NTSE vs. EAOA

Last updated Jun 5, 2026

NTSE (WisdomTree Emerging Markets Efficient Core Fund) and EAOA (iShares ESG Aware Aggressive Allocation ETF) are both Diversified Portfolio funds. NTSE is actively managed, while EAOA is passively managed. Over the past 5 years, NTSE returned 6.15%/yr vs 8.58%/yr for EAOA. A 0.76 correlation means they provide meaningful diversification when combined. NTSE charges 0.38%/yr vs 0.18%/yr for EAOA.

Performance

NTSE vs. EAOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Efficient Core Fund (NTSE) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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 EAOA's 10.26% return.

NTSE

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

EAOA

• 1D: 0.30%
• 1M: 3.78%
• YTD: 10.26%
• 6M: 10.73%
• 1Y: 24.34%
• 3Y*: 17.42%
• 5Y*: 8.58%
• 10Y*: —

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

NTSE vs. EAOA - 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%
EAOA iShares ESG Aware Aggressive Allocation ETF	10.26%	18.41%	13.79%	18.27%	-17.76%	6.54%

Correlation

The correlation between NTSE and EAOA is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since May 21, 2021	0.76

The correlation between NTSE and EAOA has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

NTSE vs. EAOA - Sectors Allocation Comparison

Sectors	NTSE	EAOA
Consumer Cyclical	2.2%	7.7%
Financial Services	2.1%	13.5%
Communication Services	1.8%	7.3%
Technology	0.8%	28.9%
Basic Materials	0.5%	2.4%
Consumer Defensive	0.3%	3.7%
Industrials	0.2%	9.0%
Healthcare	0.2%	6.8%
Energy	0.1%	3.0%
Real Estate	0.1%	1.6%
Utilities	0.0%	2.3%

Return for Risk

NTSE vs. EAOA — 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

EAOA

EAOA Risk / Return Rank: 69
EAOA Sharpe Ratio Rank: 71
EAOA Sortino Ratio Rank: 72
EAOA Omega Ratio Rank: 71
EAOA Calmar Ratio Rank: 61
EAOA Martin Ratio Rank: 72

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. EAOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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	EAOA	Difference
Sharpe ratio: Return per unit of total volatility	2.88	2.28	+0.60
Sortino ratio: Return per unit of downside risk	3.82	3.21	+0.61
Omega ratio: Gain probability vs. loss probability	1.53	1.41	+0.12
Calmar ratio: Return relative to maximum drawdown	4.21	2.99	+1.21
Martin ratio: Return relative to average drawdown	16.27	13.28	+2.99
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. EAOA - Sharpe Ratio Comparison

The current NTSE Sharpe Ratio is 2.88, which is comparable to the EAOA Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of NTSE and EAOA, 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	EAOA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.88	2.28	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.65	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.93	-0.56

Drawdowns

NTSE vs. EAOA - Drawdown Comparison

The maximum NTSE drawdown since its inception was -42.84%, which is greater than EAOA's maximum drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for NTSE and EAOA.

Drawdown Indicators

	NTSE	EAOA	Difference
Max Drawdown Largest peak-to-trough decline	-42.84%	-25.06%	-17.78%
Max Drawdown (1Y) Largest decline over 1 year	-14.20%	-8.17%	-6.03%
Max Drawdown (3Y) Largest decline over 3 years	-18.73%	-13.84%	-4.89%
Max Drawdown (5Y) Largest decline over 5 years	-42.84%	-25.06%	-17.78%
Current Drawdown Current decline from peak	-2.47%	-0.41%	-2.06%
Average Drawdown Average peak-to-trough decline	-19.72%	-5.31%	-14.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	1.84%	+1.82%

Volatility

NTSE vs. EAOA - Volatility Comparison

WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 9.12% compared to iShares ESG Aware Aggressive Allocation ETF (EAOA) at 3.33%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSE	EAOA	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.12%	3.33%	+5.79%
Volatility (6M) Calculated over the trailing 6-month period	18.25%	8.65%	+9.60%
Volatility (1Y) Calculated over the trailing 1-year period	20.79%	10.75%	+10.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.26%	13.24%	+6.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.24%	13.14%	+6.10%

NTSE vs. EAOA - Expense Ratio Comparison

NTSE has a 0.38% expense ratio, which is higher than EAOA's 0.18% expense ratio.

Dividends

NTSE vs. EAOA - Dividend Comparison

NTSE's dividend yield for the trailing twelve months is around 2.54%, more than EAOA's 1.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
EAOA iShares ESG Aware Aggressive Allocation ETF	1.95%	2.10%	2.09%	2.21%	1.93%	1.48%	1.12%
NTSE WisdomTree Emerging Markets Efficient Core Fund	2.54%	3.35%	3.23%	2.44%	3.22%	2.10%	0.00%

Frequently Asked Questions

Can I hold both NTSE and EAOA in my portfolio?

NTSE and EAOA have a correlation of 0.80, 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 EAOA?

NTSE has higher volatility (9.12%) compared to EAOA (3.33%). In terms of maximum drawdown, NTSE dropped -42.84% vs EAOA's -25.06%.

Which ETF is better, NTSE or EAOA?

On 5-year performance, EAOA leads with 8.58% vs 6.15% for NTSE. On fees, EAOA is cheaper at 0.18% per year. On volatility, EAOA has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSE or EAOA?

Over the 5-year period, EAOA has performed better with a 8.58% 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 EAOA?

EAOA is cheaper with a 0.18% expense ratio, compared with 0.38% for NTSE.

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

NTSE has the higher dividend yield at 2.54%, compared with 1.95% for EAOA.

What is the main difference between NTSE and EAOA?

They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for NTSE and 0.18% for EAOA.

Which has better risk-adjusted returns?

NTSE currently has the higher Sharpe Ratio (2.88 vs 2.28), 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.