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NTSE vs. VWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NTSE vs. VWO - 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 Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTSE achieves a 26.85% return, which is significantly higher than VWO's 10.55% return.


NTSE

1D
-5.15%
1M
3.45%
YTD
26.85%
6M
28.76%
1Y
52.35%
3Y*
23.39%
5Y*
5.82%
10Y*

VWO

1D
-3.07%
1M
0.76%
YTD
10.55%
6M
10.67%
1Y
27.03%
3Y*
17.42%
5Y*
5.09%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSE vs. VWO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NTSE
WisdomTree Emerging Markets Efficient Core Fund
26.85%36.29%4.42%9.47%-26.31%-5.67%
VWO
Vanguard FTSE Emerging Markets ETF
10.55%25.60%10.59%9.25%-17.98%-3.36%

Correlation

The correlation between NTSE and VWO is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since May 20, 2021

0.94

The correlation between NTSE and VWO has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

NTSE vs. VWO — Risk / Return Rank

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

NTSE
NTSE Risk / Return Rank: 7575
Overall Rank
NTSE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NTSE Sortino Ratio Rank: 6868
Sortino Ratio Rank
NTSE Omega Ratio Rank: 7878
Omega Ratio Rank
NTSE Calmar Ratio Rank: 7676
Calmar Ratio Rank
NTSE Martin Ratio Rank: 7676
Martin Ratio Rank

VWO
VWO Risk / Return Rank: 4949
Overall Rank
VWO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 4646
Sortino Ratio Rank
VWO Omega Ratio Rank: 4949
Omega Ratio Rank
VWO Calmar Ratio Rank: 5151
Calmar Ratio Rank
VWO Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTSE vs. VWO - Risk-Adjusted Trends Comparison

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


NTSEVWODifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.43

1.30

+0.13

Calmar ratioReturn relative to maximum drawdown

3.71

2.43

+1.27

Martin ratioReturn relative to average drawdown

13.65

8.56

+5.09

NTSE vs. VWO - Sharpe Ratio Comparison

The current NTSE Sharpe Ratio is 2.25, which is higher than the VWO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of NTSE and VWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NTSE vs. VWO - Drawdown Comparison

The maximum NTSE drawdown since its inception was -42.84%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for NTSE and VWO.


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Drawdown Indicators


NTSEVWODifference

Max Drawdown

Largest peak-to-trough decline

-42.84%

-67.68%

+24.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-11.17%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.73%

-17.37%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-42.65%

-32.60%

-10.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

Current Drawdown

Current decline from peak

-5.15%

-3.07%

-2.08%

Average Drawdown

Average peak-to-trough decline

-19.57%

-15.79%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.17%

+0.68%

Volatility

NTSE vs. VWO - Volatility Comparison

WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 12.65% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 7.37%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTSEVWODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.65%

7.37%

+5.28%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

14.62%

+6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

23.42%

16.94%

+6.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

17.58%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

19.18%

+0.59%

NTSE vs. VWO - Expense Ratio Comparison

NTSE has a 0.38% expense ratio, which is higher than VWO's 0.08% expense ratio.


Dividends

NTSE vs. VWO - Dividend Comparison

NTSE's dividend yield for the trailing twelve months is around 2.61%, more than VWO's 2.33% yield.


PositionTTM20252024202320222021202020192018201720162015
NTSE
WisdomTree Emerging Markets Efficient Core Fund
2.61%3.35%3.23%2.44%3.22%2.10%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
2.33%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Frequently Asked Questions


With a correlation of 0.93, NTSE and VWO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

NTSE has higher volatility (12.65%) compared to VWO (7.37%). In terms of maximum drawdown, NTSE dropped -42.84% vs VWO's -67.68%.

On 5-year performance, NTSE leads with 5.82% vs 5.09% for VWO. On fees, VWO is cheaper at 0.08% per year. On volatility, VWO has been the lower-risk option at 7.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, NTSE has performed better with a 5.82% return vs 5.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VWO is cheaper with a 0.08% expense ratio, compared with 0.38% for NTSE.

NTSE has the higher dividend yield at 2.61%, compared with 2.33% for VWO.

NTSE is categorized as Diversified Portfolio, while VWO is Emerging Markets Equities. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.38% for NTSE and 0.08% for VWO.

NTSE currently has the higher Sharpe Ratio (2.25 vs 1.60), 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.

Portfolio Optimizer

Find the right allocation for NTSE and VWO

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