NTSG.DE vs. WTEU.DE
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and WTEU.DE (WisdomTree US Equity Income UCITS ETF) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while WTEU.DE is a Dividend fund tracking the WisdomTree US Equity Income UCITS Index. Both are passively managed. Over the past year, NTSG.DE returned 24.04% vs 24.32% for WTEU.DE. At a 0.39 correlation, their price movements are largely independent. NTSG.DE charges 0.25%/yr vs 0.29%/yr for WTEU.DE.
Performance
NTSG.DE vs. WTEU.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 lower than WTEU.DE's 14.83% return.
NTSG.DE
- 1D
- 0.00%
- 1M
- 4.00%
- 6M
- 11.14%
- YTD
- 12.69%
- 1Y
- 24.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEU.DE
- 1D
- -0.60%
- 1M
- 3.45%
- 6M
- 11.01%
- YTD
- 14.83%
- 1Y
- 24.32%
- 3Y*
- 15.10%
- 5Y*
- 11.50%
- 10Y*
- 7.94%
NTSG.DE vs. WTEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 12.69% | 8.14% | 0.64% |
WTEU.DE WisdomTree US Equity Income UCITS ETF | 14.83% | -0.26% | -1.98% |
Correlation
The correlation between NTSG.DE and WTEU.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.39 |
The correlation between NTSG.DE and WTEU.DE shifts across timeframes, from 0.26 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NTSG.DE vs. WTEU.DE — Risk / Return Rank
NTSG.DE
WTEU.DE
NTSG.DE vs. WTEU.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 US Equity Income UCITS ETF (WTEU.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 | WTEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 4.32 | -0.47 |
| Martin ratioReturn relative to average drawdown | 13.58 | 14.20 | -0.61 |
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Drawdowns
NTSG.DE vs. WTEU.DE - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum WTEU.DE drawdown of -36.46%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and WTEU.DE.
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Drawdown Indicators
| NTSG.DE | WTEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -36.46% | +16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -5.97% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.46% | — |
Current DrawdownCurrent decline from peak | -0.02% | -0.79% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -7.96% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.82% | -0.04% |
Volatility
NTSG.DE vs. WTEU.DE - Volatility Comparison
The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 2.07%, while WisdomTree US Equity Income UCITS ETF (WTEU.DE) has a volatility of 3.07%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than WTEU.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 | WTEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.07% | 3.07% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 8.36% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 11.27% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 14.54% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.09% | 17.52% | -3.43% |
NTSG.DE vs. WTEU.DE - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than WTEU.DE's 0.29% expense ratio.
Dividends
NTSG.DE vs. WTEU.DE - Dividend Comparison
NTSG.DE has not paid dividends to shareholders, while WTEU.DE's dividend yield for the trailing twelve months is around 2.58%.
| 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% |
WTEU.DE WisdomTree US Equity Income UCITS ETF | 2.58% | 2.96% | 2.85% | 3.48% | 2.97% | 2.78% | 3.82% | 2.20% | 3.11% | 2.77% | 2.66% | 2.47% |
Frequently Asked Questions
NTSG.DE and WTEU.DE have a correlation of 0.26, 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 0.29% for WTEU.DE.
NTSG.DE is categorized as Global Allocation, while WTEU.DE is Dividend. NTSG.DE tracks WisdomTree Global Efficient Core Index, while WTEU.DE tracks WisdomTree US Equity Income UCITS Index. Their fees differ too: 0.25% for NTSG.DE and 0.29% for WTEU.DE.
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