NTSE vs. DGRW

Last updated Jun 5, 2026

NTSE (WisdomTree Emerging Markets Efficient Core Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - NTSE is a Diversified Portfolio fund actively managed by WisdomTree, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. NTSE is actively managed, while DGRW is passively managed. Over the past 5 years, NTSE returned 6.15%/yr vs 12.33%/yr for DGRW. A 0.57 correlation means they provide meaningful diversification when combined. NTSE charges 0.38%/yr vs 0.28%/yr for DGRW.

Performance

NTSE vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Efficient Core Fund (NTSE) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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 DGRW's 9.87% return.

NTSE

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

DGRW

• 1D: 0.71%
• 1M: 4.18%
• YTD: 9.87%
• 6M: 9.49%
• 1Y: 21.83%
• 3Y*: 17.10%
• 5Y*: 12.33%
• 10Y*: 14.19%

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

NTSE vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NTSE WisdomTree Emerging Markets Efficient Core Fund	30.29%	36.29%	4.42%	9.47%	-26.31%	-5.66%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	9.87%	12.17%	16.98%	18.66%	-6.33%	12.70%

Correlation

The correlation between NTSE and DGRW is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since May 21, 2021	0.57

The correlation between NTSE and DGRW has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

NTSE vs. DGRW - Sectors Allocation Comparison

Sectors	NTSE	DGRW
Consumer Cyclical	2.2%	7.1%
Financial Services	2.1%	11.3%
Communication Services	1.8%	10.1%
Technology	0.8%	32.1%
Basic Materials	0.5%	3.3%
Consumer Defensive	0.3%	6.7%
Industrials	0.2%	9.9%
Healthcare	0.2%	12.8%
Energy	0.1%	5.0%
Real Estate	0.1%	-
Utilities	0.0%	0.2%

Return for Risk

NTSE vs. DGRW — 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

DGRW

DGRW Risk / Return Rank: 66
DGRW Sharpe Ratio Rank: 69
DGRW Sortino Ratio Rank: 72
DGRW Omega Ratio Rank: 70
DGRW Calmar Ratio Rank: 54
DGRW Martin Ratio Rank: 65

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. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	2.88	2.22	+0.66
Sortino ratio: Return per unit of downside risk	3.82	3.22	+0.60
Omega ratio: Gain probability vs. loss probability	1.53	1.41	+0.12
Calmar ratio: Return relative to maximum drawdown	4.21	2.64	+1.56
Martin ratio: Return relative to average drawdown	16.27	11.58	+4.69
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. DGRW - Sharpe Ratio Comparison

The current NTSE Sharpe Ratio is 2.88, which is comparable to the DGRW Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of NTSE and DGRW, 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	DGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.88	2.22	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.89	-0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.86	-0.49

Drawdowns

NTSE vs. DGRW - Drawdown Comparison

The maximum NTSE drawdown since its inception was -42.84%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for NTSE and DGRW.

Drawdown Indicators

	NTSE	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-42.84%	-32.04%	-10.80%
Max Drawdown (1Y) Largest decline over 1 year	-14.20%	-8.30%	-5.90%
Max Drawdown (3Y) Largest decline over 3 years	-18.73%	-16.21%	-2.52%
Max Drawdown (5Y) Largest decline over 5 years	-42.84%	-17.27%	-25.57%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.04%	—
Current Drawdown Current decline from peak	-2.47%	-0.12%	-2.35%
Average Drawdown Average peak-to-trough decline	-19.72%	-3.01%	-16.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	1.89%	+1.77%

Volatility

NTSE vs. DGRW - Volatility Comparison

WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 9.12% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.49%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSE	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.12%	2.49%	+6.63%
Volatility (6M) Calculated over the trailing 6-month period	18.25%	7.67%	+10.58%
Volatility (1Y) Calculated over the trailing 1-year period	20.79%	9.89%	+10.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.26%	13.97%	+5.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.24%	16.21%	+3.03%

NTSE vs. DGRW - Expense Ratio Comparison

NTSE has a 0.38% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

NTSE vs. DGRW - Dividend Comparison

NTSE's dividend yield for the trailing twelve months is around 2.54%, more than DGRW's 1.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.26%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
NTSE WisdomTree Emerging Markets Efficient Core Fund	2.54%	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

Can I hold both NTSE and DGRW in my portfolio?

NTSE and DGRW have a correlation of 0.64, 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 DGRW?

NTSE has higher volatility (9.12%) compared to DGRW (2.49%). In terms of maximum drawdown, NTSE dropped -42.84% vs DGRW's -32.04%.

Which ETF is better, NTSE or DGRW?

On 5-year performance, DGRW leads with 12.33% vs 6.15% for NTSE. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSE or DGRW?

Over the 5-year period, DGRW has performed better with a 12.33% return vs 6.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSE or DGRW?

DGRW is cheaper with a 0.28% expense ratio, compared with 0.38% for NTSE.

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

NTSE has the higher dividend yield at 2.54%, compared with 1.26% for DGRW.

What is the main difference between NTSE and DGRW?

NTSE is categorized as Diversified Portfolio, while DGRW is Dividend. Their fees differ too: 0.38% for NTSE and 0.28% for DGRW.

Which has better risk-adjusted returns?

NTSE currently has the higher Sharpe Ratio (2.88 vs 2.22), 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.