NTSG.DE vs. XSOE.DE
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and XSOE.DE (WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while XSOE.DE is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened. Both are passively managed. Over the past year, NTSG.DE returned 23.31% vs 44.24% for XSOE.DE. A 0.62 correlation means they provide meaningful diversification when combined. NTSG.DE charges 0.25%/yr vs 0.32%/yr for XSOE.DE.
Performance
NTSG.DE vs. XSOE.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 XSOE.DE's 24.95% return.
NTSG.DE
- 1D
- 0.00%
- 1M
- 2.83%
- YTD
- 10.38%
- 6M
- 11.12%
- 1Y
- 23.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSOE.DE
- 1D
- 0.00%
- 1M
- 1.43%
- YTD
- 24.95%
- 6M
- 26.76%
- 1Y
- 44.24%
- 3Y*
- 19.02%
- 5Y*
- —
- 10Y*
- —
NTSG.DE vs. XSOE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 10.38% | 8.14% | 0.64% |
XSOE.DE WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF | 24.95% | 16.93% | -0.94% |
Correlation
The correlation between NTSG.DE and XSOE.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.62 |
The correlation between NTSG.DE and XSOE.DE has been stable across timeframes, ranging from 0.60 to 0.62 - a consistent structural relationship.
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Return for Risk
NTSG.DE vs. XSOE.DE — Risk / Return Rank
NTSG.DE
XSOE.DE
NTSG.DE vs. XSOE.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 Emerging Markets ex-State-Owned Enterprises UCITS ETF (XSOE.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 | XSOE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 4.10 | -0.36 |
| Martin ratioReturn relative to average drawdown | 13.16 | 14.49 | -1.34 |
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Drawdowns
NTSG.DE vs. XSOE.DE - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum XSOE.DE drawdown of -27.69%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and XSOE.DE.
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Drawdown Indicators
| NTSG.DE | XSOE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -27.69% | +8.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -10.85% | +4.59% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.83% | — |
Current DrawdownCurrent decline from peak | -0.22% | -4.37% | +4.15% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -12.79% | +9.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 3.06% | -1.28% |
Volatility
NTSG.DE vs. XSOE.DE - Volatility Comparison
The current volatility for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) is 3.28%, while WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF (XSOE.DE) has a volatility of 8.15%. This indicates that NTSG.DE experiences smaller price fluctuations and is considered to be less risky than XSOE.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 | XSOE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 8.15% | -4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 16.57% | -8.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.31% | 19.24% | -7.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 17.50% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.27% | 17.50% | -3.23% |
NTSG.DE vs. XSOE.DE - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than XSOE.DE's 0.32% expense ratio.
Dividends
NTSG.DE vs. XSOE.DE - Dividend Comparison
Neither NTSG.DE nor XSOE.DE has paid dividends to shareholders.
Frequently Asked Questions
NTSG.DE and XSOE.DE have a correlation of 0.60, 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 0.32% for XSOE.DE.
NTSG.DE is categorized as Global Allocation, while XSOE.DE is Emerging Markets Equities. NTSG.DE tracks WisdomTree Global Efficient Core Index, while XSOE.DE tracks WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened. Their fees differ too: 0.25% for NTSG.DE and 0.32% for XSOE.DE.
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