DOL vs. NTSX
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 12.84%/yr vs 8.15%/yr for NTSX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. DOL charges 0.48%/yr vs 0.20%/yr for NTSX.
Performance
DOL vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, DOL achieves a 16.45% return, which is significantly higher than NTSX's 7.28% return.
DOL
- 1D
- -0.14%
- 1M
- 1.53%
- 6M
- 9.92%
- YTD
- 16.45%
- 1Y
- 31.66%
- 3Y*
- 20.19%
- 5Y*
- 12.84%
- 10Y*
- 9.88%
- ALL TIME*
- 5.86%
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) |
|---|---|---|---|
| $706.22K | $768.00K | $1.02M | |
| $1.95M | $1.79M | $2.60M |
DOL vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DOL WisdomTree International LargeCap Dividend Fund | 16.45% | 37.35% | 4.08% | 16.77% | -6.72% | 11.54% | -3.22% | 19.47% | -12.04% |
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 DOL and NTSX is 0.72, 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. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.68 |
The correlation between DOL and NTSX shifts across timeframes, from 0.61 (3 years) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DOL vs. NTSX — Risk / Return Rank
DOL
NTSX
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.
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.
| DOL | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.79 | +0.99 |
| Martin ratioReturn relative to average drawdown | 10.46 | 7.28 | +3.18 |
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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.
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Drawdown Indicators
| DOL | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.14% | -2.27% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -13.54% | -6.70% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.26% | +0.75% |
Volatility
DOL vs. NTSX - Volatility Comparison
WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 4.39% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.82%. 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.
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Volatility by Period
| DOL | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.82% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 10.74% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 13.29% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 17.20% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 18.22% | -1.83% |
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 1.10% 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 | 1.10% | 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
DOL and NTSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOL has higher volatility (4.39%) compared to NTSX (3.82%). In terms of maximum drawdown, DOL dropped -60.79% vs NTSX's -31.34%.
On 5-year performance, DOL leads with 12.84% 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, DOL has performed better with a 12.84% 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 0.48% for DOL.
DOL has the higher dividend yield at 2.45%, compared with 1.10% for 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.
DOL currently has the higher Sharpe Ratio (1.99 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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