NTSD vs. DGRW
NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - NTSD is a Leveraged Equities fund actively managed by WisdomTree, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. NTSD is actively managed, while DGRW is passively managed. Their correlation of 0.90 suggests significant overlap in exposure. NTSD charges 0.35%/yr vs 0.28%/yr for DGRW.
Performance
NTSD vs. DGRW - Performance Comparison
Loading charts...
Returns By Period
NTSD
- 1D
- -2.11%
- 1M
- -0.58%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DGRW
- 1D
- -0.92%
- 1M
- -1.62%
- YTD
- 6.36%
- 6M
- 5.72%
- 1Y
- 16.86%
- 3Y*
- 15.10%
- 5Y*
- 11.78%
- 10Y*
- 14.14%
NTSD vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 15.69% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 7.34% |
Correlation
The correlation between NTSD and DGRW is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.90 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NTSD vs. DGRW — Risk / Return Rank
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DGRW
NTSD vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient U.S. Plus International Equity Fund (NTSD) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.
| NTSD | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.04 | — |
| Martin ratioReturn relative to average drawdown | — | 8.67 | — |
Loading charts...
Drawdowns
NTSD vs. DGRW - Drawdown Comparison
The maximum NTSD drawdown since its inception was -5.58%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for NTSD and DGRW.
Loading charts...
Drawdown Indicators
| NTSD | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.58% | -32.04% | +26.46% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.30% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.21% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.04% | — |
Current DrawdownCurrent decline from peak | -2.97% | -3.32% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -3.01% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.95% | — |
Volatility
NTSD vs. DGRW - Volatility Comparison
Loading charts...
Volatility by Period
| NTSD | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.75% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.26% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.11% | 10.30% | +14.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.11% | 14.01% | +11.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.11% | 16.21% | +8.90% |
NTSD vs. DGRW - Expense Ratio Comparison
NTSD has a 0.35% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Dividends
NTSD vs. DGRW - Dividend Comparison
NTSD has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.30% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, NTSD and DGRW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, DGRW is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DGRW is cheaper with a 0.28% expense ratio, compared with 0.35% for NTSD.
DGRW has the higher dividend yield at 1.30%, compared with 0.00% for NTSD.
NTSD is categorized as Leveraged Equities, while DGRW is Dividend. Their fees differ too: 0.35% for NTSD and 0.28% for DGRW.
Find the right allocation for NTSD and DGRW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer