NTSE vs. SPLS
NTSE (WisdomTree Emerging Markets Efficient Core Fund) and SPLS (PIMCO U.S. Stocks PLUS Active Bond ETF) are both Diversified Portfolio funds. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. NTSE charges 0.38%/yr vs 0.18%/yr for SPLS.
Performance
NTSE vs. SPLS - Performance Comparison
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Returns By Period
NTSE
- 1D
- -1.17%
- 1M
- 11.32%
- YTD
- 32.02%
- 6M
- 34.98%
- 1Y
- 64.08%
- 3Y*
- 25.03%
- 5Y*
- 6.43%
- 10Y*
- —
SPLS
- 1D
- -0.65%
- 1M
- 5.18%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSE vs. SPLS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 24.59% |
SPLS PIMCO U.S. Stocks PLUS Active Bond ETF | 9.37% |
Correlation
The correlation between NTSE and SPLS is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 20, 2026 | 0.83 |
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Return for Risk
NTSE vs. SPLS — Risk / Return Rank
NTSE
SPLS
NTSE vs. SPLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and PIMCO U.S. Stocks PLUS Active Bond ETF (SPLS). 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 | SPLS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.57 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.54 | — | — |
| Martin ratioReturn relative to average drawdown | 17.57 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTSE | SPLS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.11 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.82 | -1.43 |
Drawdowns
NTSE vs. SPLS - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, which is greater than SPLS's maximum drawdown of -9.24%. Use the drawdown chart below to compare losses from any high point for NTSE and SPLS.
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Drawdown Indicators
| NTSE | SPLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -9.24% | -33.60% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -42.84% | — | — |
Current DrawdownCurrent decline from peak | -1.17% | -0.65% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -19.74% | -1.85% | -17.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | — | — |
Volatility
NTSE vs. SPLS - Volatility Comparison
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Volatility by Period
| NTSE | SPLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.18% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.73% | 15.02% | +5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 15.02% | +4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 15.02% | +4.21% |
NTSE vs. SPLS - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than SPLS's 0.18% expense ratio.
Dividends
NTSE vs. SPLS - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.51%, more than SPLS's 0.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.51% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% |
SPLS PIMCO U.S. Stocks PLUS Active Bond ETF | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSE and SPLS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPLS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPLS is cheaper with a 0.18% expense ratio, compared with 0.38% for NTSE.
NTSE has the higher dividend yield at 2.51%, compared with 0.22% for SPLS.
They also come from different issuers: WisdomTree and PIMCO. Their fees differ too: 0.38% for NTSE and 0.18% for SPLS.
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