NTSE vs. VOO
NTSE (WisdomTree Emerging Markets Efficient Core Fund) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - NTSE is a Diversified Portfolio fund actively managed by WisdomTree, while VOO is a S&P 500 fund tracking the S&P 500 Index. NTSE is actively managed, while VOO is passively managed. Over the past 5 years, NTSE returned 7.15%/yr vs 13.58%/yr for VOO. A 0.63 correlation means they provide meaningful diversification when combined. NTSE charges 0.38%/yr vs 0.03%/yr for VOO.
Performance
NTSE vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, NTSE achieves a 33.74% return, which is significantly higher than VOO's 9.75% return.
NTSE
- 1D
- 0.09%
- 1M
- 9.06%
- YTD
- 33.74%
- 6M
- 36.20%
- 1Y
- 62.23%
- 3Y*
- 25.59%
- 5Y*
- 7.15%
- 10Y*
- —
VOO
- 1D
- -0.29%
- 1M
- 0.08%
- YTD
- 9.75%
- 6M
- 9.30%
- 1Y
- 26.77%
- 3Y*
- 21.36%
- 5Y*
- 13.58%
- 10Y*
- 15.77%
NTSE vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 33.74% | 36.29% | 4.42% | 9.47% | -26.31% | -5.67% |
VOO Vanguard S&P 500 ETF | 9.75% | 17.82% | 24.98% | 26.32% | -18.17% | 16.78% |
Correlation
The correlation between NTSE and VOO is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.63 |
The correlation between NTSE and VOO has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.
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Return for Risk
NTSE vs. VOO — Risk / Return Rank
NTSE
VOO
NTSE vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Vanguard S&P 500 ETF (VOO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NTSE | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.39 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 3.02 | +1.38 |
| Martin ratioReturn relative to average drawdown | 16.28 | 13.58 | +2.70 |
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Drawdowns
NTSE vs. VOO - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NTSE and VOO.
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Drawdown Indicators
| NTSE | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -33.99% | -8.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -8.90% | -5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -18.69% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -42.65% | -24.52% | -18.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.74% | +1.74% |
Average DrawdownAverage peak-to-trough decline | -19.58% | -3.68% | -15.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 1.98% | +1.85% |
Volatility
NTSE vs. VOO - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 11.30% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSE | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.30% | 4.60% | +6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 20.63% | 9.73% | +10.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.84% | 12.39% | +10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.75% | 16.90% | +2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 18.05% | +1.59% |
NTSE vs. VOO - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
NTSE vs. VOO - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.48%, more than VOO's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.48% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.04% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
NTSE and VOO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSE has higher volatility (11.30%) compared to VOO (4.60%). In terms of maximum drawdown, NTSE dropped -42.84% vs VOO's -33.99%.
On 5-year performance, VOO leads with 13.58% vs 7.15% for NTSE. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 4.60%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VOO has performed better with a 13.58% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VOO is cheaper with a 0.03% expense ratio, compared with 0.38% for NTSE.
NTSE has the higher dividend yield at 2.48%, compared with 1.04% for VOO.
NTSE is categorized as Diversified Portfolio, while VOO is S&P 500. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.38% for NTSE and 0.03% for VOO.
NTSE currently has the higher Sharpe Ratio (2.74 vs 2.17), 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.
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