MTGP vs. NSCI
MTGP (WisdomTree Mortgage Plus Bond Fund) and NSCI (Nuveen Securitized Income ETF) are both Mortgage Backed Securities funds. Both are actively managed. A 0.51 correlation means they provide meaningful diversification when combined. MTGP charges 0.45%/yr vs 0.38%/yr for NSCI.
Performance
MTGP vs. NSCI - Performance Comparison
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Returns By Period
In the year-to-date period, MTGP achieves a 0.62% return, which is significantly lower than NSCI's 2.25% return.
MTGP
- 1D
- 0.03%
- 1M
- -0.03%
- 6M
- -0.13%
- YTD
- 0.62%
- 1Y
- 4.98%
- 3Y*
- 4.83%
- 5Y*
- 0.29%
- 10Y*
- —
NSCI
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 2.16%
- YTD
- 2.25%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MTGP vs. NSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MTGP WisdomTree Mortgage Plus Bond Fund | 0.62% | 1.32% |
NSCI Nuveen Securitized Income ETF | 2.25% | 1.66% |
Correlation
The correlation between MTGP and NSCI 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 (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.51 |
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Return for Risk
MTGP vs. NSCI — Risk / Return Rank
MTGP
NSCI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MTGP vs. NSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Mortgage Plus Bond Fund (MTGP) and Nuveen Securitized Income ETF (NSCI). 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.
| MTGP | NSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | — | — |
| Martin ratioReturn relative to average drawdown | 4.98 | — | — |
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Drawdowns
MTGP vs. NSCI - Drawdown Comparison
The maximum MTGP drawdown since its inception was -16.63%, which is greater than NSCI's maximum drawdown of -1.10%. Use the drawdown chart below to compare losses from any high point for MTGP and NSCI.
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Drawdown Indicators
| MTGP | NSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -1.10% | -15.53% |
Max Drawdown (1Y)Largest decline over 1 year | -2.53% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -6.46% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.63% | — | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.08% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -0.17% | -4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | — | — |
Volatility
MTGP vs. NSCI - Volatility Comparison
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Volatility by Period
| MTGP | NSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.15% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 1.28% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.81% | 1.28% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.23% | 1.28% | +3.95% |
MTGP vs. NSCI - Expense Ratio Comparison
MTGP has a 0.45% expense ratio, which is higher than NSCI's 0.38% expense ratio.
Dividends
MTGP vs. NSCI - Dividend Comparison
MTGP's dividend yield for the trailing twelve months is around 4.37%, more than NSCI's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
MTGP WisdomTree Mortgage Plus Bond Fund | 4.37% | 4.19% | 4.05% | 3.02% | 2.47% | 1.64% | 2.61% |
NSCI Nuveen Securitized Income ETF | 3.45% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MTGP and NSCI 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.
On fees, NSCI is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NSCI is cheaper with a 0.38% expense ratio, compared with 0.45% for MTGP.
MTGP has the higher dividend yield at 4.37%, compared with 3.45% for NSCI.
They also come from different issuers: WisdomTree and Nuveen. Their fees differ too: 0.45% for MTGP and 0.38% for NSCI.
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