NTSE vs. EYLD
NTSE (WisdomTree Emerging Markets Efficient Core Fund) and EYLD (Cambria Emerging Shareholder Yield ETF) are both exchange-traded funds - NTSE is a Diversified Portfolio fund actively managed by WisdomTree, while EYLD is a Emerging Markets Equities fund actively managed by Cambria. Both are actively managed. Over the past 5 years, NTSE returned 5.20%/yr vs 9.87%/yr for EYLD. A 0.76 correlation means they provide meaningful diversification when combined. NTSE charges 0.38%/yr vs 0.65%/yr for EYLD.
Performance
NTSE vs. EYLD - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with NTSE having a 20.86% return and EYLD slightly lower at 20.78%.
NTSE
- 1D
- -2.05%
- 1M
- -6.67%
- 6M
- 13.48%
- YTD
- 20.86%
- 1Y
- 39.75%
- 3Y*
- 19.82%
- 5Y*
- 5.20%
- 10Y*
- —
EYLD
- 1D
- -1.00%
- 1M
- -4.12%
- 6M
- 14.48%
- YTD
- 20.78%
- 1Y
- 32.38%
- 3Y*
- 21.75%
- 5Y*
- 9.87%
- 10Y*
- 11.58%
NTSE vs. EYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 20.86% | 36.29% | 4.42% | 9.47% | -26.31% | -5.67% |
EYLD Cambria Emerging Shareholder Yield ETF | 20.78% | 29.39% | 4.72% | 18.77% | -16.10% | 0.41% |
Correlation
The correlation between NTSE and EYLD is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.76 |
The correlation between NTSE and EYLD has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NTSE vs. EYLD — Risk / Return Rank
NTSE
EYLD
NTSE vs. EYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Cambria Emerging Shareholder Yield ETF (EYLD). 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 | EYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 3.09 | -0.28 |
| Martin ratioReturn relative to average drawdown | 9.50 | 10.12 | -0.62 |
Loading charts...
Drawdowns
NTSE vs. EYLD - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, roughly equal to the maximum EYLD drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for NTSE and EYLD.
Loading charts...
Drawdown Indicators
| NTSE | EYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -41.82% | -1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -10.52% | -3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -20.89% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | -29.27% | -11.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.82% | — |
Current DrawdownCurrent decline from peak | -9.63% | -5.56% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -19.40% | -10.21% | -9.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.21% | +0.98% |
Volatility
NTSE vs. EYLD - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 10.13% compared to Cambria Emerging Shareholder Yield ETF (EYLD) at 6.85%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than EYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NTSE | EYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.13% | 6.85% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 22.38% | 17.72% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.41% | 19.87% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.13% | 18.54% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 21.78% | -1.85% |
NTSE vs. EYLD - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is lower than EYLD's 0.65% expense ratio.
Dividends
NTSE vs. EYLD - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.72%, less than EYLD's 5.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 5.04% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% |
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.72% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSE and EYLD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSE has higher volatility (10.13%) compared to EYLD (6.85%). In terms of maximum drawdown, NTSE dropped -42.84% vs EYLD's -41.82%.
On 5-year performance, EYLD leads with 9.87% vs 5.20% for NTSE. On fees, NTSE is cheaper at 0.38% per year. On volatility, EYLD has been the lower-risk option at 6.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EYLD has performed better with a 9.87% return vs 5.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSE is cheaper with a 0.38% expense ratio, compared with 0.65% for EYLD.
EYLD has the higher dividend yield at 5.04%, compared with 2.72% for NTSE.
NTSE is categorized as Diversified Portfolio, while EYLD is Emerging Markets Equities. They also come from different issuers: WisdomTree and Cambria. Their fees differ too: 0.38% for NTSE and 0.65% for EYLD.
EYLD currently has the higher Sharpe Ratio (1.64 vs 1.64), 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.
Find the right allocation for NTSE and EYLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer