EUDG vs. NTSX
EUDG (WisdomTree Europe Quality Dividend Growth Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - EUDG is a Europe Equities fund tracking the WisdomTree Europe Quality Dividend Growth Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. EUDG is passively managed, while NTSX is actively managed. Over the past 5 years, EUDG returned 5.01%/yr vs 8.85%/yr for NTSX. A 0.69 correlation means they provide meaningful diversification when combined. EUDG charges 0.58%/yr vs 0.20%/yr for NTSX.
Performance
EUDG vs. NTSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUDG achieves a 3.16% return, which is significantly lower than NTSX's 6.46% return.
EUDG
- 1D
- -0.55%
- 1M
- 0.35%
- YTD
- 3.16%
- 6M
- 3.28%
- 1Y
- 14.42%
- 3Y*
- 10.70%
- 5Y*
- 5.01%
- 10Y*
- 8.98%
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
EUDG vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUDG WisdomTree Europe Quality Dividend Growth Fund | 3.16% | 28.94% | -4.30% | 19.36% | -18.24% | 16.87% | 11.29% | 28.52% | -15.07% |
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 EUDG and NTSX is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.69 |
The correlation between EUDG and NTSX has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUDG vs. NTSX — Risk / Return Rank
EUDG
NTSX
EUDG vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) 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.
| EUDG | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.33 | -1.14 |
| Martin ratioReturn relative to average drawdown | 3.82 | 9.93 | -6.11 |
Loading charts...
Drawdowns
EUDG vs. NTSX - Drawdown Comparison
The maximum EUDG drawdown since its inception was -33.76%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for EUDG and NTSX.
Loading charts...
Drawdown Indicators
| EUDG | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -31.34% | -2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -9.16% | -3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -13.73% | -16.82% | +3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -31.34% | -1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | — | — |
Current DrawdownCurrent decline from peak | -3.85% | -3.02% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -6.76% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 2.14% | +1.65% |
Volatility
EUDG vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Europe Quality Dividend Growth Fund (EUDG) is 4.54%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.26%. This indicates that EUDG 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.
Loading charts...
Volatility by Period
| EUDG | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.26% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.79% | 10.56% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 13.13% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 17.17% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 18.29% | -0.90% |
EUDG vs. NTSX - Expense Ratio Comparison
EUDG has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
EUDG vs. NTSX - Dividend Comparison
EUDG's dividend yield for the trailing twelve months is around 2.22%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDG WisdomTree Europe Quality Dividend Growth Fund | 2.22% | 2.19% | 2.41% | 2.14% | 3.07% | 2.98% | 1.87% | 2.30% | 3.00% | 1.55% | 2.49% | 2.10% |
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
EUDG 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 (5.26%) compared to EUDG (4.54%). In terms of maximum drawdown, EUDG dropped -33.76% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 8.85% vs 5.01% for EUDG. On fees, NTSX is cheaper at 0.20% per year. On volatility, EUDG has been the lower-risk option at 4.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 8.85% return vs 5.01%. 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 EUDG.
EUDG has the higher dividend yield at 2.22%, compared with 1.10% for NTSX.
EUDG is categorized as Europe Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.58% for EUDG and 0.20% for NTSX.
NTSX currently has the higher Sharpe Ratio (1.63 vs 0.94), 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.
Find the right allocation for EUDG and NTSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer