NTSE vs. VEA
Compare and contrast key facts about WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Vanguard FTSE Developed Markets ETF (VEA).
NTSE and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSE or VEA.
Performance
NTSE vs. VEA - Performance Comparison
Returns By Period
In the year-to-date period, NTSE achieves a 7.25% return, which is significantly higher than VEA's 4.90% return.
NTSE
7.25%
-6.17%
1.43%
13.73%
N/A
N/A
VEA
4.90%
-4.77%
-2.27%
11.88%
5.94%
5.30%
Key characteristics
| NTSE | VEA | |
|---|---|---|
| Sharpe Ratio | 0.85 | 1.03 |
| Sortino Ratio | 1.29 | 1.48 |
| Omega Ratio | 1.16 | 1.18 |
| Calmar Ratio | 0.43 | 1.51 |
| Martin Ratio | 4.08 | 5.08 |
| Ulcer Index | 3.40% | 2.61% |
| Daily Std Dev | 16.27% | 12.82% |
| Max Drawdown | -42.84% | -60.70% |
| Current Drawdown | -22.04% | -7.41% |
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NTSE vs. VEA - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than VEA's 0.05% expense ratio.
Correlation
The correlation between NTSE and VEA is 0.77, 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. 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.
Dividends
NTSE vs. VEA - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.27%, less than VEA's 3.04% 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% |
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
NTSE vs. VEA - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for NTSE and VEA. For additional features, visit the drawdowns tool.
Volatility
NTSE vs. VEA - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 5.28% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.75%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.