NTSG.DE vs. V80D.DE
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and V80D.DE (Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing) are both Global Allocation funds. NTSG.DE is passively managed, while V80D.DE is actively managed. Over the past year, NTSG.DE returned 24.04% vs 20.29% for V80D.DE. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
NTSG.DE vs. V80D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NTSG.DE achieves a 12.69% return, which is significantly higher than V80D.DE's 11.08% return.
NTSG.DE
- 1D
- 0.00%
- 1M
- 4.00%
- 6M
- 11.14%
- YTD
- 12.69%
- 1Y
- 24.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
V80D.DE
- 1D
- 0.13%
- 1M
- 0.54%
- 6M
- 9.39%
- YTD
- 11.08%
- 1Y
- 20.29%
- 3Y*
- 14.97%
- 5Y*
- 8.94%
- 10Y*
- —
NTSG.DE vs. V80D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 12.69% | 8.14% | 0.64% |
V80D.DE Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing | 11.08% | 8.03% | 0.41% |
Correlation
The correlation between NTSG.DE and V80D.DE is 0.78, 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 | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.84 |
The correlation between NTSG.DE and V80D.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
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Return for Risk
NTSG.DE vs. V80D.DE — Risk / Return Rank
NTSG.DE
V80D.DE
NTSG.DE vs. V80D.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 Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.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.DE | V80D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 3.61 | +0.24 |
| Martin ratioReturn relative to average drawdown | 13.58 | 14.46 | -0.87 |
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Drawdowns
NTSG.DE vs. V80D.DE - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, which is greater than V80D.DE's maximum drawdown of -16.62%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and V80D.DE.
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Drawdown Indicators
| NTSG.DE | V80D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -16.62% | -3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -5.59% | -0.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.62% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.62% | — |
Current DrawdownCurrent decline from peak | -0.02% | -0.28% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -3.89% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.40% | +0.38% |
Volatility
NTSG.DE vs. V80D.DE - Volatility Comparison
The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 2.07%, while Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) has a volatility of 2.23%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than V80D.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 | V80D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.07% | 2.23% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 6.82% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 9.08% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 10.96% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.09% | 10.76% | +3.33% |
NTSG.DE vs. V80D.DE - Expense Ratio Comparison
Both NTSG.DE and V80D.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
NTSG.DE vs. V80D.DE - Dividend Comparison
NTSG.DE has not paid dividends to shareholders, while V80D.DE's dividend yield for the trailing twelve months is around 1.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V80D.DE Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing | 1.87% | 1.99% | 1.95% | 2.02% | 2.10% | 1.87% |
Frequently Asked Questions
NTSG.DE and V80D.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE and V80D.DE have the same expense ratio: 0.25% per year.
They also come from different issuers: WisdomTree and Vanguard.
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