DTH vs. NTSX
Compare and contrast key facts about WisdomTree International High Dividend Fund (DTH) and WisdomTree U.S. Efficient Core Fund (NTSX).
DTH and NTSX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DTH is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International High Dividend Index. It was launched on Jun 16, 2006. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Performance
DTH vs. NTSX - Performance Comparison
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DTH vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 6.21% | 42.37% | 2.31% | 15.03% | -1.74% | 8.30% | -7.05% | 18.43% | -10.44% |
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, DTH achieves a 6.21% return, which is significantly higher than NTSX's -4.22% return.
DTH
- 1D
- 1.01%
- 1M
- -3.20%
- YTD
- 6.21%
- 6M
- 12.00%
- 1Y
- 33.49%
- 3Y*
- 18.77%
- 5Y*
- 12.20%
- 10Y*
- 8.91%
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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DTH vs. NTSX - Expense Ratio Comparison
DTH has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Return for Risk
DTH vs. NTSX — Risk / Return Rank
DTH
NTSX
DTH vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) 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.
| DTH | NTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 0.89 | +1.28 |
Sortino ratioReturn per unit of downside risk | 2.79 | 1.30 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.20 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.52 | +1.47 |
Martin ratioReturn relative to average drawdown | 12.98 | 6.52 | +6.47 |
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
| DTH | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.89 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.48 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.62 | -0.38 |
Correlation
The correlation between DTH and NTSX is 0.62, 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
DTH vs. NTSX - Dividend Comparison
DTH's dividend yield for the trailing twelve months is around 3.50%, more than NTSX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 3.50% | 3.80% | 5.41% | 5.63% | 5.70% | 4.72% | 3.75% | 4.27% | 4.62% | 3.72% | 4.14% | 4.38% |
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
DTH vs. NTSX - Drawdown Comparison
The maximum DTH drawdown since its inception was -64.20%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DTH and NTSX.
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Drawdown Indicators
| DTH | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.20% | -31.34% | -32.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -11.13% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -31.34% | +7.94% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | — | — |
Current DrawdownCurrent decline from peak | -4.81% | -6.04% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -15.27% | -6.92% | -8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.60% | +0.01% |
Volatility
DTH vs. NTSX - Volatility Comparison
The current volatility for WisdomTree International High Dividend Fund (DTH) is 5.68%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 6.11%. This indicates that DTH 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
| DTH | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 6.11% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 9.65% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.48% | 18.38% | -2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 17.04% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 18.38% | -1.32% |