GEOA vs. NTSX

Last updated Jul 14, 2026

GEOA (WisdomTree GeoAlpha Opportunities Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - GEOA is a Macro Trading fund tracking the WisdomTree GeoAlpha Opportunities Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. GEOA is passively managed, while NTSX is actively managed. Over the past year, GEOA returned 23.11% vs 20.75% for NTSX. A 0.70 correlation means they provide meaningful diversification when combined. GEOA charges 0.58%/yr vs 0.20%/yr for NTSX.

Performance

GEOA vs. NTSX - Performance Comparison

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

Returns By Period

In the year-to-date period, GEOA achieves a 10.17% return, which is significantly higher than NTSX's 8.18% return.

GEOA

• 1D: -0.50%
• 1M: 0.30%
• 6M: 4.81%
• YTD: 10.17%
• 1Y: 23.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NTSX

• 1D: -0.49%
• 1M: 0.84%
• 6M: 6.13%
• YTD: 8.18%
• 1Y: 20.75%
• 3Y*: 17.57%
• 5Y*: 8.57%
• 10Y*: —

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

GEOA vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025
GEOA WisdomTree GeoAlpha Opportunities Fund	10.17%	11.11%
NTSX WisdomTree U.S. Efficient Core Fund	8.18%	10.37%

Correlation

The correlation between GEOA and NTSX is 0.71, 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	0.71
Correlation (All Time) Calculated using the full available price history since Jul 8, 2025	0.70

The correlation between GEOA and NTSX has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.

Return for Risk

GEOA vs. NTSX — Risk / Return Rank

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

GEOA

GEOA Risk / Return Rank: 57
GEOA Sharpe Ratio Rank: 64
GEOA Sortino Ratio Rank: 62
GEOA Omega Ratio Rank: 60
GEOA Calmar Ratio Rank: 49
GEOA Martin Ratio Rank: 49

NTSX

NTSX Risk / Return Rank: 61
NTSX Sharpe Ratio Rank: 61
NTSX Sortino Ratio Rank: 59
NTSX Omega Ratio Rank: 59
NTSX Calmar Ratio Rank: 57
NTSX Martin Ratio Rank: 67

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.

GEOA vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree GeoAlpha Opportunities Fund (GEOA) 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.

	GEOA	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.67	1.61	+0.06
Sortino ratio: Return per unit of downside risk	2.32	2.22	+0.10
Omega ratio: Gain probability vs. loss probability	1.29	1.29	0.00
Calmar ratio: Return relative to maximum drawdown	1.98	2.27	-0.30
Martin ratio: Return relative to average drawdown	6.55	9.55	-3.00

GEOA vs. NTSX - Sharpe Ratio Comparison

The current GEOA Sharpe Ratio is 1.67, which is comparable to the NTSX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of GEOA and NTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GEOA vs. NTSX - Drawdown Comparison

The maximum GEOA drawdown since its inception was -11.74%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for GEOA and NTSX.

Drawdown Indicators

	GEOA	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-11.74%	-31.34%	+19.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.74%	-9.16%	-2.58%
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	-1.72%	-1.45%	-0.27%
Average Drawdown Average peak-to-trough decline	-2.35%	-6.73%	+4.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	2.18%	+1.36%

Volatility

GEOA vs. NTSX - Volatility Comparison

WisdomTree GeoAlpha Opportunities Fund (GEOA) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 4.15% and 4.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GEOA	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	4.04%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	10.58%	+0.64%
Volatility (1Y) Calculated over the trailing 1-year period	13.91%	12.98%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.83%	17.18%	-3.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.83%	18.25%	-4.42%

GEOA vs. NTSX - Expense Ratio Comparison

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

Dividends

GEOA vs. NTSX - Dividend Comparison

GEOA's dividend yield for the trailing twelve months is around 0.54%, less than NTSX's 1.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GEOA WisdomTree GeoAlpha Opportunities Fund	0.54%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NTSX WisdomTree U.S. Efficient Core Fund	1.09%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%

Frequently Asked Questions

Can I hold both GEOA and NTSX in my portfolio?

GEOA and NTSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GEOA or NTSX?

GEOA has higher volatility (4.15%) compared to NTSX (4.04%). In terms of maximum drawdown, GEOA dropped -11.74% vs NTSX's -31.34%.

Which ETF is better, GEOA or NTSX?

On 1-year performance, GEOA leads with 23.11% vs 20.75% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GEOA or NTSX?

Over the 1-year period, GEOA has performed better with a 23.11% return vs 20.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GEOA or NTSX?

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

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

NTSX has the higher dividend yield at 1.09%, compared with 0.54% for GEOA.

What is the main difference between GEOA and NTSX?

GEOA is categorized as Macro Trading, while NTSX is Diversified Portfolio. Their fees differ too: 0.58% for GEOA and 0.20% for NTSX.

Which has better risk-adjusted returns?

GEOA currently has the higher Sharpe Ratio (1.67 vs 1.61), 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.