EUDF.DE vs. NTSG.DE
EUDF.DE (WisdomTree Europe Defence UCITS ETF - EUR Acc) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - EUDF.DE is a Aerospace & Defense fund tracking the WisdomTree Europe Defence UCITS Index (NTR), while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, EUDF.DE returned -5.22% vs 21.36% for NTSG.DE. At a 0.33 correlation, their price movements are largely independent. EUDF.DE charges 0.40%/yr vs 0.25%/yr for NTSG.DE.
Performance
EUDF.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUDF.DE achieves a 1.28% return, which is significantly lower than NTSG.DE's 8.89% return.
EUDF.DE
- 1D
- -1.17%
- 1M
- -3.08%
- YTD
- 1.28%
- 6M
- 5.13%
- 1Y
- -5.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSG.DE
- 1D
- -0.07%
- 1M
- 5.54%
- YTD
- 8.89%
- 6M
- 8.70%
- 1Y
- 21.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EUDF.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EUDF.DE WisdomTree Europe Defence UCITS ETF - EUR Acc | 1.28% | 18.55% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.89% | 14.63% |
Correlation
The correlation between EUDF.DE and NTSG.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2025 | 0.33 |
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Return for Risk
EUDF.DE vs. NTSG.DE — Risk / Return Rank
EUDF.DE
NTSG.DE
EUDF.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) and WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE). 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.
| EUDF.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.35 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 3.40 | -3.66 |
| Martin ratioReturn relative to average drawdown | -0.61 | 12.01 | -12.61 |
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
| EUDF.DE | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 1.91 | -2.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.79 | -0.27 |
Drawdowns
EUDF.DE vs. NTSG.DE - Drawdown Comparison
The maximum EUDF.DE drawdown since its inception was -19.51%, roughly equal to the maximum NTSG.DE drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and NTSG.DE.
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Drawdown Indicators
| EUDF.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.51% | -19.64% | +0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -6.26% | -13.25% |
Current DrawdownCurrent decline from peak | -15.08% | -0.12% | -14.96% |
Average DrawdownAverage peak-to-trough decline | -6.52% | -3.70% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.61% | 1.77% | +6.84% |
Volatility
EUDF.DE vs. NTSG.DE - Volatility Comparison
WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a higher volatility of 10.29% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 3.32%. This indicates that EUDF.DE's price experiences larger fluctuations and is considered to be riskier than NTSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUDF.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.29% | 3.32% | +6.97% |
Volatility (6M)Calculated over the trailing 6-month period | 22.51% | 8.10% | +14.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.17% | 11.13% | +18.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.93% | 14.31% | +16.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.93% | 14.31% | +16.62% |
EUDF.DE vs. NTSG.DE - Expense Ratio Comparison
EUDF.DE has a 0.40% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
EUDF.DE vs. NTSG.DE - Dividend Comparison
Neither EUDF.DE nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
EUDF.DE and NTSG.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for EUDF.DE.
EUDF.DE is categorized as Aerospace & Defense, while NTSG.DE is Global Allocation. EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR), while NTSG.DE tracks WisdomTree Global Efficient Core Index. Their fees differ too: 0.40% for EUDF.DE and 0.25% for NTSG.DE.
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