NTSG.DE vs. IWQU.L
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and IWQU.L (iShares MSCI World Quality Factor UCITS) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past year, NTSG.DE returned 20.71% vs 18.96% for IWQU.L. A 0.75 correlation means they provide meaningful diversification when combined. NTSG.DE charges 0.25%/yr vs 0.30%/yr for IWQU.L.
Performance
NTSG.DE vs. IWQU.L - Performance Comparison
Loading charts...
Different Trading Currencies
NTSG.DE is traded in EUR, while IWQU.L is traded in USD. To make them comparable, the IWQU.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 lower than IWQU.L's 9.70% return.
NTSG.DE
- 1D
- 0.04%
- 1M
- 5.20%
- YTD
- 8.92%
- 6M
- 7.87%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWQU.L
- 1D
- 0.71%
- 1M
- 4.29%
- YTD
- 9.70%
- 6M
- 10.08%
- 1Y
- 18.96%
- 3Y*
- 15.26%
- 5Y*
- 11.36%
- 10Y*
- 11.96%
NTSG.DE vs. IWQU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
IWQU.L iShares MSCI World Quality Factor UCITS | 9.70% | 1.60% | 0.35% |
Correlation
The correlation between NTSG.DE and IWQU.L is 0.68, 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 | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.75 |
The correlation between NTSG.DE and IWQU.L has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NTSG.DE vs. IWQU.L — Risk / Return Rank
NTSG.DE
IWQU.L
NTSG.DE vs. IWQU.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 MSCI World Quality Factor UCITS (IWQU.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.
| NTSG.DE | IWQU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.08 | +0.21 |
| Martin ratioReturn relative to average drawdown | 11.64 | 11.47 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NTSG.DE | IWQU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.64 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.77 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.81 | -0.02 |
Drawdowns
NTSG.DE vs. IWQU.L - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum IWQU.L drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and IWQU.L.
Loading charts...
Drawdown Indicators
| NTSG.DE | IWQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -32.36% | +12.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -6.13% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.36% | — |
Current DrawdownCurrent decline from peak | -0.09% | 0.00% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -4.64% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.65% | +0.12% |
Volatility
NTSG.DE vs. IWQU.L - Volatility Comparison
WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a higher volatility of 3.24% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 2.94%. This indicates that NTSG.DE's price experiences larger fluctuations and is considered to be riskier than IWQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NTSG.DE | IWQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.94% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 8.49% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 11.55% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 14.81% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 15.84% | -1.54% |
NTSG.DE vs. IWQU.L - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than IWQU.L's 0.30% expense ratio.
Dividends
NTSG.DE vs. IWQU.L - Dividend Comparison
Neither NTSG.DE nor IWQU.L has paid dividends to shareholders.
Frequently Asked Questions
NTSG.DE and IWQU.L have a correlation of 0.68, 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 0.30% for IWQU.L.
NTSG.DE is categorized as Global Allocation, while IWQU.L is Global Equities. NTSG.DE tracks WisdomTree Global Efficient Core Index, while IWQU.L tracks MSCI ACWI NR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.25% for NTSG.DE and 0.30% for IWQU.L.
Find the right allocation for NTSG.DE and IWQU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer