DTH vs. NTSX
DTH (WisdomTree International High Dividend Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. DTH is passively managed, while NTSX is actively managed. Over the past 5 years, DTH returned 11.75%/yr vs 8.85%/yr for NTSX. A 0.62 correlation means they provide meaningful diversification when combined. DTH charges 0.58%/yr vs 0.20%/yr for NTSX.
Performance
DTH vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, DTH achieves a 7.05% return, which is significantly higher than NTSX's 6.46% return.
DTH
- 1D
- -1.53%
- 1M
- -2.36%
- YTD
- 7.05%
- 6M
- 7.40%
- 1Y
- 23.65%
- 3Y*
- 19.63%
- 5Y*
- 11.75%
- 10Y*
- 9.46%
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
DTH vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 7.05% | 42.37% | 2.31% | 15.03% | -1.74% | 8.30% | -7.05% | 18.43% | -11.22% |
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 DTH and NTSX is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.62 |
The correlation between DTH and NTSX has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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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.
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.
| DTH | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.33 | +0.27 |
| Martin ratioReturn relative to average drawdown | 9.26 | 9.93 | -0.66 |
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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 | -9.14% | -9.16% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -12.23% | -16.82% | +4.59% |
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 | -4.06% | -3.02% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -15.13% | -6.76% | -8.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.14% | +0.42% |
Volatility
DTH vs. NTSX - Volatility Comparison
The current volatility for WisdomTree International High Dividend Fund (DTH) is 4.13%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.26%. 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 | 4.13% | 5.26% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 10.56% | +0.40% |
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 | 15.21% | 17.17% | -1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 18.29% | -1.56% |
DTH vs. NTSX - Expense Ratio Comparison
DTH has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
DTH vs. NTSX - Dividend Comparison
DTH's dividend yield for the trailing twelve months is around 3.47%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 3.47% | 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 | 1.10% | 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
DTH and NTSX have a correlation of 0.60, 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 DTH (4.13%). In terms of maximum drawdown, DTH dropped -64.20% vs NTSX's -31.34%.
On 5-year performance, DTH leads with 11.75% vs 8.85% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, DTH has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DTH has performed better with a 11.75% return vs 8.85%. 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 0.58% for DTH.
DTH has the higher dividend yield at 3.47%, compared with 1.10% for NTSX.
DTH is categorized as Foreign Large Cap Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.58% for DTH and 0.20% for NTSX.
DTH currently has the higher Sharpe Ratio (1.82 vs 1.63), 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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