NTSG.DE vs. AVWS.DE
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and AVWS.DE (Avantis Global Small Cap Value UCITS ETF USD Acc EUR) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while AVWS.DE is a Foreign Small & Mid Cap Equities fund actively managed by Avantis. NTSG.DE is passively managed, while AVWS.DE is actively managed. Over the past year, NTSG.DE returned 20.71% vs 34.95% for AVWS.DE. A 0.59 correlation means they provide meaningful diversification when combined. NTSG.DE charges 0.25%/yr vs 0.39%/yr for AVWS.DE.
Performance
NTSG.DE vs. AVWS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NTSG.DE achieves a 8.92% return, which is significantly lower than AVWS.DE's 18.30% return.
NTSG.DE
- 1D
- 0.04%
- 1M
- 5.20%
- YTD
- 8.92%
- 6M
- 7.87%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVWS.DE
- 1D
- 0.39%
- 1M
- 1.51%
- YTD
- 18.30%
- 6M
- 18.97%
- 1Y
- 34.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSG.DE vs. AVWS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
AVWS.DE Avantis Global Small Cap Value UCITS ETF USD Acc EUR | 18.30% | 7.87% | -3.23% |
Correlation
The correlation between NTSG.DE and AVWS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.59 |
The correlation between NTSG.DE and AVWS.DE shifts across timeframes, from 0.48 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NTSG.DE vs. AVWS.DE — Risk / Return Rank
NTSG.DE
AVWS.DE
NTSG.DE vs. AVWS.DE - 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 Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE). 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 | AVWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 5.44 | -2.15 |
| Martin ratioReturn relative to average drawdown | 11.64 | 20.29 | -8.65 |
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 | AVWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.40 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 1.08 | -0.29 |
Drawdowns
NTSG.DE vs. AVWS.DE - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum AVWS.DE drawdown of -25.21%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and AVWS.DE.
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Drawdown Indicators
| NTSG.DE | AVWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -25.21% | +5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -6.39% | +0.13% |
Current DrawdownCurrent decline from peak | -0.09% | -0.39% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -5.13% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.72% | +0.05% |
Volatility
NTSG.DE vs. AVWS.DE - Volatility Comparison
WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) have volatilities of 3.24% and 3.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSG.DE | AVWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 3.27% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 9.60% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 14.48% | -3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 18.12% | -3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 18.12% | -3.82% |
NTSG.DE vs. AVWS.DE - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than AVWS.DE's 0.39% expense ratio.
Dividends
NTSG.DE vs. AVWS.DE - Dividend Comparison
Neither NTSG.DE nor AVWS.DE has paid dividends to shareholders.
Frequently Asked Questions
NTSG.DE and AVWS.DE have a correlation of 0.48, 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 0.39% for AVWS.DE.
NTSG.DE is categorized as Global Allocation, while AVWS.DE is Foreign Small & Mid Cap Equities. They also come from different issuers: WisdomTree and Avantis. Their fees differ too: 0.25% for NTSG.DE and 0.39% for AVWS.DE.
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