NTSG.DE vs. WRNA.DE
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and WRNA.DE (WisdomTree BioRevolution UCITS ETF USD Acc) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while WRNA.DE is a Health & Biotech Equities fund tracking the WisdomTree BioRevolution ESG Screened. Both are passively managed. Over the past year, NTSG.DE returned 23.31% vs 57.51% for WRNA.DE. At a 0.47 correlation, their price movements are largely independent. NTSG.DE charges 0.25%/yr vs 0.45%/yr for WRNA.DE.
Performance
NTSG.DE vs. WRNA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NTSG.DE achieves a 10.38% return, which is significantly lower than WRNA.DE's 19.25% return.
NTSG.DE
- 1D
- 0.00%
- 1M
- 2.83%
- YTD
- 10.38%
- 6M
- 11.12%
- 1Y
- 23.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WRNA.DE
- 1D
- 0.00%
- 1M
- 12.56%
- YTD
- 19.25%
- 6M
- 18.65%
- 1Y
- 57.51%
- 3Y*
- 4.92%
- 5Y*
- —
- 10Y*
- —
NTSG.DE vs. WRNA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 10.38% | 8.14% | 0.64% |
WRNA.DE WisdomTree BioRevolution UCITS ETF USD Acc | 19.25% | 9.13% | -8.19% |
Correlation
The correlation between NTSG.DE and WRNA.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.47 |
The correlation between NTSG.DE and WRNA.DE shifts across timeframes, from 0.34 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NTSG.DE vs. WRNA.DE — Risk / Return Rank
NTSG.DE
WRNA.DE
NTSG.DE vs. WRNA.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 BioRevolution UCITS ETF USD Acc (WRNA.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 | WRNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 4.31 | -0.57 |
| Martin ratioReturn relative to average drawdown | 13.16 | 11.45 | +1.70 |
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Drawdowns
NTSG.DE vs. WRNA.DE - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum WRNA.DE drawdown of -52.35%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and WRNA.DE.
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Drawdown Indicators
| NTSG.DE | WRNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -52.35% | +32.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -13.42% | +7.16% |
Max Drawdown (3Y)Largest decline over 3 years | — | -39.34% | — |
Current DrawdownCurrent decline from peak | -0.22% | -14.44% | +14.22% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -27.15% | +23.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 5.04% | -3.26% |
Volatility
NTSG.DE vs. WRNA.DE - Volatility Comparison
The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 3.28%, while WisdomTree BioRevolution UCITS ETF USD Acc (WRNA.DE) has a volatility of 7.93%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than WRNA.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 | WRNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 7.93% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 17.01% | -8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.31% | 27.48% | -16.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 24.17% | -9.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.27% | 24.17% | -9.90% |
NTSG.DE vs. WRNA.DE - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than WRNA.DE's 0.45% expense ratio.
Dividends
NTSG.DE vs. WRNA.DE - Dividend Comparison
Neither NTSG.DE nor WRNA.DE has paid dividends to shareholders.
Frequently Asked Questions
NTSG.DE and WRNA.DE have a correlation of 0.34, 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 0.45% for WRNA.DE.
NTSG.DE is categorized as Global Allocation, while WRNA.DE is Health & Biotech Equities. NTSG.DE tracks WisdomTree Global Efficient Core Index, while WRNA.DE tracks WisdomTree BioRevolution ESG Screened. Their fees differ too: 0.25% for NTSG.DE and 0.45% for WRNA.DE.
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