NTSE vs. XLG
Compare and contrast key facts about WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Invesco S&P 500® Top 50 ETF (XLG).
NTSE and XLG 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. XLG is a passively managed fund by Invesco that tracks the performance of the Russell Top 50 Index. It was launched on May 10, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSE or XLG.
Performance
NTSE vs. XLG - Performance Comparison
Returns By Period
In the year-to-date period, NTSE achieves a 7.25% return, which is significantly lower than XLG's 30.11% return.
NTSE
7.25%
-6.17%
1.43%
13.73%
N/A
N/A
XLG
30.11%
0.83%
13.36%
35.37%
18.26%
14.84%
Key characteristics
| NTSE | XLG | |
|---|---|---|
| Sharpe Ratio | 0.85 | 2.39 |
| Sortino Ratio | 1.29 | 3.14 |
| Omega Ratio | 1.16 | 1.44 |
| Calmar Ratio | 0.43 | 3.11 |
| Martin Ratio | 4.08 | 12.93 |
| Ulcer Index | 3.40% | 2.73% |
| Daily Std Dev | 16.27% | 14.78% |
| Max Drawdown | -42.84% | -52.39% |
| Current Drawdown | -22.04% | -2.09% |
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NTSE vs. XLG - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than XLG's 0.20% expense ratio.
Correlation
The correlation between NTSE and XLG is 0.57, 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.
Risk-Adjusted Performance
NTSE vs. XLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and Invesco S&P 500® Top 50 ETF (XLG). 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. XLG - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.27%, more than XLG's 0.73% 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% |
XLG Invesco S&P 500® Top 50 ETF | 0.73% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
Drawdowns
NTSE vs. XLG - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for NTSE and XLG. For additional features, visit the drawdowns tool.
Volatility
NTSE vs. XLG - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 5.28% compared to Invesco S&P 500® Top 50 ETF (XLG) at 4.94%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.