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NTSD vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NTSD vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient U.S. Plus International Equity Fund (NTSD) and Global X Autonomous & Electric Vehicles ETF (DRIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NTSD

1D
-1.11%
1M
7.13%
YTD
6M
1Y
3Y*
5Y*
10Y*

DRIV

1D
-1.04%
1M
12.34%
YTD
42.27%
6M
41.87%
1Y
92.43%
3Y*
21.80%
5Y*
9.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSD vs. DRIV - Yearly Performance Comparison


Correlation

The correlation between NTSD and DRIV is 0.78, 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 Mar 20, 2026

0.78

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Return for Risk

NTSD vs. DRIV — Risk / Return Rank

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

NTSD

DRIV
DRIV Risk / Return Rank: 9292
Overall Rank
DRIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 9191
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8787
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9393
Calmar Ratio Rank
DRIV Martin Ratio Rank: 9292
Martin Ratio Rank
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.

NTSD vs. DRIV - 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 Global X Autonomous & Electric Vehicles ETF (DRIV). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NTSD vs. DRIV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NTSDDRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

5.08

0.54

+4.54

Drawdowns

NTSD vs. DRIV - Drawdown Comparison

The maximum NTSD drawdown since its inception was -5.20%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for NTSD and DRIV.


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Drawdown Indicators


NTSDDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-5.20%

-41.93%

+36.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

Max Drawdown (3Y)

Largest decline over 3 years

-34.18%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

Current Drawdown

Current decline from peak

-1.11%

-1.04%

-0.07%

Average Drawdown

Average peak-to-trough decline

-0.84%

-15.13%

+14.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

Volatility

NTSD vs. DRIV - Volatility Comparison


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Volatility by Period


NTSDDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

Volatility (6M)

Calculated over the trailing 6-month period

19.29%

Volatility (1Y)

Calculated over the trailing 1-year period

24.28%

25.14%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.28%

27.07%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.28%

27.40%

-3.12%

NTSD vs. DRIV - Expense Ratio Comparison

NTSD has a 0.35% expense ratio, which is lower than DRIV's 0.68% expense ratio.


Dividends

NTSD vs. DRIV - Dividend Comparison

NTSD has not paid dividends to shareholders, while DRIV's dividend yield for the trailing twelve months is around 0.75%.


PositionTTM20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
0.75%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%
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%

Frequently Asked Questions


NTSD and DRIV have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSD is cheaper with a 0.35% expense ratio, compared with 0.68% for DRIV.

DRIV has the higher dividend yield at 0.75%, compared with 0.00% for NTSD.

NTSD is categorized as Leveraged Equities, while DRIV is Global Equities. They also come from different issuers: WisdomTree and Global X. Their fees differ too: 0.35% for NTSD and 0.68% for DRIV.

Portfolio Optimizer

Find the right allocation for NTSD and DRIV

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