and 0.20% for NTSX.
DGRE currently has the higher Sharpe Ratio (1.73 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.
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