NTSG.DE vs. IDTP.L
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past year, NTSG.DE returned 22.53% vs 4.85% for IDTP.L. At a 0.22 correlation, their price movements are largely independent. NTSG.DE charges 0.25%/yr vs 0.12%/yr for IDTP.L.
Performance
NTSG.DE vs. IDTP.L - Performance Comparison
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Different Trading Currencies
NTSG.DE is traded in EUR, while IDTP.L is traded in USD. To make them comparable, the IDTP.L 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 higher than IDTP.L's 2.35% return.
NTSG.DE
- 1D
- 0.04%
- 1M
- 2.37%
- YTD
- 8.92%
- 6M
- 9.87%
- 1Y
- 22.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDTP.L
- 1D
- 0.16%
- 1M
- 0.61%
- YTD
- 2.35%
- 6M
- 3.02%
- 1Y
- 4.85%
- 3Y*
- 1.50%
- 5Y*
- 1.73%
- 10Y*
- 2.20%
NTSG.DE vs. IDTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 2.35% | -5.75% | 2.10% |
Correlation
The correlation between NTSG.DE and IDTP.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2024 | 0.22 |
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Return for Risk
NTSG.DE vs. IDTP.L — Risk / Return Rank
NTSG.DE
IDTP.L
NTSG.DE vs. IDTP.L - 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 $ TIPS UCITS ETF USD (Acc) (IDTP.L). 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.DE | IDTP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.14 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 1.05 | +2.24 |
| Martin ratioReturn relative to average drawdown | 11.64 | 2.79 | +8.86 |
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Drawdowns
NTSG.DE vs. IDTP.L - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum IDTP.L drawdown of -44.71%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and IDTP.L.
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Drawdown Indicators
| NTSG.DE | IDTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -44.71% | +25.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -4.50% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.17% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.11% | — |
Current DrawdownCurrent decline from peak | -0.09% | -7.92% | +7.83% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -6.97% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.71% | +0.06% |
Volatility
NTSG.DE vs. IDTP.L - Volatility Comparison
WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a higher volatility of 3.24% compared to iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) at 1.22%. This indicates that NTSG.DE's price experiences larger fluctuations and is considered to be riskier than IDTP.L 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 | IDTP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 1.22% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 4.54% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 6.34% | +4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 8.69% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.28% | 9.09% | +5.19% |
NTSG.DE vs. IDTP.L - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is higher than IDTP.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NTSG.DE vs. IDTP.L - Dividend Comparison
Neither NTSG.DE nor IDTP.L has paid dividends to shareholders.
Frequently Asked Questions
NTSG.DE and IDTP.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.25% for NTSG.DE.
NTSG.DE is categorized as Global Allocation, while IDTP.L is Inflation-Protected Bonds. NTSG.DE tracks WisdomTree Global Efficient Core Index, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.25% for NTSG.DE and 0.12% for IDTP.L.
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