NTSE vs. IEMG
Compare and contrast key facts about WisdomTree Emerging Markets Efficient Core Fund (NTSE) and iShares Core MSCI Emerging Markets ETF (IEMG).
NTSE and IEMG 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. IEMG is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSE or IEMG.
Performance
NTSE vs. IEMG - Performance Comparison
Returns By Period
In the year-to-date period, NTSE achieves a 7.25% return, which is significantly lower than IEMG's 8.41% return.
NTSE
7.25%
-6.17%
1.43%
13.73%
N/A
N/A
IEMG
8.41%
-5.25%
0.12%
13.35%
3.87%
3.33%
Key characteristics
| NTSE | IEMG | |
|---|---|---|
| Sharpe Ratio | 0.85 | 0.90 |
| Sortino Ratio | 1.29 | 1.34 |
| Omega Ratio | 1.16 | 1.16 |
| Calmar Ratio | 0.43 | 0.53 |
| Martin Ratio | 4.08 | 4.42 |
| Ulcer Index | 3.40% | 3.06% |
| Daily Std Dev | 16.27% | 15.08% |
| Max Drawdown | -42.84% | -38.72% |
| Current Drawdown | -22.04% | -14.14% |
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NTSE vs. IEMG - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than IEMG's 0.14% expense ratio.
Correlation
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.
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.
Dividends
NTSE vs. IEMG - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.27%, less than IEMG's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.27% | 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% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
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.
Volatility
NTSE vs. IEMG - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 5.28% compared to iShares Core MSCI Emerging Markets ETF (IEMG) at 4.61%. 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.