NTSE vs. AVUV
Compare and contrast key facts about WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Avantis U.S. Small Cap Value ETF (AVUV).
NTSE and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSE is an actively managed fund by WisdomTree. It was launched on May 20, 2021. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSE or AVUV.
Performance
NTSE vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, NTSE achieves a 7.25% return, which is significantly lower than AVUV's 14.12% return.
NTSE
7.25%
-6.17%
1.43%
13.73%
N/A
N/A
AVUV
14.12%
3.10%
9.47%
28.48%
16.34%
N/A
Key characteristics
| NTSE | AVUV | |
|---|---|---|
| Sharpe Ratio | 0.85 | 1.45 |
| Sortino Ratio | 1.29 | 2.18 |
| Omega Ratio | 1.16 | 1.27 |
| Calmar Ratio | 0.43 | 2.80 |
| Martin Ratio | 4.08 | 7.37 |
| Ulcer Index | 3.40% | 4.17% |
| Daily Std Dev | 16.27% | 21.14% |
| Max Drawdown | -42.84% | -49.42% |
| Current Drawdown | -22.04% | -3.46% |
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NTSE vs. AVUV - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between NTSE and AVUV is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NTSE vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Avantis U.S. Small Cap Value ETF (AVUV). 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.
Dividends
NTSE vs. AVUV - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.27%, more than AVUV's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.27% | 2.44% | 3.22% | 2.10% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.54% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
Drawdowns
NTSE vs. AVUV - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for NTSE and AVUV. For additional features, visit the drawdowns tool.
Volatility
NTSE vs. AVUV - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Efficient Core Fund (NTSE) is 5.28%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.73%. This indicates that NTSE experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.