NTSG.DE vs. ACWI
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and ACWI (iShares MSCI ACWI ETF) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. Both are passively managed. Over the past year, NTSG.DE returned 20.71% vs 27.07% for ACWI. A 0.52 correlation means they provide meaningful diversification when combined. NTSG.DE charges 0.25%/yr vs 0.32%/yr for ACWI.
Performance
NTSG.DE vs. ACWI - Performance Comparison
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Different Trading Currencies
NTSG.DE is traded in EUR, while ACWI is traded in USD. To make them comparable, the ACWI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, NTSG.DE achieves a 8.92% return, which is significantly lower than ACWI's 13.75% return.
NTSG.DE
- 1D
- 0.04%
- 1M
- 5.20%
- YTD
- 8.92%
- 6M
- 7.87%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACWI
- 1D
- 0.16%
- 1M
- 5.15%
- YTD
- 13.75%
- 6M
- 13.38%
- 1Y
- 27.07%
- 3Y*
- 18.15%
- 5Y*
- 12.38%
- 10Y*
- 12.57%
NTSG.DE vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
ACWI iShares MSCI ACWI ETF | 13.75% | 7.89% | 0.89% |
Correlation
The correlation between NTSG.DE and ACWI is 0.53, 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 | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.52 |
The correlation between NTSG.DE and ACWI has been stable across timeframes, ranging from 0.52 to 0.53 - a consistent structural relationship.
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Return for Risk
NTSG.DE vs. ACWI — Risk / Return Rank
NTSG.DE
ACWI
NTSG.DE vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) and iShares MSCI ACWI ETF (ACWI). 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.
| NTSG.DE | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.82 | -0.53 |
| Martin ratioReturn relative to average drawdown | 11.64 | 15.98 | -4.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTSG.DE | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.21 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.55 | +0.24 |
Drawdowns
NTSG.DE vs. ACWI - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum ACWI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and ACWI.
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Drawdown Indicators
| NTSG.DE | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -45.79% | +26.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -7.11% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.80% | — |
Current DrawdownCurrent decline from peak | -0.09% | -0.39% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -6.43% | +2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.70% | +0.07% |
Volatility
NTSG.DE vs. ACWI - Volatility Comparison
WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a higher volatility of 3.24% compared to iShares MSCI ACWI ETF (ACWI) at 3.03%. This indicates that NTSG.DE's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSG.DE | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 3.03% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 9.28% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 12.29% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 15.11% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 16.96% | -2.66% |
NTSG.DE vs. ACWI - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Dividends
NTSG.DE vs. ACWI - Dividend Comparison
NTSG.DE has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.38% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSG.DE and ACWI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE is cheaper with a 0.25% expense ratio, compared with 0.32% for ACWI.
NTSG.DE is categorized as Global Allocation, while ACWI is Global Equities. NTSG.DE tracks WisdomTree Global Efficient Core Index, while ACWI tracks MSCI All Country World Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.25% for NTSG.DE and 0.32% for ACWI.
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