NTSE vs. VOO
Compare and contrast key facts about WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Vanguard S&P 500 ETF (VOO).
NTSE and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSE or VOO.
Key characteristics
| NTSE | VOO | |
|---|---|---|
| YTD Return | 2.24% | 9.19% |
| 1Y Return | 6.94% | 27.84% |
| Sharpe Ratio | 0.40 | 2.36 |
| Daily Std Dev | 16.10% | 11.57% |
| Max Drawdown | -42.84% | -33.99% |
| Current Drawdown | -25.68% | -1.23% |
Correlation
The correlation between NTSE and VOO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NTSE vs. VOO - Performance Comparison
In the year-to-date period, NTSE achieves a 2.24% return, which is significantly lower than VOO's 9.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VOO - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
NTSE vs. VOO - Risk-Adjusted Performance 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.
Dividends
NTSE vs. VOO - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.41%, more than VOO's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.41% | 2.44% | 3.22% | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.35% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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. For additional features, visit the drawdowns tool.
Volatility
NTSE vs. VOO - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 5.57% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. 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.