NTSI vs. DGRW
Compare and contrast key facts about WisdomTree International Efficient Core Fund (NTSI) and WisdomTree U.S. Dividend Growth Fund (DGRW).
NTSI and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSI is an actively managed fund by WisdomTree. It was launched on May 18, 2021. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Performance
NTSI vs. DGRW - Performance Comparison
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NTSI vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 1.54% | 30.37% | 1.11% | 15.42% | -19.27% | 1.76% |
DGRW WisdomTree U.S. Dividend Growth Fund | -1.22% | 12.17% | 16.98% | 18.66% | -6.33% | 12.70% |
Returns By Period
In the year-to-date period, NTSI achieves a 1.54% return, which is significantly higher than DGRW's -1.22% return.
NTSI
- 1D
- 1.34%
- 1M
- -5.13%
- YTD
- 1.54%
- 6M
- 5.18%
- 1Y
- 21.96%
- 3Y*
- 12.37%
- 5Y*
- —
- 10Y*
- —
DGRW
- 1D
- 0.28%
- 1M
- -5.15%
- YTD
- -1.22%
- 6M
- -0.48%
- 1Y
- 11.58%
- 3Y*
- 14.04%
- 5Y*
- 10.87%
- 10Y*
- 13.07%
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NTSI vs. DGRW - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Return for Risk
NTSI vs. DGRW — Risk / Return Rank
NTSI
DGRW
NTSI vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
| NTSI | DGRW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.75 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.19 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.05 | +0.73 |
Martin ratioReturn relative to average drawdown | 7.12 | 4.75 | +2.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTSI | DGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.75 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.81 | -0.48 |
Correlation
The correlation between NTSI and DGRW is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NTSI vs. DGRW - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.70%, more than DGRW's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 3.70% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.43% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
Drawdowns
NTSI vs. DGRW - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for NTSI and DGRW.
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Drawdown Indicators
| NTSI | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -32.04% | -1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -11.30% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.04% | — |
Current DrawdownCurrent decline from peak | -7.50% | -5.69% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -3.04% | -6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.51% | +0.59% |
Volatility
NTSI vs. DGRW - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 7.69% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.64%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSI | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 4.64% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.35% | 7.73% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 15.41% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 13.98% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.56% | 16.21% | -0.65% |