NDOW vs. NTSI

Last updated Jun 24, 2026

NDOW (Anydrus Advantage ETF) and NTSI (WisdomTree International Efficient Core Fund) are both Global Allocation funds. Both are actively managed. Over the past year, NDOW returned 16.28% vs 18.67% for NTSI. Their correlation of 0.81 suggests significant overlap in exposure. NDOW charges 2.15%/yr vs 0.26%/yr for NTSI.

Performance

NDOW vs. NTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anydrus Advantage ETF (NDOW) and WisdomTree International Efficient Core Fund (NTSI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NDOW achieves a 6.06% return, which is significantly lower than NTSI's 6.55% return.

NDOW

• 1D: -1.02%
• 1M: -0.61%
• YTD: 6.06%
• 6M: 5.31%
• 1Y: 16.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NTSI

• 1D: 0.16%
• 1M: 0.35%
• YTD: 6.55%
• 6M: 6.70%
• 1Y: 18.67%
• 3Y*: 14.24%
• 5Y*: 5.59%
• 10Y*: —

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

NDOW vs. NTSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NDOW Anydrus Advantage ETF	6.06%	14.80%	-1.85%
NTSI WisdomTree International Efficient Core Fund	6.55%	30.37%	-2.74%

Correlation

The correlation between NDOW and NTSI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since May 14, 2024	0.81

The correlation between NDOW and NTSI has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

Return for Risk

NDOW vs. NTSI — Risk / Return Rank

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

NDOW

NDOW Risk / Return Rank: 54
NDOW Sharpe Ratio Rank: 55
NDOW Sortino Ratio Rank: 52
NDOW Omega Ratio Rank: 56
NDOW Calmar Ratio Rank: 50
NDOW Martin Ratio Rank: 56

NTSI

NTSI Risk / Return Rank: 36
NTSI Sharpe Ratio Rank: 37
NTSI Sortino Ratio Rank: 36
NTSI Omega Ratio Rank: 35
NTSI Calmar Ratio Rank: 33
NTSI Martin Ratio Rank: 38

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.

NDOW vs. NTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anydrus Advantage ETF (NDOW) and WisdomTree International Efficient Core Fund (NTSI). 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.

	NDOW	NTSI	Difference
Sharpe ratio: Return per unit of total volatility	1.69	1.22	+0.48
Sortino ratio: Return per unit of downside risk	2.30	1.73	+0.57
Omega ratio: Gain probability vs. loss probability	1.32	1.22	+0.10
Calmar ratio: Return relative to maximum drawdown	2.28	1.52	+0.76
Martin ratio: Return relative to average drawdown	9.05	5.47	+3.58

NDOW vs. NTSI - Sharpe Ratio Comparison

The current NDOW Sharpe Ratio is 1.69, which is higher than the NTSI Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of NDOW and NTSI, 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

NDOW vs. NTSI - Drawdown Comparison

The maximum NDOW drawdown since its inception was -8.76%, smaller than the maximum NTSI drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for NDOW and NTSI.

Drawdown Indicators

	NDOW	NTSI	Difference
Max Drawdown Largest peak-to-trough decline	-8.76%	-34.01%	+25.25%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-12.33%	+5.16%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.01%	—
Current Drawdown Current decline from peak	-2.68%	-2.94%	+0.26%
Average Drawdown Average peak-to-trough decline	-1.41%	-9.11%	+7.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	3.42%	-1.62%

Volatility

NDOW vs. NTSI - Volatility Comparison

The current volatility for Anydrus Advantage ETF (NDOW) is 4.47%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 5.19%. This indicates that NDOW experiences smaller price fluctuations and is considered to be less risky than NTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NDOW	NTSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	5.19%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	8.35%	13.28%	-4.93%
Volatility (1Y) Calculated over the trailing 1-year period	9.66%	15.49%	-5.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.12%	15.79%	-6.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.12%	15.69%	-6.57%

NDOW vs. NTSI - Expense Ratio Comparison

NDOW has a 2.15% expense ratio, which is higher than NTSI's 0.26% expense ratio.

Dividends

NDOW vs. NTSI - Dividend Comparison

NDOW's dividend yield for the trailing twelve months is around 1.17%, less than NTSI's 3.53% yield.

Position	TTM	2025	2024	2023	2022	2021
NDOW Anydrus Advantage ETF	1.17%	1.24%	1.39%	0.00%	0.00%	0.00%
NTSI WisdomTree International Efficient Core Fund	3.53%	3.65%	2.92%	2.35%	2.66%	0.97%

Frequently Asked Questions

Can I hold both NDOW and NTSI in my portfolio?

NDOW and NTSI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NDOW or NTSI?

NTSI has higher volatility (5.19%) compared to NDOW (4.47%). In terms of maximum drawdown, NDOW dropped -8.76% vs NTSI's -34.01%.

Which ETF is better, NDOW or NTSI?

On 1-year performance, NTSI leads with 18.67% vs 16.28% for NDOW. On fees, NTSI is cheaper at 0.26% per year. On volatility, NDOW has been the lower-risk option at 4.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NDOW or NTSI?

Over the 1-year period, NTSI has performed better with a 18.67% return vs 16.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NDOW or NTSI?

NTSI is cheaper with a 0.26% expense ratio, compared with 2.15% for NDOW.

Which ETF pays a higher dividend yield, NDOW or NTSI?

NTSI has the higher dividend yield at 3.53%, compared with 1.17% for NDOW.

What is the main difference between NDOW and NTSI?

They also come from different issuers: Anydrus Capital and WisdomTree. Their fees differ too: 2.15% for NDOW and 0.26% for NTSI.

Which has better risk-adjusted returns?

NDOW currently has the higher Sharpe Ratio (1.69 vs 1.22), 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.