DYTA vs. NTSI

Last updated Jun 5, 2026

DYTA (SGI Dynamic Tactical ETF) and NTSI (WisdomTree International Efficient Core Fund) are both Global Allocation funds. Both are actively managed. Over the past 3 years, DYTA returned 12.19%/yr vs 14.71%/yr for NTSI. A 0.69 correlation means they provide meaningful diversification when combined. DYTA charges 1.04%/yr vs 0.26%/yr for NTSI.

Performance

DYTA vs. NTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and WisdomTree International Efficient Core Fund (NTSI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYTA achieves a 8.51% return, which is significantly higher than NTSI's 7.91% return.

DYTA

• 1D: 0.03%
• 1M: 4.09%
• YTD: 8.51%
• 6M: 9.35%
• 1Y: 15.84%
• 3Y*: 12.19%
• 5Y*: —
• 10Y*: —

NTSI

• 1D: 0.68%
• 1M: 3.24%
• YTD: 7.91%
• 6M: 9.70%
• 1Y: 20.67%
• 3Y*: 14.71%
• 5Y*: 5.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DYTA vs. NTSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	8.51%	6.95%	13.59%	8.73%
NTSI WisdomTree International Efficient Core Fund	7.91%	30.37%	1.11%	6.66%

Correlation

The correlation between DYTA and NTSI is 0.76, 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (All Time) Calculated using the full available price history since Mar 31, 2023	0.69

The correlation between DYTA and NTSI has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

Return for Risk

DYTA vs. NTSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DYTA

DYTA Risk / Return Rank: 49
DYTA Sharpe Ratio Rank: 48
DYTA Sortino Ratio Rank: 48
DYTA Omega Ratio Rank: 61
DYTA Calmar Ratio Rank: 35
DYTA Martin Ratio Rank: 52

NTSI

NTSI Risk / Return Rank: 38
NTSI Sharpe Ratio Rank: 40
NTSI Sortino Ratio Rank: 39
NTSI Omega Ratio Rank: 39
NTSI Calmar Ratio Rank: 35
NTSI Martin Ratio Rank: 39

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.

DYTA vs. NTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) and WisdomTree International Efficient Core Fund (NTSI). 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.

	DYTA	NTSI	Difference
Sharpe ratio: Return per unit of total volatility	1.64	1.39	+0.25
Sortino ratio: Return per unit of downside risk	2.33	1.96	+0.37
Omega ratio: Gain probability vs. loss probability	1.37	1.25	+0.12
Calmar ratio: Return relative to maximum drawdown	1.71	1.68	+0.02
Martin ratio: Return relative to average drawdown	8.82	6.15	+2.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DYTA vs. NTSI - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 1.64, which is comparable to the NTSI Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DYTA and NTSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DYTA	NTSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	1.39	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	0.39	+0.72

Drawdowns

DYTA vs. NTSI - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, smaller than the maximum NTSI drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for DYTA and NTSI.

Drawdown Indicators

	DYTA	NTSI	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-34.01%	+24.60%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-12.33%	+3.00%
Max Drawdown (3Y) Largest decline over 3 years	-9.41%	-13.69%	+4.28%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.01%	—
Current Drawdown Current decline from peak	-0.24%	-1.70%	+1.46%
Average Drawdown Average peak-to-trough decline	-2.20%	-9.18%	+6.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	3.37%	-1.57%

Volatility

DYTA vs. NTSI - Volatility Comparison

The current volatility for SGI Dynamic Tactical ETF (DYTA) is 2.81%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 4.72%. This indicates that DYTA experiences smaller price fluctuations and is considered to be less risky than NTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYTA	NTSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	4.72%	-1.91%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	12.61%	-3.24%
Volatility (1Y) Calculated over the trailing 1-year period	9.72%	14.95%	-5.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.83%	15.68%	-4.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.83%	15.63%	-4.80%

DYTA vs. NTSI - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than NTSI's 0.26% expense ratio.

Dividends

DYTA vs. NTSI - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.51%, less than NTSI's 3.48% yield.

Position	TTM	2025	2024	2023	2022	2021
DYTA SGI Dynamic Tactical ETF	1.51%	1.64%	10.80%	0.89%	0.00%	0.00%
NTSI WisdomTree International Efficient Core Fund	3.48%	3.65%	2.92%	2.35%	2.66%	0.97%

Frequently Asked Questions

Can I hold both DYTA and NTSI in my portfolio?

DYTA and NTSI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYTA or NTSI?

NTSI has higher volatility (4.72%) compared to DYTA (2.81%). In terms of maximum drawdown, DYTA dropped -9.41% vs NTSI's -34.01%.

Which ETF is better, DYTA or NTSI?

On 3-year performance, NTSI leads with 14.71% vs 12.19% for DYTA. On fees, NTSI is cheaper at 0.26% per year. On volatility, DYTA has been the lower-risk option at 2.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYTA or NTSI?

Over the 3-year period, NTSI has performed better with a 14.71% return vs 12.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYTA or NTSI?

NTSI is cheaper with a 0.26% expense ratio, compared with 1.04% for DYTA.

Which ETF pays a higher dividend yield, DYTA or NTSI?

NTSI has the higher dividend yield at 3.48%, compared with 1.51% for DYTA.

What is the main difference between DYTA and NTSI?

They also come from different issuers: Summit Global Investments and WisdomTree. Their fees differ too: 1.04% for DYTA and 0.26% for NTSI.

Which has better risk-adjusted returns?

DYTA currently has the higher Sharpe Ratio (1.64 vs 1.39), 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.