NTSE vs. IBIC
NTSE (WisdomTree Emerging Markets Efficient Core Fund) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - NTSE is a Diversified Portfolio fund actively managed by WisdomTree, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. NTSE is actively managed, while IBIC is passively managed. Over the past year, NTSE returned 61.13% vs 4.44% for IBIC. At a 0.06 correlation, their price movements are largely independent. NTSE charges 0.38%/yr vs 0.10%/yr for IBIC.
Performance
NTSE vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, NTSE achieves a 33.62% return, which is significantly higher than IBIC's 2.33% return.
NTSE
- 1D
- 3.54%
- 1M
- 12.13%
- YTD
- 33.62%
- 6M
- 37.19%
- 1Y
- 61.13%
- 3Y*
- 23.97%
- 5Y*
- 7.21%
- 10Y*
- —
IBIC
- 1D
- 0.10%
- 1M
- -0.17%
- YTD
- 2.33%
- 6M
- 2.53%
- 1Y
- 4.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSE vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 33.62% | 36.29% | 4.42% | 5.63% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.33% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between NTSE and IBIC is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.06 |
The correlation between NTSE and IBIC shifts across timeframes, from -0.18 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NTSE vs. IBIC — Risk / Return Rank
NTSE
IBIC
NTSE vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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 | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -5.54 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 2.23 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 16.64 | -12.31 |
| Martin ratioReturn relative to average drawdown | 16.00 | 59.19 | -43.19 |
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Drawdowns
NTSE vs. IBIC - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for NTSE and IBIC.
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Drawdown Indicators
| NTSE | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -0.90% | -41.94% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -0.27% | -13.93% |
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 | 0.00% | -0.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -19.59% | -0.10% | -19.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 0.08% | +3.75% |
Volatility
NTSE vs. IBIC - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 11.39% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.22%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSE | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.39% | 0.22% | +11.17% |
Volatility (6M)Calculated over the trailing 6-month period | 20.66% | 0.67% | +19.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 0.89% | +21.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.74% | 1.57% | +18.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 1.57% | +18.08% |
NTSE vs. IBIC - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
NTSE vs. IBIC - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.48%, less than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% | 0.00% | 0.00% |
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.48% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% |
Frequently Asked Questions
NTSE and IBIC have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSE has higher volatility (11.39%) compared to IBIC (0.22%). In terms of maximum drawdown, NTSE dropped -42.84% vs IBIC's -0.90%.
On 1-year performance, NTSE leads with 61.13% vs 4.44% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NTSE has performed better with a 61.13% return vs 4.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.38% for NTSE.
IBIC has the higher dividend yield at 3.59%, compared with 2.48% for NTSE.
NTSE is categorized as Diversified Portfolio, while IBIC is Inflation-Protected Bonds. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for NTSE and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.99 vs 2.69), 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.
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