NTSI vs. AVDE
NTSI (WisdomTree International Efficient Core Fund) and AVDE (Avantis International Equity ETF) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while AVDE is a Foreign Large Cap Equities fund actively managed by Avantis. Both are actively managed. Over the past 5 years, NTSI returned 6.09%/yr vs 10.72%/yr for AVDE. Their correlation of 0.94 suggests significant overlap in exposure. NTSI charges 0.26%/yr vs 0.23%/yr for AVDE.
Performance
NTSI vs. AVDE - Performance Comparison
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Returns By Period
In the year-to-date period, NTSI achieves a 8.00% return, which is significantly lower than AVDE's 11.70% return.
NTSI
- 1D
- -0.40%
- 1M
- 1.72%
- YTD
- 8.00%
- 6M
- 8.48%
- 1Y
- 23.01%
- 3Y*
- 14.76%
- 5Y*
- 6.09%
- 10Y*
- —
AVDE
- 1D
- 0.44%
- 1M
- 1.17%
- YTD
- 11.70%
- 6M
- 11.84%
- 1Y
- 30.26%
- 3Y*
- 20.76%
- 5Y*
- 10.72%
- 10Y*
- —
NTSI vs. AVDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 8.00% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
AVDE Avantis International Equity ETF | 11.70% | 38.05% | 4.88% | 17.18% | -13.68% | 2.78% |
Correlation
The correlation between NTSI and AVDE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.94 |
The correlation between NTSI and AVDE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
NTSI vs. AVDE — Risk / Return Rank
NTSI
AVDE
NTSI vs. AVDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Avantis International Equity ETF (AVDE). 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.
| NTSI | AVDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.65 | -0.77 |
| Martin ratioReturn relative to average drawdown | 6.76 | 10.35 | -3.59 |
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Drawdowns
NTSI vs. AVDE - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, smaller than the maximum AVDE drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for NTSI and AVDE.
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Drawdown Indicators
| NTSI | AVDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -36.99% | +2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -11.48% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -13.46% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | -28.73% | -5.28% |
Current DrawdownCurrent decline from peak | -1.62% | -0.36% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -6.13% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.93% | +0.48% |
Volatility
NTSI vs. AVDE - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) and Avantis International Equity ETF (AVDE) have volatilities of 4.95% and 4.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSI | AVDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.95% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 12.78% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.46% | 15.01% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 16.37% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 18.91% | -3.23% |
NTSI vs. AVDE - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than AVDE's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NTSI vs. AVDE - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.48%, less than AVDE's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 3.81% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% |
NTSI WisdomTree International Efficient Core Fund | 3.48% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, NTSI and AVDE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AVDE has higher volatility (4.95%) compared to NTSI (4.95%). In terms of maximum drawdown, NTSI dropped -34.01% vs AVDE's -36.99%.
On 5-year performance, AVDE leads with 10.72% vs 6.09% for NTSI. On fees, AVDE is cheaper at 0.23% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AVDE has performed better with a 10.72% return vs 6.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AVDE is cheaper with a 0.23% expense ratio, compared with 0.26% for NTSI.
AVDE has the higher dividend yield at 3.81%, compared with 3.48% for NTSI.
NTSI is categorized as Global Allocation, while AVDE is Foreign Large Cap Equities. They also come from different issuers: WisdomTree and Avantis. Their fees differ too: 0.26% for NTSI and 0.23% for AVDE.
AVDE currently has the higher Sharpe Ratio (2.03 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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