DON vs. NTSX
DON (WisdomTree US MidCap Dividend ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DON is a Mid Cap Value Equities fund tracking the WisdomTree U.S. MidCap Dividend Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. DON is passively managed, while NTSX is actively managed. Over the past 5 years, DON returned 8.59%/yr vs 8.85%/yr for NTSX. A 0.69 correlation means they provide meaningful diversification when combined. DON charges 0.38%/yr vs 0.20%/yr for NTSX.
Performance
DON vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, DON achieves a 9.19% return, which is significantly higher than NTSX's 6.46% return.
DON
- 1D
- -0.11%
- 1M
- 1.38%
- YTD
- 9.19%
- 6M
- 7.93%
- 1Y
- 15.25%
- 3Y*
- 14.11%
- 5Y*
- 8.59%
- 10Y*
- 9.54%
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
DON vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 9.19% | 3.86% | 14.20% | 14.04% | -4.72% | 30.29% | -5.40% | 23.31% | -11.77% |
NTSX WisdomTree U.S. Efficient Core Fund | 6.46% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between DON and NTSX is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.69 |
The correlation between DON and NTSX shifts across timeframes, from 0.58 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DON vs. NTSX — Risk / Return Rank
DON
NTSX
DON vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US MidCap Dividend ETF (DON) 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.
| DON | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.33 | -0.64 |
| Martin ratioReturn relative to average drawdown | 5.26 | 9.93 | -4.66 |
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Drawdowns
DON vs. NTSX - Drawdown Comparison
The maximum DON drawdown since its inception was -61.94%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DON and NTSX.
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Drawdown Indicators
| DON | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -31.34% | -30.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -9.16% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -21.46% | -16.82% | -4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -31.34% | +9.88% |
Max Drawdown (10Y)Largest decline over 10 years | -46.80% | — | — |
Current DrawdownCurrent decline from peak | -1.29% | -3.02% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -6.76% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.14% | +0.76% |
Volatility
DON vs. NTSX - Volatility Comparison
The current volatility for WisdomTree US MidCap Dividend ETF (DON) is 3.38%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.26%. This indicates that DON experiences smaller price fluctuations and is considered to be less risky 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
| DON | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 5.26% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 10.56% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.08% | 13.13% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 17.17% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 18.29% | +1.96% |
DON vs. NTSX - Expense Ratio Comparison
DON has a 0.38% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
DON vs. NTSX - Dividend Comparison
DON's dividend yield for the trailing twelve months is around 2.32%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 2.32% | 2.53% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% |
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
DON and NTSX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (5.26%) compared to DON (3.38%). In terms of maximum drawdown, DON dropped -61.94% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 8.85% vs 8.59% for DON. On fees, NTSX is cheaper at 0.20% per year. On volatility, DON has been the lower-risk option at 3.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 8.85% return vs 8.59%. 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 0.38% for DON.
DON has the higher dividend yield at 2.32%, compared with 1.10% for NTSX.
DON is categorized as Mid Cap Value Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.38% for DON and 0.20% for NTSX.
NTSX currently has the higher Sharpe Ratio (1.63 vs 1.17), 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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