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NTSE vs. IEMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NTSEIEMG
YTD Return2.80%5.40%
1Y Return7.25%13.44%
Sharpe Ratio0.440.90
Daily Std Dev16.10%14.39%
Max Drawdown-42.84%-38.72%
Current Drawdown-25.27%-16.52%

Correlation

-0.50.00.51.01.0

The correlation between NTSE and IEMG is 0.96, 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.

Performance

NTSE vs. IEMG - Performance Comparison

In the year-to-date period, NTSE achieves a 2.80% return, which is significantly lower than IEMG's 5.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-25.00%-20.00%-15.00%-10.00%December2024FebruaryMarchAprilMay
-21.77%
-11.03%
NTSE
IEMG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree Emerging Markets Efficient Core Fund

iShares Core MSCI Emerging Markets ETF

NTSE vs. IEMG - Expense Ratio Comparison

NTSE has a 0.38% expense ratio, which is higher than IEMG's 0.14% expense ratio.


NTSE
WisdomTree Emerging Markets Efficient Core Fund
Expense ratio chart for NTSE: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for IEMG: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

NTSE vs. IEMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and iShares Core MSCI Emerging Markets ETF (IEMG). 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
Sharpe ratio
The chart of Sharpe ratio for NTSE, currently valued at 0.44, compared to the broader market0.002.004.000.44
Sortino ratio
The chart of Sortino ratio for NTSE, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.74
Omega ratio
The chart of Omega ratio for NTSE, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for NTSE, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.0014.000.19
Martin ratio
The chart of Martin ratio for NTSE, currently valued at 1.15, compared to the broader market0.0020.0040.0060.0080.001.15
IEMG
Sharpe ratio
The chart of Sharpe ratio for IEMG, currently valued at 0.90, compared to the broader market0.002.004.000.90
Sortino ratio
The chart of Sortino ratio for IEMG, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.37
Omega ratio
The chart of Omega ratio for IEMG, currently valued at 1.16, compared to the broader market0.501.001.502.002.501.16
Calmar ratio
The chart of Calmar ratio for IEMG, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.0014.000.45
Martin ratio
The chart of Martin ratio for IEMG, currently valued at 2.54, compared to the broader market0.0020.0040.0060.0080.002.54

NTSE vs. IEMG - Sharpe Ratio Comparison

The current NTSE Sharpe Ratio is 0.44, which is lower than the IEMG Sharpe Ratio of 0.90. The chart below compares the 12-month rolling Sharpe Ratio of NTSE and IEMG.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.44
0.90
NTSE
IEMG

Dividends

NTSE vs. IEMG - Dividend Comparison

NTSE's dividend yield for the trailing twelve months is around 2.39%, less than IEMG's 2.74% yield.


TTM20232022202120202019201820172016201520142013
NTSE
WisdomTree Emerging Markets Efficient Core Fund
2.39%2.44%3.22%2.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.74%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%

Drawdowns

NTSE vs. IEMG - Drawdown Comparison

The maximum NTSE drawdown since its inception was -42.84%, which is greater than IEMG's maximum drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for NTSE and IEMG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%December2024FebruaryMarchAprilMay
-25.27%
-14.91%
NTSE
IEMG

Volatility

NTSE vs. IEMG - Volatility Comparison

WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 4.93% compared to iShares Core MSCI Emerging Markets ETF (IEMG) at 4.62%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.93%
4.62%
NTSE
IEMG