EUSC vs. NTSX

Last updated Jun 24, 2026

EUSC (WisdomTree Europe Hedged SmallCap Equity Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - EUSC is a Europe Equities fund tracking the WisdomTree Europe Hedged SmallCap Equity Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. EUSC is passively managed, while NTSX is actively managed. At a 0.26 correlation, their price movements are largely independent. EUSC charges 0.58%/yr vs 0.20%/yr for NTSX.

Performance

EUSC vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EUSC

• 1D: 0.00%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NTSX

• 1D: -0.89%
• 1M: -0.87%
• YTD: 6.46%
• 6M: 5.53%
• 1Y: 21.24%
• 3Y*: 18.24%
• 5Y*: 8.85%
• 10Y*: —

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

EUSC vs. NTSX - Yearly Performance Comparison

	2026 (YTD)
EUSC WisdomTree Europe Hedged SmallCap Equity Fund	0.18%
NTSX WisdomTree U.S. Efficient Core Fund	-1.56%

Correlation

The correlation between EUSC and NTSX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 28, 2026	0.26

Return for Risk

EUSC vs. NTSX — Risk / Return Rank

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

EUSC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NTSX

NTSX Risk / Return Rank: 50
NTSX Sharpe Ratio Rank: 49
NTSX Sortino Ratio Rank: 46
NTSX Omega Ratio Rank: 47
NTSX Calmar Ratio Rank: 49
NTSX Martin Ratio Rank: 58

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.

EUSC vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) 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.

	EUSC	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.63	—
Sortino ratio: Return per unit of downside risk	—	2.23	—
Omega ratio: Gain probability vs. loss probability	—	1.29	—
Calmar ratio: Return relative to maximum drawdown	—	2.33	—
Martin ratio: Return relative to average drawdown	—	9.93	—

Drawdowns

EUSC vs. NTSX - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for EUSC and NTSX.

Drawdown Indicators

	EUSC	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-31.34%	+31.34%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.16%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.82%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.34%	—
Current Drawdown Current decline from peak	0.00%	-3.02%	+3.02%
Average Drawdown Average peak-to-trough decline	0.00%	-6.76%	+6.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.14%	—

Volatility

Volatility by Period

	EUSC	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.26%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.56%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.10%	13.13%	-12.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.10%	17.17%	-16.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.10%	18.29%	-17.19%

EUSC vs. NTSX - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.

Dividends

EUSC vs. NTSX - Dividend Comparison

EUSC has not paid dividends to shareholders, while NTSX's dividend yield for the trailing twelve months is around 1.10%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EUSC WisdomTree Europe Hedged SmallCap Equity Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Frequently Asked Questions

Can I hold both EUSC and NTSX in my portfolio?

EUSC and NTSX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EUSC or NTSX?

On fees, NTSX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EUSC or NTSX?

NTSX is cheaper with a 0.20% expense ratio, compared with 0.58% for EUSC.

Which ETF pays a higher dividend yield, EUSC or NTSX?

NTSX has the higher dividend yield at 1.10%, compared with 0.00% for EUSC.

What is the main difference between EUSC and NTSX?

EUSC is categorized as Europe Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.58% for EUSC and 0.20% for NTSX.