NTSG.DE vs. XMWJ.DE
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and XMWJ.DE (WisdomTree Industrial Metals Enhanced) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while XMWJ.DE is a Metals fund tracking the Optimised Roll Industrial Metals. Both are passively managed. Over the past year, NTSG.DE returned 23.31% vs 53.32% for XMWJ.DE. At a 0.14 correlation, their price movements are largely independent. NTSG.DE charges 0.25%/yr vs 0.40%/yr for XMWJ.DE.
Performance
NTSG.DE vs. XMWJ.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 XMWJ.DE's 53.32% return.
NTSG.DE
- 1D
- 0.00%
- 1M
- 2.83%
- YTD
- 10.38%
- 6M
- 11.12%
- 1Y
- 23.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMWJ.DE
- 1D
- 0.79%
- 1M
- -3.94%
- YTD
- 53.32%
- 6M
- 53.32%
- 1Y
- 53.32%
- 3Y*
- 15.31%
- 5Y*
- 8.92%
- 10Y*
- —
NTSG.DE vs. XMWJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 10.38% | 8.14% | 0.64% |
XMWJ.DE WisdomTree Industrial Metals Enhanced | 53.32% | 0.00% | 0.00% |
Correlation
The correlation between NTSG.DE and XMWJ.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.14 |
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Return for Risk
NTSG.DE vs. XMWJ.DE — Risk / Return Rank
NTSG.DE
XMWJ.DE
NTSG.DE vs. XMWJ.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 Industrial Metals Enhanced (XMWJ.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 | XMWJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 2.08 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 7.29 | -3.56 |
| Martin ratioReturn relative to average drawdown | 13.16 | 25.74 | -12.58 |
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Drawdowns
NTSG.DE vs. XMWJ.DE - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, which is greater than XMWJ.DE's maximum drawdown of -9.15%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and XMWJ.DE.
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Drawdown Indicators
| NTSG.DE | XMWJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -9.15% | -10.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -7.31% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.31% | — |
Current DrawdownCurrent decline from peak | -0.22% | -5.95% | +5.73% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -1.89% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.07% | -0.29% |
Volatility
NTSG.DE vs. XMWJ.DE - Volatility Comparison
The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 3.28%, while WisdomTree Industrial Metals Enhanced (XMWJ.DE) has a volatility of 4.74%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than XMWJ.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 | XMWJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 4.74% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 40.84% | -32.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.31% | 49.18% | -37.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 21.93% | -7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.27% | 20.90% | -6.63% |
NTSG.DE vs. XMWJ.DE - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than XMWJ.DE's 0.40% expense ratio.
Dividends
NTSG.DE vs. XMWJ.DE - Dividend Comparison
Neither NTSG.DE nor XMWJ.DE has paid dividends to shareholders.
Frequently Asked Questions
NTSG.DE and XMWJ.DE have a correlation of 0.19, 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 0.40% for XMWJ.DE.
NTSG.DE is categorized as Global Allocation, while XMWJ.DE is Metals. NTSG.DE tracks WisdomTree Global Efficient Core Index, while XMWJ.DE tracks Optimised Roll Industrial Metals. Their fees differ too: 0.25% for NTSG.DE and 0.40% for XMWJ.DE.
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