EES vs. NTSX
EES (WisdomTree U.S. SmallCap Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - EES is a Small Cap Blend Equities fund tracking the WisdomTree U.S. Small Cap Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. EES is passively managed, while NTSX is actively managed. Over the past 5 years, EES returned 8.46%/yr vs 8.15%/yr for NTSX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. EES charges 0.38%/yr vs 0.20%/yr for NTSX.
Performance
EES vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, EES achieves a 19.30% return, which is significantly higher than NTSX's 7.28% return.
EES
- 1D
- -0.15%
- 1M
- 0.09%
- 6M
- 14.07%
- YTD
- 19.30%
- 1Y
- 35.49%
- 3Y*
- 13.58%
- 5Y*
- 8.46%
- 10Y*
- 11.05%
- ALL TIME*
- 8.88%
NTSX
- 1D
- 0.71%
- 1M
- -0.51%
- 6M
- 6.45%
- YTD
- 7.28%
- 1Y
- 17.51%
- 3Y*
- 16.97%
- 5Y*
- 8.15%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $647.35K | $769.12K | $909.42K | |
| $1.95M | $1.79M | $2.60M |
EES vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EES WisdomTree U.S. SmallCap Fund | 19.30% | 6.99% | 9.86% | 18.53% | -16.18% | 34.39% | 3.06% | 21.68% | -17.98% |
NTSX WisdomTree U.S. Efficient Core Fund | 7.28% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between EES and NTSX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.67 |
The correlation between EES and NTSX has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.
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Return for Risk
EES vs. NTSX — Risk / Return Rank
EES
NTSX
EES vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) 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.
| EES | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 1.79 | +2.32 |
| Martin ratioReturn relative to average drawdown | 12.80 | 7.28 | +5.52 |
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Drawdowns
EES vs. NTSX - Drawdown Comparison
The maximum EES drawdown since its inception was -63.66%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for EES and NTSX.
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Drawdown Indicators
| EES | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -31.34% | -32.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -9.16% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -27.15% | -16.82% | -10.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -31.34% | +4.19% |
Max Drawdown (10Y)Largest decline over 10 years | -50.52% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -2.27% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -6.70% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.26% | +0.30% |
Volatility
EES vs. NTSX - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Fund (EES) is 3.32%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.82%. This indicates that EES 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
| EES | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.82% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 10.74% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.81% | 13.29% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.33% | 17.20% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 18.22% | +5.49% |
EES vs. NTSX - Expense Ratio Comparison
EES has a 0.38% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
EES vs. NTSX - Dividend Comparison
EES's dividend yield for the trailing twelve months is around 1.14%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EES WisdomTree U.S. SmallCap Fund | 1.14% | 1.29% | 1.37% | 1.18% | 1.12% | 1.69% | 1.29% | 1.31% | 1.81% | 0.93% | 1.02% | 1.38% |
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
EES and NTSX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (3.82%) compared to EES (3.32%). In terms of maximum drawdown, EES dropped -63.66% vs NTSX's -31.34%.
On 5-year performance, EES leads with 8.46% vs 8.15% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, EES has been the lower-risk option at 3.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EES has performed better with a 8.46% return vs 8.15%. 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 EES.
EES has the higher dividend yield at 1.14%, compared with 1.10% for NTSX.
EES is categorized as Small Cap Blend Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.38% for EES and 0.20% for NTSX.
EES currently has the higher Sharpe Ratio (1.96 vs 1.24), 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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