PortfoliosLab logo
NTSE vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NTSE and VEA is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

NTSE vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

NTSE:

10.82%

VEA:

17.24%

Max Drawdown

NTSE:

-1.53%

VEA:

-60.69%

Current Drawdown

NTSE:

-0.82%

VEA:

-0.06%

Returns By Period


NTSE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VEA

YTD

12.77%

1M

8.64%

6M

8.93%

1Y

10.01%

5Y*

12.06%

10Y*

5.53%

*Annualized

Compare stocks, funds, or ETFs

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


NTSE vs. VEA - Expense Ratio Comparison

NTSE has a 0.38% expense ratio, which is higher than VEA's 0.05% expense ratio.


Risk-Adjusted Performance

NTSE vs. VEA — Risk-Adjusted Performance Rank

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

NTSE
The Risk-Adjusted Performance Rank of NTSE is 5252
Overall Rank
The Sharpe Ratio Rank of NTSE is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of NTSE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of NTSE is 5454
Omega Ratio Rank
The Calmar Ratio Rank of NTSE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of NTSE is 4949
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 7272
Overall Rank
The Sharpe Ratio Rank of VEA is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NTSE vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Vanguard FTSE Developed Markets ETF (VEA). 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.



Loading data...

Dividends

NTSE vs. VEA - Dividend Comparison

NTSE has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.91%.


TTM20242023202220212020201920182017201620152014
NTSE
WisdomTree Emerging Markets Efficient Core Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.91%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

NTSE vs. VEA - Drawdown Comparison

The maximum NTSE drawdown since its inception was -1.53%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for NTSE and VEA. For additional features, visit the drawdowns tool.


Loading data...

Volatility

NTSE vs. VEA - Volatility Comparison


Loading data...