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NTSG.DE vs. F703.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NTSG.DE vs. F703.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) and Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTSG.DE achieves a 12.69% return, which is significantly lower than F703.DE's 14.80% return.


NTSG.DE

1D
0.00%
1M
4.00%
6M
11.14%
YTD
12.69%
1Y
24.04%
3Y*
5Y*
10Y*

F703.DE

1D
0.01%
1M
-2.04%
6M
10.92%
YTD
14.80%
1Y
22.19%
3Y*
15.24%
5Y*
9.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSG.DE vs. F703.DE - Yearly Performance Comparison


Correlation

The correlation between NTSG.DE and F703.DE 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

0.58

The correlation between NTSG.DE and F703.DE has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.

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Return for Risk

NTSG.DE vs. F703.DE — Risk / Return Rank

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

NTSG.DE
NTSG.DE Risk / Return Rank: 8383
Overall Rank
NTSG.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NTSG.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
NTSG.DE Omega Ratio Rank: 8282
Omega Ratio Rank
NTSG.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
NTSG.DE Martin Ratio Rank: 8585
Martin Ratio Rank

F703.DE
F703.DE Risk / Return Rank: 6262
Overall Rank
F703.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
F703.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
F703.DE Omega Ratio Rank: 5252
Omega Ratio Rank
F703.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
F703.DE Martin Ratio Rank: 7777
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.

NTSG.DE vs. F703.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 Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.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.

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.


NTSG.DEF703.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.38

1.27

+0.11

Calmar ratioReturn relative to maximum drawdown

3.86

3.56

+0.30

Martin ratioReturn relative to average drawdown

13.58

11.52

+2.07

NTSG.DE vs. F703.DE - Sharpe Ratio Comparison

The current NTSG.DE Sharpe Ratio is 2.13, which is higher than the F703.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of NTSG.DE and F703.DE, 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

NTSG.DE vs. F703.DE - Drawdown Comparison

The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum F703.DE drawdown of -30.85%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and F703.DE.


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Drawdown Indicators


NTSG.DEF703.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-30.85%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.26%

-6.21%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.56%

Current Drawdown

Current decline from peak

-0.02%

-3.12%

+3.10%

Average Drawdown

Average peak-to-trough decline

-3.49%

-4.29%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.92%

-0.14%

Volatility

NTSG.DE vs. F703.DE - Volatility Comparison

The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 2.07%, while Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.DE) has a volatility of 5.34%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than F703.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.DEF703.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

5.34%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

11.19%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

15.47%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

14.18%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

17.01%

-2.92%

Dividends

NTSG.DE vs. F703.DE - Dividend Comparison

NTSG.DE has not paid dividends to shareholders, while F703.DE's dividend yield for the trailing twelve months is around 1.38%.


PositionTTM20252024202320222021202020192018
F703.DE
Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist)
1.38%1.59%1.54%3.02%1.65%1.14%1.19%0.30%0.66%
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%

Frequently Asked Questions


NTSG.DE and F703.DE 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.

They also come from different issuers: WisdomTree and Amundi.

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