NTSE vs. QGRW

Last updated Jun 5, 2026

NTSE (WisdomTree Emerging Markets Efficient Core Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - NTSE is a Diversified Portfolio fund actively managed by WisdomTree, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. NTSE is actively managed, while QGRW is passively managed. Over the past 3 years, NTSE returned 24.55%/yr vs 29.12%/yr for QGRW. A 0.58 correlation means they provide meaningful diversification when combined. NTSE charges 0.38%/yr vs 0.28%/yr for QGRW.

Performance

NTSE vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Efficient Core Fund (NTSE) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTSE achieves a 30.29% return, which is significantly higher than QGRW's 15.43% return.

NTSE

• 1D: -1.31%
• 1M: 7.69%
• YTD: 30.29%
• 6M: 33.64%
• 1Y: 59.40%
• 3Y*: 24.55%
• 5Y*: 6.15%
• 10Y*: —

QGRW

• 1D: 0.00%
• 1M: 8.02%
• YTD: 15.43%
• 6M: 14.33%
• 1Y: 35.04%
• 3Y*: 29.12%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSE vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NTSE WisdomTree Emerging Markets Efficient Core Fund	30.29%	36.29%	4.42%	9.47%	-1.00%
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	34.85%	56.05%	-3.30%

Correlation

The correlation between NTSE and QGRW is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.58

The correlation between NTSE and QGRW shifts across timeframes, from 0.58 (all time) to 0.68 (1 year), reflecting how their relationship changes across market environments.

NTSE vs. QGRW - Sectors Allocation Comparison

Sectors	NTSE	QGRW
Consumer Cyclical	2.2%	12.4%
Financial Services	2.1%	4.1%
Communication Services	1.8%	17.8%
Technology	0.8%	52.1%
Basic Materials	0.5%	-
Consumer Defensive	0.3%	0.5%
Industrials	0.2%	8.0%
Healthcare	0.2%	4.3%
Energy	0.1%	0.6%
Real Estate	0.1%	-
Utilities	0.0%	0.4%

Return for Risk

NTSE vs. QGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NTSE

NTSE Risk / Return Rank: 85
NTSE Sharpe Ratio Rank: 87
NTSE Sortino Ratio Rank: 86
NTSE Omega Ratio Rank: 87
NTSE Calmar Ratio Rank: 81
NTSE Martin Ratio Rank: 82

QGRW

QGRW Risk / Return Rank: 55
QGRW Sharpe Ratio Rank: 62
QGRW Sortino Ratio Rank: 58
QGRW Omega Ratio Rank: 58
QGRW Calmar Ratio Rank: 47
QGRW Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTSE vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and WisdomTree U.S. Quality Growth Fund (QGRW). 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	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	2.88	2.02	+0.85
Sortino ratio: Return per unit of downside risk	3.82	2.71	+1.11
Omega ratio: Gain probability vs. loss probability	1.53	1.35	+0.18
Calmar ratio: Return relative to maximum drawdown	4.21	2.28	+1.93
Martin ratio: Return relative to average drawdown	16.27	8.92	+7.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTSE vs. QGRW - Sharpe Ratio Comparison

The current NTSE Sharpe Ratio is 2.88, which is higher than the QGRW Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of NTSE and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NTSE	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.88	2.02	+0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	1.65	-1.29

Drawdowns

NTSE vs. QGRW - Drawdown Comparison

The maximum NTSE drawdown since its inception was -42.84%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for NTSE and QGRW.

Drawdown Indicators

	NTSE	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-42.84%	-24.40%	-18.44%
Max Drawdown (1Y) Largest decline over 1 year	-14.20%	-15.44%	+1.24%
Max Drawdown (3Y) Largest decline over 3 years	-18.73%	-24.40%	+5.67%
Max Drawdown (5Y) Largest decline over 5 years	-42.84%	—	—
Current Drawdown Current decline from peak	-2.47%	-1.33%	-1.14%
Average Drawdown Average peak-to-trough decline	-19.72%	-3.26%	-16.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	3.94%	-0.28%

Volatility

NTSE vs. QGRW - Volatility Comparison

WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 9.12% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 4.69%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSE	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.12%	4.69%	+4.43%
Volatility (6M) Calculated over the trailing 6-month period	18.25%	13.67%	+4.58%
Volatility (1Y) Calculated over the trailing 1-year period	20.79%	17.39%	+3.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.26%	21.07%	-1.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.24%	21.07%	-1.83%

NTSE vs. QGRW - Expense Ratio Comparison

NTSE has a 0.38% expense ratio, which is higher than QGRW's 0.28% expense ratio.

Dividends

NTSE vs. QGRW - Dividend Comparison

NTSE's dividend yield for the trailing twelve months is around 2.54%, more than QGRW's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021
NTSE WisdomTree Emerging Markets Efficient Core Fund	2.54%	3.35%	3.23%	2.44%	3.22%	2.10%
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NTSE and QGRW in my portfolio?

NTSE and QGRW have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTSE or QGRW?

NTSE has higher volatility (9.12%) compared to QGRW (4.69%). In terms of maximum drawdown, NTSE dropped -42.84% vs QGRW's -24.40%.

Which ETF is better, NTSE or QGRW?

On 3-year performance, QGRW leads with 29.12% vs 24.55% for NTSE. On fees, QGRW is cheaper at 0.28% per year. On volatility, QGRW has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSE or QGRW?

Over the 3-year period, QGRW has performed better with a 29.12% return vs 24.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSE or QGRW?

QGRW is cheaper with a 0.28% expense ratio, compared with 0.38% for NTSE.

Which ETF pays a higher dividend yield, NTSE or QGRW?

NTSE has the higher dividend yield at 2.54%, compared with 0.07% for QGRW.

What is the main difference between NTSE and QGRW?

NTSE is categorized as Diversified Portfolio, while QGRW is Large Cap Growth Equities. Their fees differ too: 0.38% for NTSE and 0.28% for QGRW.

Which has better risk-adjusted returns?

NTSE currently has the higher Sharpe Ratio (2.88 vs 2.02), 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.