NTSE vs. CTAP
NTSE (WisdomTree Emerging Markets Efficient Core Fund) and CTAP (Simplify US Equity PLUS Managed Futures Strategy ETF) are both Diversified Portfolio funds. Both are actively managed. At a 0.20 correlation, their price movements are largely independent. NTSE charges 0.38%/yr vs 0.10%/yr for CTAP.
Performance
NTSE vs. CTAP - Performance Comparison
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Returns By Period
In the year-to-date period, NTSE achieves a 26.85% return, which is significantly higher than CTAP's 5.23% return.
NTSE
- 1D
- -5.15%
- 1M
- 3.45%
- YTD
- 26.85%
- 6M
- 28.76%
- 1Y
- 52.35%
- 3Y*
- 23.39%
- 5Y*
- 5.82%
- 10Y*
- —
CTAP
- 1D
- -2.94%
- 1M
- -14.89%
- YTD
- 5.23%
- 6M
- 3.79%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSE vs. CTAP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 26.85% | 2.09% |
CTAP Simplify US Equity PLUS Managed Futures Strategy ETF | 5.23% | 2.22% |
Correlation
The correlation between NTSE and CTAP is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025 | 0.20 |
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Return for Risk
NTSE vs. CTAP — Risk / Return Rank
NTSE
CTAP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NTSE vs. CTAP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). 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 | CTAP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | — | — |
| Martin ratioReturn relative to average drawdown | 13.65 | — | — |
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Drawdowns
NTSE vs. CTAP - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, which is greater than CTAP's maximum drawdown of -17.57%. Use the drawdown chart below to compare losses from any high point for NTSE and CTAP.
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Drawdown Indicators
| NTSE | CTAP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -17.57% | -25.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -42.65% | — | — |
Current DrawdownCurrent decline from peak | -5.15% | -17.57% | +12.42% |
Average DrawdownAverage peak-to-trough decline | -19.57% | -3.10% | -16.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | — | — |
Volatility
NTSE vs. CTAP - Volatility Comparison
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Volatility by Period
| NTSE | CTAP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.65% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 21.31% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.42% | 24.63% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 24.63% | -4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 24.63% | -4.86% |
NTSE vs. CTAP - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than CTAP's 0.10% expense ratio.
Dividends
NTSE vs. CTAP - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.61%, more than CTAP's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CTAP Simplify US Equity PLUS Managed Futures Strategy ETF | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.61% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% |
Frequently Asked Questions
NTSE and CTAP have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CTAP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CTAP is cheaper with a 0.10% expense ratio, compared with 0.38% for NTSE.
NTSE has the higher dividend yield at 2.61%, compared with 0.75% for CTAP.
They also come from different issuers: WisdomTree and Simplify. Their fees differ too: 0.38% for NTSE and 0.10% for CTAP.
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