NTSE vs. EAOM
Compare and contrast key facts about WisdomTree Emerging Markets Efficient Core Fund (NTSE) and iShares ESG Aware Moderate Allocation ETF (EAOM).
NTSE and EAOM 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. EAOM is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Moderate Allocation Index. It was launched on Jun 12, 2020.
Performance
NTSE vs. EAOM - Performance Comparison
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NTSE vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 5.87% | 36.29% | 4.42% | 9.47% | -26.31% | -5.66% |
EAOM iShares ESG Aware Moderate Allocation ETF | -0.60% | 12.90% | 7.29% | 11.83% | -15.48% | 3.74% |
Returns By Period
In the year-to-date period, NTSE achieves a 5.87% return, which is significantly higher than EAOM's -0.60% return.
NTSE
- 1D
- 0.27%
- 1M
- -8.42%
- YTD
- 5.87%
- 6M
- 10.53%
- 1Y
- 37.29%
- 3Y*
- 15.87%
- 5Y*
- —
- 10Y*
- —
EAOM
- 1D
- 0.38%
- 1M
- -2.76%
- YTD
- -0.60%
- 6M
- 0.88%
- 1Y
- 10.92%
- 3Y*
- 8.70%
- 5Y*
- 3.67%
- 10Y*
- —
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NTSE vs. EAOM - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than EAOM's 0.18% expense ratio.
Return for Risk
NTSE vs. EAOM — Risk / Return Rank
NTSE
EAOM
NTSE vs. EAOM - 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 Moderate Allocation ETF (EAOM). 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 | EAOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.37 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.48 | 1.99 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.99 | +0.64 |
Martin ratioReturn relative to average drawdown | 10.21 | 8.33 | +1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTSE | EAOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.37 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.65 | -0.50 |
Correlation
The correlation between NTSE and EAOM is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NTSE vs. EAOM - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 3.13%, more than EAOM's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 3.13% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% | 0.00% |
EAOM iShares ESG Aware Moderate Allocation ETF | 2.91% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
Drawdowns
NTSE vs. EAOM - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, which is greater than EAOM's maximum drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for NTSE and EAOM.
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Drawdown Indicators
| NTSE | EAOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -20.73% | -22.11% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -5.67% | -8.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.73% | — |
Current DrawdownCurrent decline from peak | -10.58% | -3.31% | -7.27% |
Average DrawdownAverage peak-to-trough decline | -20.34% | -5.09% | -15.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 1.35% | +2.31% |
Volatility
NTSE vs. EAOM - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 9.82% compared to iShares ESG Aware Moderate Allocation ETF (EAOM) at 3.27%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than EAOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSE | EAOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | 3.27% | +6.55% |
Volatility (6M)Calculated over the trailing 6-month period | 15.30% | 4.82% | +10.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 8.04% | +12.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.75% | 8.01% | +10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 7.91% | +10.84% |