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NTSE vs. AVEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NTSE and AVEM is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

NTSE vs. AVEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Avantis Emerging Markets Equity ETF (AVEM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

NTSE:

10.82%

AVEM:

12.89%

Max Drawdown

NTSE:

-1.53%

AVEM:

-1.69%

Current Drawdown

NTSE:

-0.82%

AVEM:

-0.80%

Returns By Period


NTSE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AVEM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NTSE vs. AVEM - Expense Ratio Comparison

NTSE has a 0.38% expense ratio, which is higher than AVEM's 0.33% expense ratio.


Risk-Adjusted Performance

NTSE vs. AVEM — Risk-Adjusted Performance Rank

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

NTSE
The Risk-Adjusted Performance Rank of NTSE is 5252
Overall Rank
The Sharpe Ratio Rank of NTSE is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of NTSE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of NTSE is 5454
Omega Ratio Rank
The Calmar Ratio Rank of NTSE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of NTSE is 4949
Martin Ratio Rank

AVEM
The Risk-Adjusted Performance Rank of AVEM is 4646
Overall Rank
The Sharpe Ratio Rank of AVEM is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of AVEM is 4646
Sortino Ratio Rank
The Omega Ratio Rank of AVEM is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AVEM is 5353
Calmar Ratio Rank
The Martin Ratio Rank of AVEM is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NTSE vs. AVEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Avantis Emerging Markets Equity ETF (AVEM). 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.



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Dividends

NTSE vs. AVEM - Dividend Comparison

Neither NTSE nor AVEM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NTSE vs. AVEM - Drawdown Comparison

The maximum NTSE drawdown since its inception was -1.53%, smaller than the maximum AVEM drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for NTSE and AVEM. For additional features, visit the drawdowns tool.


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Volatility

NTSE vs. AVEM - Volatility Comparison


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