NTSI vs. DGRW
NTSI (WisdomTree International Efficient Core Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. NTSI is actively managed, while DGRW is passively managed. Over the past 5 years, NTSI returned 5.58%/yr vs 11.78%/yr for DGRW. A 0.72 correlation means they provide meaningful diversification when combined. NTSI charges 0.26%/yr vs 0.28%/yr for DGRW.
Performance
NTSI vs. DGRW - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with NTSI having a 6.38% return and DGRW slightly lower at 6.36%.
NTSI
- 1D
- -1.50%
- 1M
- 0.19%
- YTD
- 6.38%
- 6M
- 6.48%
- 1Y
- 20.27%
- 3Y*
- 14.18%
- 5Y*
- 5.58%
- 10Y*
- —
DGRW
- 1D
- -0.92%
- 1M
- -1.62%
- YTD
- 6.36%
- 6M
- 5.72%
- 1Y
- 16.86%
- 3Y*
- 15.10%
- 5Y*
- 11.78%
- 10Y*
- 14.14%
NTSI vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 6.38% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 6.36% | 12.17% | 16.98% | 18.66% | -6.33% | 13.65% |
Correlation
The correlation between NTSI and DGRW is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.72 |
The correlation between NTSI and DGRW has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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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. Quality 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.
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 | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.04 | -0.39 |
| Martin ratioReturn relative to average drawdown | 5.95 | 8.67 | -2.72 |
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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% | -8.30% | -4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -16.21% | +2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | -17.27% | -16.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.04% | — |
Current DrawdownCurrent decline from peak | -3.10% | -3.32% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -3.01% | -6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 1.95% | +1.47% |
Volatility
NTSI vs. DGRW - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 5.19% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 3.75%. 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 | 5.19% | 3.75% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 8.26% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 10.30% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 14.01% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 16.21% | -0.52% |
NTSI vs. DGRW - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Dividends
NTSI vs. DGRW - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.53%, more than DGRW's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.30% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
NTSI WisdomTree International Efficient Core Fund | 3.53% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSI and DGRW have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSI has higher volatility (5.19%) compared to DGRW (3.75%). In terms of maximum drawdown, NTSI dropped -34.01% vs DGRW's -32.04%.
On 5-year performance, DGRW leads with 11.78% vs 5.58% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, DGRW has been the lower-risk option at 3.75%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DGRW has performed better with a 11.78% return vs 5.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSI is cheaper with a 0.26% expense ratio, compared with 0.28% for DGRW.
NTSI has the higher dividend yield at 3.53%, compared with 1.30% for DGRW.
NTSI is categorized as Global Allocation, while DGRW is Dividend. Their fees differ too: 0.26% for NTSI and 0.28% for DGRW.
DGRW currently has the higher Sharpe Ratio (1.65 vs 1.31), 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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