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

NTSG.DE vs. VT

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) and Vanguard Total World Stock ETF (VT).

NTSG.DE and VT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSG.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Efficient Core Index. It was launched on Nov 5, 2024. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both NTSG.DE and VT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

NTSG.DE vs. VT - 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 Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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NTSG.DE vs. VT - Yearly Performance Comparison

2026 (YTD)20252024
NTSG.DE
WisdomTree Global Efficient Core UCITS ETF USD Accumulating		-3.84%8.14%0.20%
VT
Vanguard Total World Stock ETF		-0.15%7.90%0.71%
Different Trading Currencies

NTSG.DE is traded in EUR, while VT is traded in USD. To make them comparable, the VT 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 -3.84% return, which is significantly lower than VT's -2.52% return.

NTSG.DE

1D
0.00%
1M
-4.98%
YTD
-3.84%
6M
0.58%
1Y
9.53%
3Y*
—
5Y*
—
10Y*
—

VT

1D
0.00%
1M
-6.38%
YTD
-2.52%
6M
0.48%
1Y
11.01%
3Y*
13.47%
5Y*
9.09%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Global Efficient Core UCITS ETF USD Accumulating

Vanguard Total World Stock ETF

Often compared with NTSG.DE:
NTSG.DE vs. RSSBNTSG.DE vs. SPYNTSG.DE vs. VWCE.DENTSG.DE vs. ACWINTSG.DE vs. WTD7.DENTSG.DE vs. WQTM.DENTSG.DE vs. WTI2.DE
Often compared with VT:
VT vs. VOOVT vs. VTIVT vs. VXUSVT vs. ACWIVT vs. SPYVT vs. VWRA.LVT vs. VWCE.DE

NTSG.DE vs. VT - Expense Ratio Comparison

NTSG.DE has a 0.25% expense ratio, which is higher than VT's 0.06% 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%.

NTSG.DE
WisdomTree Global Efficient Core UCITS ETF USD Accumulating
VT
Vanguard Total World Stock ETF

Return for Risk

NTSG.DE vs. VT — 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: 3232
Overall Rank
NTSG.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NTSG.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
NTSG.DE Omega Ratio Rank: 3232
Omega Ratio Rank
NTSG.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
NTSG.DE Martin Ratio Rank: 3333
Martin Ratio Rank
VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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. VT - 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 Total World Stock ETF (VT). 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.DEVTDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.59

+0.04

Sortino ratio

Return per unit of downside risk

0.94

0.93

+0.02

Omega ratio

Gain probability vs. loss probability

1.13

1.15

-0.01

Calmar ratio

Return relative to maximum drawdown

0.66

0.88

-0.22

Martin ratio

Return relative to average drawdown

3.03

3.84

-0.80

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTSG.DE vs. VT - Sharpe Ratio Comparison

The current NTSG.DE Sharpe Ratio is 0.64, which is comparable to the VT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of NTSG.DE and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

NTSG.DEVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.59

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.61

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.65

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.52

-0.31

Correlation

The correlation between NTSG.DE and VT is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

NTSG.DE vs. VT - Dividend Comparison

NTSG.DE has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.82%.

TTM20252024202320222021202020192018201720162015
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%
VT
Vanguard Total World Stock ETF		1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

NTSG.DE vs. VT - Drawdown Comparison

The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum VT drawdown of -39.93%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and VT.

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Drawdown Indicators

NTSG.DEVTDifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-50.27%

+30.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-11.84%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.38%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.24%

—

Current Drawdown

Current decline from peak

-5.91%

-6.89%

+0.98%

Average Drawdown

Average peak-to-trough decline

-4.04%

-7.08%

+3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.55%

+0.11%

Volatility

NTSG.DE vs. VT - Volatility Comparison

The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 3.27%, while Vanguard Total World Stock ETF (VT) has a volatility of 4.52%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NTSG.DEVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

4.52%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.75%

9.49%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

18.62%

-3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

14.96%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.48%

17.09%

-2.61%