NTSG.DE vs. VZLE.DE
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and VZLE.DE (WisdomTree Physical Precious Metals) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while VZLE.DE is a Precious Metals fund tracking the LBMA & LPPM Precious Metals Price PM - Benchmark Price Return. Both are passively managed. Over the past year, NTSG.DE returned 20.71% vs 45.87% for VZLE.DE. At a 0.25 correlation, their price movements are largely independent. NTSG.DE charges 0.25%/yr vs 0.44%/yr for VZLE.DE.
Performance
NTSG.DE vs. VZLE.DE - Performance Comparison
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Different Trading Currencies
NTSG.DE is traded in EUR, while VZLE.DE is traded in USD. To make them comparable, the VZLE.DE 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 VZLE.DE's -1.12% return.
NTSG.DE
- 1D
- 0.04%
- 1M
- 5.20%
- YTD
- 8.92%
- 6M
- 7.87%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VZLE.DE
- 1D
- -0.44%
- 1M
- -1.27%
- YTD
- -1.12%
- 6M
- 10.90%
- 1Y
- 45.87%
- 3Y*
- 21.82%
- 5Y*
- 13.65%
- 10Y*
- 12.20%
NTSG.DE vs. VZLE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
VZLE.DE WisdomTree Physical Precious Metals | -1.12% | 50.99% | 2.74% |
Correlation
The correlation between NTSG.DE and VZLE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.25 |
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Return for Risk
NTSG.DE vs. VZLE.DE — Risk / Return Rank
NTSG.DE
VZLE.DE
NTSG.DE vs. VZLE.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 WisdomTree Physical Precious Metals (VZLE.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.
| NTSG.DE | VZLE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.02 | +1.27 |
| Martin ratioReturn relative to average drawdown | 11.64 | 4.73 | +6.91 |
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 | VZLE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.42 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.46 | +0.33 |
Drawdowns
NTSG.DE vs. VZLE.DE - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum VZLE.DE drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and VZLE.DE.
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Drawdown Indicators
| NTSG.DE | VZLE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -39.29% | +19.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -22.56% | +16.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.94% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.94% | — |
Current DrawdownCurrent decline from peak | -0.09% | -20.66% | +20.57% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -13.88% | +10.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 9.66% | -7.89% |
Volatility
NTSG.DE vs. VZLE.DE - Volatility Comparison
The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 3.24%, while WisdomTree Physical Precious Metals (VZLE.DE) has a volatility of 6.89%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than VZLE.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 | VZLE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 6.89% | -3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 28.75% | -20.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 32.12% | -21.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 23.25% | -8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 20.78% | -6.48% |
NTSG.DE vs. VZLE.DE - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than VZLE.DE's 0.44% expense ratio.
Dividends
NTSG.DE vs. VZLE.DE - Dividend Comparison
Neither NTSG.DE nor VZLE.DE has paid dividends to shareholders.
Frequently Asked Questions
NTSG.DE and VZLE.DE have a correlation of 0.28, 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 0.44% for VZLE.DE.
NTSG.DE is categorized as Global Allocation, while VZLE.DE is Precious Metals. NTSG.DE tracks WisdomTree Global Efficient Core Index, while VZLE.DE tracks LBMA & LPPM Precious Metals Price PM - Benchmark Price Return. Their fees differ too: 0.25% for NTSG.DE and 0.44% for VZLE.DE.
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