NTSD vs. NTSX
NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - NTSD is a Leveraged Equities fund actively managed by WisdomTree, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. Both are actively managed. Their correlation of 0.93 suggests significant overlap in exposure. NTSD charges 0.35%/yr vs 0.20%/yr for NTSX.
Performance
NTSD vs. NTSX - Performance Comparison
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Returns By Period
NTSD
- 1D
- -2.11%
- 1M
- -0.58%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
NTSD vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 15.69% |
NTSX WisdomTree U.S. Efficient Core Fund | 9.99% |
Correlation
The correlation between NTSD and NTSX is 0.93, 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 | 0.93 |
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Return for Risk
NTSD vs. NTSX — Risk / Return Rank
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NTSX
NTSD vs. NTSX - 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. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.33 | — |
| Martin ratioReturn relative to average drawdown | — | 9.93 | — |
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Drawdowns
NTSD vs. NTSX - Drawdown Comparison
The maximum NTSD drawdown since its inception was -5.58%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for NTSD and NTSX.
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Drawdown Indicators
| NTSD | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.58% | -31.34% | +25.76% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.16% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -2.97% | -3.02% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -6.76% | +5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.14% | — |
Volatility
NTSD vs. NTSX - Volatility Comparison
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Volatility by Period
| NTSD | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.26% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.56% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.11% | 13.13% | +11.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.11% | 17.17% | +7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.11% | 18.29% | +6.82% |
NTSD vs. NTSX - Expense Ratio Comparison
NTSD has a 0.35% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
NTSD vs. NTSX - Dividend Comparison
NTSD has not paid dividends to shareholders, while NTSX's dividend yield for the trailing twelve months is around 1.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.10% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% |
Frequently Asked Questions
With a correlation of 0.93, NTSD and NTSX 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, NTSX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.35% for NTSD.
NTSX has the higher dividend yield at 1.10%, compared with 0.00% for NTSD.
NTSD is categorized as Leveraged Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.35% for NTSD and 0.20% for NTSX.
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