NTSG.DE vs. VOO
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, NTSG.DE returned 20.71% vs 26.46% for VOO. A 0.51 correlation means they provide meaningful diversification when combined. NTSG.DE charges 0.25%/yr vs 0.03%/yr for VOO.
Performance
NTSG.DE vs. VOO - Performance Comparison
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Different Trading Currencies
NTSG.DE is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO 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 VOO's 12.61% return.
NTSG.DE
- 1D
- 0.04%
- 1M
- 5.20%
- YTD
- 8.92%
- 6M
- 7.87%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 0.25%
- 1M
- 5.32%
- YTD
- 12.61%
- 6M
- 11.57%
- 1Y
- 26.46%
- 3Y*
- 19.42%
- 5Y*
- 15.04%
- 10Y*
- 15.30%
NTSG.DE vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
VOO Vanguard S&P 500 ETF | 12.61% | 3.84% | 1.07% |
Correlation
The correlation between NTSG.DE and VOO 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 | 0.51 |
The correlation between NTSG.DE and VOO has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.
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Return for Risk
NTSG.DE vs. VOO — Risk / Return Rank
NTSG.DE
VOO
NTSG.DE vs. VOO - 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 S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.61 | -0.31 |
| Martin ratioReturn relative to average drawdown | 11.64 | 13.65 | -2.01 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.18 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.90 | -0.11 |
Drawdowns
NTSG.DE vs. VOO - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum VOO drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and VOO.
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Drawdown Indicators
| NTSG.DE | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -33.49% | +13.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -7.37% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.87% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.49% | — |
Current DrawdownCurrent decline from peak | -0.09% | -0.18% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -4.03% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.94% | -0.17% |
Volatility
NTSG.DE vs. VOO - Volatility Comparison
WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a higher volatility of 3.24% compared to Vanguard S&P 500 ETF (VOO) at 2.17%. This indicates that NTSG.DE's price experiences larger fluctuations and is considered to be riskier than VOO 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 | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.17% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 8.55% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 12.21% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 16.70% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 18.53% | -4.23% |
NTSG.DE vs. VOO - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is higher than VOO's 0.03% 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. VOO - Dividend Comparison
NTSG.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.02% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
NTSG.DE and VOO 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.
On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOO is cheaper with a 0.03% expense ratio, compared with 0.25% for NTSG.DE.
NTSG.DE is categorized as Global Allocation, while VOO is S&P 500. NTSG.DE tracks WisdomTree Global Efficient Core Index, while VOO tracks S&P 500 Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.25% for NTSG.DE and 0.03% for VOO.
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