NTSE vs. AOR
NTSE (WisdomTree Emerging Markets Efficient Core Fund) and AOR (iShares Core 60/40 Balanced Allocation ETF) are both Diversified Portfolio funds. NTSE is actively managed, while AOR is passively managed. Over the past 5 years, NTSE returned 7.15%/yr vs 7.08%/yr for AOR. A 0.76 correlation means they provide meaningful diversification when combined. NTSE charges 0.38%/yr vs 0.15%/yr for AOR.
Performance
NTSE vs. AOR - Performance Comparison
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Returns By Period
In the year-to-date period, NTSE achieves a 33.74% return, which is significantly higher than AOR's 7.57% return.
NTSE
- 1D
- 0.09%
- 1M
- 9.06%
- YTD
- 33.74%
- 6M
- 36.20%
- 1Y
- 62.23%
- 3Y*
- 25.59%
- 5Y*
- 7.15%
- 10Y*
- —
AOR
- 1D
- -0.23%
- 1M
- 1.18%
- YTD
- 7.57%
- 6M
- 7.52%
- 1Y
- 19.17%
- 3Y*
- 14.04%
- 5Y*
- 7.08%
- 10Y*
- 8.67%
NTSE vs. AOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 33.74% | 36.29% | 4.42% | 9.47% | -26.31% | -5.67% |
AOR iShares Core 60/40 Balanced Allocation ETF | 7.57% | 16.44% | 10.68% | 15.75% | -15.64% | 5.90% |
Correlation
The correlation between NTSE and AOR 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 (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.76 |
The correlation between NTSE and AOR has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
NTSE vs. AOR — Risk / Return Rank
NTSE
AOR
NTSE vs. AOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and iShares Core 60/40 Balanced Allocation ETF (AOR). 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.
| NTSE | AOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.41 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 2.90 | +1.51 |
| Martin ratioReturn relative to average drawdown | 16.28 | 12.45 | +3.83 |
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Drawdowns
NTSE vs. AOR - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for NTSE and AOR.
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Drawdown Indicators
| NTSE | AOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -24.44% | -18.40% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -6.64% | -7.56% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -9.77% | -8.96% |
Max Drawdown (5Y)Largest decline over 5 years | -42.65% | -21.72% | -20.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.95% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.36% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -19.58% | -3.47% | -16.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 1.54% | +2.29% |
Volatility
NTSE vs. AOR - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 11.30% compared to iShares Core 60/40 Balanced Allocation ETF (AOR) at 3.39%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSE | AOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.30% | 3.39% | +7.91% |
Volatility (6M)Calculated over the trailing 6-month period | 20.63% | 7.40% | +13.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.84% | 8.89% | +13.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.75% | 10.63% | +9.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 10.70% | +8.94% |
NTSE vs. AOR - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than AOR's 0.15% expense ratio.
Dividends
NTSE vs. AOR - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.48%, which matches AOR's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOR iShares Core 60/40 Balanced Allocation ETF | 2.46% | 2.55% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% |
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.48% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSE and AOR 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.
NTSE has higher volatility (11.30%) compared to AOR (3.39%). In terms of maximum drawdown, NTSE dropped -42.84% vs AOR's -24.44%.
On 5-year performance, NTSE leads with 7.15% vs 7.08% for AOR. On fees, AOR is cheaper at 0.15% per year. On volatility, AOR has been the lower-risk option at 3.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSE has performed better with a 7.15% return vs 7.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOR is cheaper with a 0.15% expense ratio, compared with 0.38% for NTSE.
NTSE has the higher dividend yield at 2.48%, compared with 2.46% for AOR.
They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for NTSE and 0.15% for AOR.
NTSE currently has the higher Sharpe Ratio (2.74 vs 2.17), 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.
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