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

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.

Loading graphics...

DOL vs. NTSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DOL
WisdomTree International LargeCap Dividend Fund
3.56%37.35%4.08%16.77%-6.72%11.54%-3.22%19.47%-11.35%
NTSX
WisdomTree U.S. Efficient Core Fund
-4.59%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, DOL achieves a 3.56% return, which is significantly higher than NTSX's -4.59% return.


DOL

1D
2.97%
1M
-7.99%
YTD
3.56%
6M
10.17%
1Y
27.17%
3Y*
17.28%
5Y*
11.42%
10Y*
8.95%

NTSX

1D
2.78%
1M
-5.47%
YTD
-4.59%
6M
-2.72%
1Y
16.50%
3Y*
15.56%
5Y*
7.99%
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.


DOL vs. NTSX - Expense Ratio Comparison

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


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: 8383
Overall Rank
DOL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DOL Sortino Ratio Rank: 8383
Sortino Ratio Rank
DOL Omega Ratio Rank: 8484
Omega Ratio Rank
DOL Calmar Ratio Rank: 8282
Calmar Ratio Rank
DOL Martin Ratio Rank: 8282
Martin Ratio Rank

NTSX
NTSX Risk / Return Rank: 6060
Overall Rank
NTSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 5353
Sortino Ratio Rank
NTSX Omega Ratio Rank: 5959
Omega Ratio Rank
NTSX Calmar Ratio Rank: 6565
Calmar Ratio Rank
NTSX Martin Ratio Rank: 7070
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.

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.


DOLNTSXDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.90

+0.73

Sortino ratio

Return per unit of downside risk

2.19

1.32

+0.87

Omega ratio

Gain probability vs. loss probability

1.33

1.20

+0.12

Calmar ratio

Return relative to maximum drawdown

2.33

1.54

+0.80

Martin ratio

Return relative to average drawdown

8.91

6.64

+2.27

DOL vs. NTSX - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.64, which is higher than the NTSX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DOL 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


DOLNTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.90

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.47

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.62

-0.37

Correlation

The correlation between DOL and NTSX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DOL vs. NTSX - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.70%, more than NTSX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
DOL
WisdomTree International LargeCap Dividend Fund
2.70%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
1.22%1.14%1.14%1.21%1.36%0.82%0.92%1.42%0.62%0.00%0.00%0.00%

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.


Loading graphics...

Drawdown Indicators


DOLNTSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.79%

-31.34%

-29.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-11.13%

-0.20%

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

-8.34%

-6.40%

-1.94%

Average Drawdown

Average peak-to-trough decline

-13.73%

-6.92%

-6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.57%

+0.40%

Volatility

DOL vs. NTSX - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 8.18% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 6.11%. 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.


Loading graphics...

Volatility by Period


DOLNTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

6.11%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

9.65%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

18.39%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

17.04%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

18.39%

-1.75%