NTSG.DE vs. EXAG.DE
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while EXAG.DE is a Commodities fund tracking the Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Both are passively managed. Over the past year, NTSG.DE returned 20.71% vs 60.10% for EXAG.DE. At a 0.02 correlation, their price movements are largely independent. NTSG.DE charges 0.25%/yr vs 0.60%/yr for EXAG.DE.
Performance
NTSG.DE vs. EXAG.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 EXAG.DE's 23.44% return.
NTSG.DE
- 1D
- 0.04%
- 1M
- 5.20%
- YTD
- 8.92%
- 6M
- 7.87%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXAG.DE
- 1D
- -1.00%
- 1M
- -3.06%
- YTD
- 23.44%
- 6M
- 33.80%
- 1Y
- 60.10%
- 3Y*
- 18.34%
- 5Y*
- —
- 10Y*
- —
NTSG.DE vs. EXAG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
EXAG.DE WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc | 23.44% | 32.86% | -0.61% |
Correlation
The correlation between NTSG.DE and EXAG.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.02 |
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Return for Risk
NTSG.DE vs. EXAG.DE — Risk / Return Rank
NTSG.DE
EXAG.DE
NTSG.DE vs. EXAG.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 WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.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 | EXAG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.45 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 5.01 | -1.72 |
| Martin ratioReturn relative to average drawdown | 11.64 | 17.27 | -5.63 |
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 | EXAG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.73 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.53 | +0.26 |
Drawdowns
NTSG.DE vs. EXAG.DE - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum EXAG.DE drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and EXAG.DE.
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Drawdown Indicators
| NTSG.DE | EXAG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -35.04% | +15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -11.94% | +5.68% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.69% | — |
Current DrawdownCurrent decline from peak | -0.09% | -6.47% | +6.38% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -21.25% | +17.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 3.47% | -1.70% |
Volatility
NTSG.DE vs. EXAG.DE - Volatility Comparison
The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 3.24%, while WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) has a volatility of 5.02%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than EXAG.DE 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 | EXAG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 5.02% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 19.08% | -10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 21.98% | -10.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 20.80% | -6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 20.80% | -6.50% |
NTSG.DE vs. EXAG.DE - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than EXAG.DE's 0.60% expense ratio.
Dividends
NTSG.DE vs. EXAG.DE - Dividend Comparison
Neither NTSG.DE nor EXAG.DE has paid dividends to shareholders.
Frequently Asked Questions
NTSG.DE and EXAG.DE have a correlation of -0.03, 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 0.60% for EXAG.DE.
NTSG.DE is categorized as Global Allocation, while EXAG.DE is Commodities. NTSG.DE tracks WisdomTree Global Efficient Core Index, while EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Their fees differ too: 0.25% for NTSG.DE and 0.60% for EXAG.DE.
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