HIDE vs. NTSX
HIDE (Alpha Architect High Inflation And Deflation ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both Diversified Portfolio funds. Both are actively managed. Over the past 3 years, HIDE returned 4.49%/yr vs 16.97%/yr for NTSX. Their 0.30 correlation means their historical movements had little consistent relationship. HIDE charges 0.29%/yr vs 0.20%/yr for NTSX.
Performance
HIDE vs. NTSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with HIDE having a 7.48% return and NTSX slightly lower at 7.28%.
HIDE
- 1D
- -0.04%
- 1M
- 1.84%
- 6M
- 4.51%
- YTD
- 7.48%
- 1Y
- 10.38%
- 3Y*
- 4.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.80%
NTSX
- 1D
- 0.71%
- 1M
- -0.51%
- 6M
- 6.45%
- YTD
- 7.28%
- 1Y
- 17.51%
- 3Y*
- 16.97%
- 5Y*
- 8.15%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.44M | $1.27M | $1.13M | |
| $1.95M | $1.79M | $2.60M |
HIDE vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HIDE Alpha Architect High Inflation And Deflation ETF | 7.48% | 5.32% | -0.85% | 2.46% | -0.17% |
NTSX WisdomTree U.S. Efficient Core Fund | 7.28% | 18.82% | 20.20% | 22.70% | -3.46% |
Correlation
The correlation between HIDE and NTSX is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022 | 0.30 |
Over the past year, the correlation between HIDE and NTSX has dropped to 0.09 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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Return for Risk
HIDE vs. NTSX — Risk / Return Rank
HIDE
NTSX
HIDE vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect High Inflation And Deflation ETF (HIDE) 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.
| HIDE | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.22 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 1.79 | +1.49 |
| Martin ratioReturn relative to average drawdown | 10.56 | 7.28 | +3.28 |
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Drawdowns
HIDE vs. NTSX - Drawdown Comparison
The maximum HIDE drawdown since its inception was -5.15%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for HIDE and NTSX.
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Drawdown Indicators
| HIDE | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.15% | -31.34% | +26.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.31% | -9.16% | +5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -5.15% | -16.82% | +11.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -1.10% | -2.27% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -0.98% | -6.70% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 2.26% | -1.23% |
Volatility
HIDE vs. NTSX - Volatility Comparison
The current volatility for Alpha Architect High Inflation And Deflation ETF (HIDE) is 1.31%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.82%. This indicates that HIDE 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.
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Volatility by Period
| HIDE | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 3.82% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 10.74% | -6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.73% | 13.29% | -8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.30% | 17.20% | -12.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.30% | 18.22% | -13.92% |
HIDE vs. NTSX - Expense Ratio Comparison
HIDE has a 0.29% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
HIDE vs. NTSX - Dividend Comparison
HIDE's dividend yield for the trailing twelve months is around 2.94%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
HIDE Alpha Architect High Inflation And Deflation ETF | 2.94% | 3.16% | 2.86% | 3.90% | 6.25% | 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
HIDE and NTSX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (3.82%) compared to HIDE (1.31%). In terms of maximum drawdown, HIDE dropped -5.15% vs NTSX's -31.34%.
On 3-year performance, NTSX leads with 16.97% vs 4.49% for HIDE. On fees, NTSX is cheaper at 0.20% per year. On volatility, HIDE has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, NTSX has performed better with a 16.97% return vs 4.49%. 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 0.29% for HIDE.
HIDE has the higher dividend yield at 2.94%, compared with 1.10% for NTSX.
They also come from different issuers: Alpha Architect and WisdomTree. Their fees differ too: 0.29% for HIDE and 0.20% for NTSX.
HIDE currently has the higher Sharpe Ratio (2.29 vs 1.24), 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.
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