DNL vs. NTSX
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and WisdomTree U.S. Efficient Core Fund (NTSX).
DNL and NTSX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DNL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global ex-U.S. Quality Dividend Growth Index. It was launched on Jun 16, 2006. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Performance
DNL vs. NTSX - Performance Comparison
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DNL vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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*
- —
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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
DNL
NTSX
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.
| DNL | NTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.89 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.30 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.52 | -0.13 |
Martin ratioReturn relative to average drawdown | 4.98 | 6.52 | -1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DNL | NTSX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| DNL | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.70% | -6.04% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -6.92% | -3.32% |
Ulcer IndexDepth 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.
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Volatility by Period
| DNL | NTSX | Difference | |
|---|---|---|---|
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% |