PortfoliosLab logoPortfoliosLab logo
DNL vs. NTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DNL vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DNL vs. NTSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
-0.36%17.03%-0.61%17.00%-22.38%16.14%18.22%36.23%-14.53%
NTSX
WisdomTree U.S. Efficient Core Fund
-4.22%18.82%20.20%22.70%-25.84%22.21%24.87%32.03%-8.72%

Returns By Period

In the year-to-date period, DNL achieves a -0.36% return, which is significantly higher than NTSX's -4.22% return.


DNL

1D
1.68%
1M
-4.72%
YTD
-0.36%
6M
0.67%
1Y
16.60%
3Y*
7.03%
5Y*
3.27%
10Y*
8.28%

NTSX

1D
0.38%
1M
-5.07%
YTD
-4.22%
6M
-2.82%
1Y
16.25%
3Y*
15.70%
5Y*
8.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DNL vs. NTSX - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.


Return for Risk

DNL vs. NTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DNL
DNL Risk / Return Rank: 4646
Overall Rank
DNL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DNL Sortino Ratio Rank: 4545
Sortino Ratio Rank
DNL Omega Ratio Rank: 4141
Omega Ratio Rank
DNL Calmar Ratio Rank: 5151
Calmar Ratio Rank
DNL Martin Ratio Rank: 5050
Martin Ratio Rank

NTSX
NTSX Risk / Return Rank: 5353
Overall Rank
NTSX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
NTSX Omega Ratio Rank: 5151
Omega Ratio Rank
NTSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
NTSX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DNL vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) 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.


DNLNTSXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.89

-0.04

Sortino ratio

Return per unit of downside risk

1.30

1.30

0.00

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

1.39

1.52

-0.13

Martin ratio

Return relative to average drawdown

4.98

6.52

-1.53

DNL vs. NTSX - Sharpe Ratio Comparison

The current DNL Sharpe Ratio is 0.85, which is comparable to the NTSX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DNL and NTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DNLNTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.89

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.48

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.62

-0.38

Correlation

The correlation between DNL and NTSX is 0.74, 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.


Dividends

DNL vs. NTSX - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 1.84%, more than NTSX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.84%2.06%2.30%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%
NTSX
WisdomTree U.S. Efficient Core Fund
1.22%1.14%1.14%1.21%1.36%0.82%0.92%1.42%0.62%0.00%0.00%0.00%

Drawdowns

DNL vs. NTSX - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.53%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DNL and NTSX.


Loading graphics...

Drawdown Indicators


DNLNTSXDifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-31.34%

-13.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-11.13%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-31.34%

-3.51%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

Current Drawdown

Current decline from peak

-7.70%

-6.04%

-1.66%

Average Drawdown

Average peak-to-trough decline

-10.24%

-6.92%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.60%

+0.86%

Volatility

DNL vs. NTSX - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 8.85% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 6.11%. This indicates that DNL'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.


Loading graphics...

Volatility by Period


DNLNTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

6.11%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

9.65%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

18.38%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

17.04%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

18.38%

+0.14%