DOL vs. NTSX

Last updated Jun 4, 2026

DOL (WisdomTree International LargeCap Dividend Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DOL is a Foreign Large Cap Equities fund tracking the WisdomTree International LargeCap Dividend Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. DOL is passively managed, while NTSX is actively managed. Over the past 5 years, DOL returned 12.14%/yr vs 9.69%/yr for NTSX. A 0.68 correlation means they provide meaningful diversification when combined. DOL charges 0.48%/yr vs 0.20%/yr for NTSX.

Performance

DOL vs. NTSX - Performance Comparison

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

Returns By Period

In the year-to-date period, DOL achieves a 14.27% return, which is significantly higher than NTSX's 8.62% return.

DOL

• 1D: -0.42%
• 1M: 5.12%
• YTD: 14.27%
• 6M: 18.14%
• 1Y: 29.70%
• 3Y*: 20.90%
• 5Y*: 12.14%
• 10Y*: 9.61%

NTSX

• 1D: -1.05%
• 1M: 4.37%
• YTD: 8.62%
• 6M: 7.83%
• 1Y: 25.27%
• 3Y*: 19.38%
• 5Y*: 9.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DOL vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DOL WisdomTree International LargeCap Dividend Fund	14.27%	37.35%	4.08%	16.77%	-6.72%	11.54%	-3.22%	19.47%	-11.35%
NTSX WisdomTree U.S. Efficient Core Fund	8.62%	18.82%	20.20%	22.70%	-25.84%	22.21%	24.87%	32.03%	-8.72%

Correlation

The correlation between DOL and NTSX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018	0.68

The correlation between DOL and NTSX has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.

DOL vs. NTSX - Sectors Allocation Comparison

Sectors	DOL	NTSX
Financial Services	24.3%	12.3%
Industrials	15.9%	7.7%
Technology	14.1%	35.1%
Healthcare	8.3%	8.4%
Consumer Cyclical	7.6%	10.1%
Consumer Defensive	7.6%	5.5%
Utilities	6.0%	2.1%
Communication Services	5.4%	12.5%
Basic Materials	5.1%	1.4%
Energy	4.7%	3.5%
Real Estate	1.2%	1.5%

Return for Risk

DOL vs. NTSX — Risk / Return Rank

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

DOL

DOL Risk / Return Rank: 57
DOL Sharpe Ratio Rank: 58
DOL Sortino Ratio Rank: 57
DOL Omega Ratio Rank: 59
DOL Calmar Ratio Rank: 53
DOL Martin Ratio Rank: 57

NTSX

NTSX Risk / Return Rank: 60
NTSX Sharpe Ratio Rank: 60
NTSX Sortino Ratio Rank: 58
NTSX Omega Ratio Rank: 59
NTSX Calmar Ratio Rank: 55
NTSX Martin Ratio Rank: 66

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.

DOL vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) 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.

	DOL	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.99	2.06	-0.07
Sortino ratio: Return per unit of downside risk	2.74	2.81	-0.07
Omega ratio: Gain probability vs. loss probability	1.36	1.37	-0.01
Calmar ratio: Return relative to maximum drawdown	2.63	2.77	-0.14
Martin ratio: Return relative to average drawdown	9.90	12.25	-2.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOL vs. NTSX - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.99, which is comparable to the NTSX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of DOL and NTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DOL	NTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.99	2.06	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.57	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.71	-0.43

Drawdowns

DOL vs. NTSX - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DOL and NTSX.

Drawdown Indicators

	DOL	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-60.79%	-31.34%	-29.45%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-9.16%	-2.17%
Max Drawdown (3Y) Largest decline over 3 years	-12.44%	-16.82%	+4.38%
Max Drawdown (5Y) Largest decline over 5 years	-24.57%	-31.34%	+6.77%
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	—	—
Current Drawdown Current decline from peak	-0.42%	-1.05%	+0.63%
Average Drawdown Average peak-to-trough decline	-13.63%	-6.79%	-6.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.07%	+0.94%

Volatility

DOL vs. NTSX - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 5.28% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.39%. This indicates that DOL'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.

Volatility by Period

	DOL	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.28%	3.39%	+1.89%
Volatility (6M) Calculated over the trailing 6-month period	12.75%	9.58%	+3.17%
Volatility (1Y) Calculated over the trailing 1-year period	15.00%	12.31%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.38%	17.04%	-1.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.70%	18.27%	-1.57%

DOL vs. NTSX - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is higher than NTSX's 0.20% expense ratio.

Dividends

DOL vs. NTSX - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.45%, more than NTSX's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOL WisdomTree International LargeCap Dividend Fund	2.45%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%
NTSX WisdomTree U.S. Efficient Core Fund	1.08%	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

Can I hold both DOL and NTSX in my portfolio?

DOL and NTSX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOL or NTSX?

DOL has higher volatility (5.28%) compared to NTSX (3.39%). In terms of maximum drawdown, DOL dropped -60.79% vs NTSX's -31.34%.

Which ETF is better, DOL or NTSX?

On 5-year performance, DOL leads with 12.14% vs 9.69% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DOL or NTSX?

Over the 5-year period, DOL has performed better with a 12.14% return vs 9.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DOL or NTSX?

NTSX is cheaper with a 0.20% expense ratio, compared with 0.48% for DOL.

Which ETF pays a higher dividend yield, DOL or NTSX?

DOL has the higher dividend yield at 2.45%, compared with 1.08% for NTSX.

What is the main difference between DOL and NTSX?

DOL is categorized as Foreign Large Cap Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.48% for DOL and 0.20% for NTSX.

Which has better risk-adjusted returns?

NTSX currently has the higher Sharpe Ratio (2.06 vs 1.99), 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.