MODR.DE vs. NTSG.DE
MODR.DE (iShares Moderate Portfolio UCITS ETF EUR (Acc)) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both Global Allocation funds. MODR.DE is actively managed, while NTSG.DE is passively managed. Over the past year, MODR.DE returned 12.69% vs 22.86% for NTSG.DE. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
MODR.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MODR.DE achieves a 6.71% return, which is significantly lower than NTSG.DE's 11.33% return.
MODR.DE
- 1D
- 0.15%
- 1M
- 0.29%
- 6M
- 6.54%
- YTD
- 6.71%
- 1Y
- 12.69%
- 3Y*
- 9.29%
- 5Y*
- 3.93%
- 10Y*
- —
NTSG.DE
- 1D
- 0.00%
- 1M
- 2.25%
- 6M
- 12.12%
- YTD
- 11.33%
- 1Y
- 22.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MODR.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MODR.DE iShares Moderate Portfolio UCITS ETF EUR (Acc) | 6.71% | 7.37% | -0.67% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 11.33% | 8.14% | 0.64% |
Correlation
The correlation between MODR.DE and NTSG.DE is 0.65, 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 | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.73 |
The correlation between MODR.DE and NTSG.DE has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
MODR.DE vs. NTSG.DE — Risk / Return Rank
MODR.DE
NTSG.DE
MODR.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.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.
| MODR.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.67 | -1.22 |
| Martin ratioReturn relative to average drawdown | 10.15 | 12.89 | -2.74 |
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Drawdowns
MODR.DE vs. NTSG.DE - Drawdown Comparison
The maximum MODR.DE drawdown since its inception was -17.98%, smaller than the maximum NTSG.DE drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for MODR.DE and NTSG.DE.
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Drawdown Indicators
| MODR.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.98% | -19.64% | +1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -6.26% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -10.57% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.24% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -3.56% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.78% | -0.53% |
Volatility
MODR.DE vs. NTSG.DE - Volatility Comparison
The current volatility for iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) is 2.20%, while WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a volatility of 3.11%. This indicates that MODR.DE experiences smaller price fluctuations and is considered to be less risky 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
| MODR.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 3.11% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 6.08% | 8.12% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.35% | 11.35% | -4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.16% | 14.20% | -6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.27% | 14.20% | -5.93% |
MODR.DE vs. NTSG.DE - Expense Ratio Comparison
Both MODR.DE and NTSG.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
MODR.DE vs. NTSG.DE - Dividend Comparison
Neither MODR.DE nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
MODR.DE and NTSG.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MODR.DE and NTSG.DE have the same expense ratio: 0.25% per year.
They also come from different issuers: iShares and WisdomTree.
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