DWM vs. NSRIX
DWM (WisdomTree International Equity Fund) and NSRIX (Northern Global Sustainability Index Fund) are both funds - DWM is a Foreign Large Cap Equities fund tracking the WisdomTree International Equity Index, while NSRIX is a Global Equities fund managed by Northern Funds. Over the past 10 years, DWM returned 9.36%/yr vs 13.04%/yr for NSRIX. Their correlation of 0.88 suggests significant overlap in exposure. DWM charges 0.48%/yr vs 0.29%/yr for NSRIX.
Performance
DWM vs. NSRIX - Performance Comparison
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Returns By Period
In the year-to-date period, DWM achieves a 8.70% return, which is significantly lower than NSRIX's 9.40% return. Over the past 10 years, DWM has underperformed NSRIX with an annualized return of 9.36%, while NSRIX has yielded a comparatively higher 13.04% annualized return.
DWM
- 1D
- -0.15%
- 1M
- 0.84%
- YTD
- 8.70%
- 6M
- 9.37%
- 1Y
- 23.33%
- 3Y*
- 18.29%
- 5Y*
- 10.34%
- 10Y*
- 9.36%
NSRIX
- 1D
- 0.78%
- 1M
- 0.92%
- YTD
- 9.40%
- 6M
- 8.98%
- 1Y
- 26.07%
- 3Y*
- 18.83%
- 5Y*
- 11.94%
- 10Y*
- 13.04%
DWM vs. NSRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWM WisdomTree International Equity Fund | 8.70% | 34.83% | 4.15% | 16.63% | -9.04% | 10.76% | -2.33% | 18.98% | -13.53% | 24.08% |
NSRIX Northern Global Sustainability Index Fund | 9.40% | 21.03% | 17.02% | 25.44% | -19.45% | 24.60% | 15.49% | 28.29% | -7.65% | 21.21% |
Correlation
The correlation between DWM and NSRIX is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2008 | 0.88 |
The correlation between DWM and NSRIX shifts across timeframes, from 0.68 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DWM vs. NSRIX — Risk / Return Rank
DWM
NSRIX
DWM vs. NSRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and Northern Global Sustainability Index Fund (NSRIX). 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.
| DWM | NSRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.59 | -0.44 |
| Martin ratioReturn relative to average drawdown | 7.76 | 11.31 | -3.55 |
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Drawdowns
DWM vs. NSRIX - Drawdown Comparison
The maximum DWM drawdown since its inception was -62.10%, which is greater than NSRIX's maximum drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for DWM and NSRIX.
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Drawdown Indicators
| DWM | NSRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.10% | -55.30% | -6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -10.36% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -12.69% | -17.58% | +4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | -27.86% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -37.82% | -33.66% | -4.16% |
Current DrawdownCurrent decline from peak | -1.63% | -0.77% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -13.47% | -8.43% | -5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.35% | +0.66% |
Volatility
DWM vs. NSRIX - Volatility Comparison
The current volatility for WisdomTree International Equity Fund (DWM) is 4.02%, while Northern Global Sustainability Index Fund (NSRIX) has a volatility of 4.90%. This indicates that DWM experiences smaller price fluctuations and is considered to be less risky than NSRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWM | NSRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 4.90% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.25% | 10.82% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 13.39% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 16.55% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 17.17% | -0.62% |
DWM vs. NSRIX - Expense Ratio Comparison
DWM has a 0.48% expense ratio, which is higher than NSRIX's 0.29% expense ratio.
Dividends
DWM vs. NSRIX - Dividend Comparison
DWM's dividend yield for the trailing twelve months is around 2.73%, less than NSRIX's 5.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWM WisdomTree International Equity Fund | 2.73% | 3.06% | 3.86% | 4.15% | 4.36% | 3.64% | 2.74% | 3.46% | 3.86% | 2.99% | 3.43% | 3.55% |
NSRIX Northern Global Sustainability Index Fund | 5.17% | 5.66% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% |
Frequently Asked Questions
DWM and NSRIX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NSRIX has higher volatility (4.90%) compared to DWM (4.02%). In terms of maximum drawdown, DWM dropped -62.10% vs NSRIX's -55.30%.
NSRIX currently has the higher Sharpe Ratio (2.00 vs 1.62), 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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