F703.DE vs. NTSG.DE
F703.DE (Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist)) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both Global Allocation funds. F703.DE is actively managed, while NTSG.DE is passively managed. Over the past year, F703.DE returned 26.98% vs 22.86% for NTSG.DE. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
F703.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, F703.DE achieves a 16.53% return, which is significantly higher than NTSG.DE's 11.33% return.
F703.DE
- 1D
- 0.84%
- 1M
- 0.38%
- 6M
- 17.40%
- YTD
- 16.53%
- 1Y
- 26.98%
- 3Y*
- 15.64%
- 5Y*
- 9.39%
- 10Y*
- —
NTSG.DE
- 1D
- 0.00%
- 1M
- 2.25%
- 6M
- 12.12%
- YTD
- 11.33%
- 1Y
- 22.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
F703.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
F703.DE Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) | 16.53% | 12.46% | 1.21% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 11.33% | 8.14% | 0.64% |
Correlation
The correlation between F703.DE and NTSG.DE is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.58 |
The correlation between F703.DE and NTSG.DE has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.
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Return for Risk
F703.DE vs. NTSG.DE — Risk / Return Rank
F703.DE
NTSG.DE
F703.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.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.
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.
| F703.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 3.67 | +0.66 |
| Martin ratioReturn relative to average drawdown | 14.82 | 12.89 | +1.93 |
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Drawdowns
F703.DE vs. NTSG.DE - Drawdown Comparison
The maximum F703.DE drawdown since its inception was -30.85%, which is greater than NTSG.DE's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for F703.DE and NTSG.DE.
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Drawdown Indicators
| F703.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.85% | -19.64% | -11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.21% | -6.26% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -17.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.56% | — | — |
Current DrawdownCurrent decline from peak | -1.66% | -0.24% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -3.56% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.78% | +0.04% |
Volatility
F703.DE vs. NTSG.DE - Volatility Comparison
Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.DE) has a higher volatility of 5.33% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 3.11%. This indicates that F703.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
| F703.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 3.11% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 8.12% | +2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 11.35% | +3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 14.20% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 14.20% | +2.79% |
Dividends
F703.DE vs. NTSG.DE - Dividend Comparison
F703.DE's dividend yield for the trailing twelve months is around 1.36%, while NTSG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
F703.DE Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) | 1.36% | 1.59% | 1.54% | 3.02% | 1.65% | 1.14% | 1.19% | 0.30% | 0.66% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
F703.DE and NTSG.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Amundi and WisdomTree.
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