NTSE vs. VTI
Compare and contrast key facts about WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Vanguard Total Stock Market ETF (VTI).
NTSE and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSE or VTI.
Key characteristics
| NTSE | VTI | |
|---|---|---|
| YTD Return | -3.78% | 4.76% |
| 1Y Return | 1.39% | 22.66% |
| Sharpe Ratio | 0.02 | 1.88 |
| Daily Std Dev | 15.86% | 12.15% |
| Max Drawdown | -42.84% | -55.45% |
| Current Drawdown | -30.06% | -4.72% |
Correlation
The correlation between NTSE and VTI is 0.63, 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. VTI - Performance Comparison
In the year-to-date period, NTSE achieves a -3.78% return, which is significantly lower than VTI's 4.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NTSE vs. VTI - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
NTSE vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.56%, more than VTI's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.56% | 2.44% | 3.22% | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.43% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NTSE vs. VTI - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NTSE and VTI. For additional features, visit the drawdowns tool.
Volatility
NTSE vs. VTI - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 4.33% compared to Vanguard Total Stock Market ETF (VTI) at 3.36%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.