NTSE vs. BAMY

Last updated Jun 5, 2026

NTSE (WisdomTree Emerging Markets Efficient Core Fund) and BAMY (Brookstone Yield ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, NTSE returned 59.40% vs 10.68% for BAMY. A 0.58 correlation means they provide meaningful diversification when combined. NTSE charges 0.38%/yr vs 1.48%/yr for BAMY.

Performance

NTSE vs. BAMY - Performance Comparison

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

Returns By Period

In the year-to-date period, NTSE achieves a 30.29% return, which is significantly higher than BAMY's 1.16% return.

NTSE

• 1D: -1.31%
• 1M: 7.69%
• YTD: 30.29%
• 6M: 33.64%
• 1Y: 59.40%
• 3Y*: 24.55%
• 5Y*: 6.15%
• 10Y*: —

BAMY

• 1D: -0.21%
• 1M: 0.31%
• YTD: 1.16%
• 6M: 1.80%
• 1Y: 10.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSE vs. BAMY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NTSE WisdomTree Emerging Markets Efficient Core Fund	30.29%	36.29%	4.42%	10.29%
BAMY Brookstone Yield ETF	1.16%	12.93%	10.60%	5.20%

Correlation

The correlation between NTSE and BAMY is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (All Time) Calculated using the full available price history since Sep 29, 2023	0.58

The correlation between NTSE and BAMY has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

NTSE vs. BAMY - Sectors Allocation Comparison

Sectors	NTSE	BAMY
Consumer Cyclical	2.2%	12.6%
Financial Services	2.1%	6.8%
Communication Services	1.8%	13.0%
Technology	0.8%	40.4%
Basic Materials	0.5%	1.5%
Consumer Defensive	0.3%	5.3%
Industrials	0.2%	6.6%
Healthcare	0.2%	8.7%
Energy	0.1%	1.5%
Real Estate	0.1%	1.3%
Utilities	0.0%	2.5%

Return for Risk

NTSE vs. BAMY — Risk / Return Rank

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

NTSE

NTSE Risk / Return Rank: 85
NTSE Sharpe Ratio Rank: 87
NTSE Sortino Ratio Rank: 86
NTSE Omega Ratio Rank: 87
NTSE Calmar Ratio Rank: 81
NTSE Martin Ratio Rank: 82

BAMY

BAMY Risk / Return Rank: 79
BAMY Sharpe Ratio Rank: 71
BAMY Sortino Ratio Rank: 75
BAMY Omega Ratio Rank: 81
BAMY Calmar Ratio Rank: 82
BAMY Martin Ratio Rank: 88

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.

NTSE vs. BAMY - Risk-Adjusted Trends Comparison

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

	NTSE	BAMY	Difference
Sharpe ratio: Return per unit of total volatility	2.88	2.33	+0.55
Sortino ratio: Return per unit of downside risk	3.82	3.39	+0.43
Omega ratio: Gain probability vs. loss probability	1.53	1.49	+0.04
Calmar ratio: Return relative to maximum drawdown	4.21	4.32	-0.12
Martin ratio: Return relative to average drawdown	16.27	19.33	-3.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTSE vs. BAMY - Sharpe Ratio Comparison

The current NTSE Sharpe Ratio is 2.88, which is comparable to the BAMY Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of NTSE and BAMY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NTSE	BAMY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.88	2.33	+0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	1.87	-1.50

Drawdowns

NTSE vs. BAMY - Drawdown Comparison

The maximum NTSE drawdown since its inception was -42.84%, which is greater than BAMY's maximum drawdown of -6.03%. Use the drawdown chart below to compare losses from any high point for NTSE and BAMY.

Drawdown Indicators

	NTSE	BAMY	Difference
Max Drawdown Largest peak-to-trough decline	-42.84%	-6.03%	-36.81%
Max Drawdown (1Y) Largest decline over 1 year	-14.20%	-2.48%	-11.72%
Max Drawdown (3Y) Largest decline over 3 years	-18.73%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-42.84%	—	—
Current Drawdown Current decline from peak	-2.47%	-0.24%	-2.23%
Average Drawdown Average peak-to-trough decline	-19.72%	-0.53%	-19.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	0.55%	+3.11%

Volatility

NTSE vs. BAMY - Volatility Comparison

WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 9.12% compared to Brookstone Yield ETF (BAMY) at 1.09%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than BAMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSE	BAMY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.12%	1.09%	+8.03%
Volatility (6M) Calculated over the trailing 6-month period	18.25%	2.80%	+15.45%
Volatility (1Y) Calculated over the trailing 1-year period	20.79%	4.62%	+16.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.26%	6.03%	+13.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.24%	6.03%	+13.21%

NTSE vs. BAMY - Expense Ratio Comparison

NTSE has a 0.38% expense ratio, which is lower than BAMY's 1.48% expense ratio.

Dividends

NTSE vs. BAMY - Dividend Comparison

NTSE's dividend yield for the trailing twelve months is around 2.54%, less than BAMY's 7.59% yield.

Position	TTM	2025	2024	2023	2022	2021
BAMY Brookstone Yield ETF	7.59%	7.16%	8.20%	1.96%	0.00%	0.00%
NTSE WisdomTree Emerging Markets Efficient Core Fund	2.54%	3.35%	3.23%	2.44%	3.22%	2.10%

Frequently Asked Questions

Can I hold both NTSE and BAMY in my portfolio?

NTSE and BAMY have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTSE or BAMY?

NTSE has higher volatility (9.12%) compared to BAMY (1.09%). In terms of maximum drawdown, NTSE dropped -42.84% vs BAMY's -6.03%.

Which ETF is better, NTSE or BAMY?

On 1-year performance, NTSE leads with 59.40% vs 10.68% for BAMY. On fees, NTSE is cheaper at 0.38% per year. On volatility, BAMY has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSE or BAMY?

Over the 1-year period, NTSE has performed better with a 59.40% return vs 10.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSE or BAMY?

NTSE is cheaper with a 0.38% expense ratio, compared with 1.48% for BAMY.

Which ETF pays a higher dividend yield, NTSE or BAMY?

BAMY has the higher dividend yield at 7.59%, compared with 2.54% for NTSE.

What is the main difference between NTSE and BAMY?

They also come from different issuers: WisdomTree and Brookstone. Their fees differ too: 0.38% for NTSE and 1.48% for BAMY.

Which has better risk-adjusted returns?

NTSE currently has the higher Sharpe Ratio (2.88 vs 2.33), 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.