NTSI vs. DGRW

Last updated Jun 4, 2026

NTSI (WisdomTree International Efficient Core Fund) and DGRW (WisdomTree U.S. Dividend Growth Fund) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while DGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Dividend Growth Index. NTSI is actively managed, while DGRW is passively managed. Over the past 5 years, NTSI returned 5.55%/yr vs 12.17%/yr for DGRW. A 0.71 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

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTSI achieves a 7.18% return, which is significantly lower than DGRW's 9.10% return.

NTSI

• 1D: -0.63%
• 1M: 3.92%
• YTD: 7.18%
• 6M: 8.77%
• 1Y: 20.90%
• 3Y*: 14.26%
• 5Y*: 5.55%
• 10Y*: —

DGRW

• 1D: -0.83%
• 1M: 4.06%
• YTD: 9.10%
• 6M: 8.62%
• 1Y: 20.79%
• 3Y*: 16.64%
• 5Y*: 12.17%
• 10Y*: 14.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSI vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NTSI WisdomTree International Efficient Core Fund	7.18%	30.37%	1.11%	15.42%	-19.27%	1.76%
DGRW WisdomTree U.S. Dividend Growth Fund	9.10%	12.17%	16.98%	18.66%	-6.33%	12.70%

Correlation

The correlation between NTSI and DGRW is 0.72, 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	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since May 21, 2021	0.71

The correlation between NTSI and DGRW has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

NTSI vs. DGRW - Sectors Allocation Comparison

Sectors	NTSI	DGRW
Financial Services	25.0%	11.3%
Industrials	17.5%	9.9%
Technology	10.6%	32.1%
Healthcare	10.5%	12.8%
Consumer Cyclical	8.1%	7.1%
Consumer Defensive	7.4%	6.7%
Basic Materials	6.7%	3.3%
Energy	4.8%	5.0%
Communication Services	4.7%	10.1%
Utilities	3.2%	0.2%
Real Estate	1.5%	-

Return for Risk

NTSI vs. DGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NTSI

NTSI Risk / Return Rank: 37
NTSI Sharpe Ratio Rank: 39
NTSI Sortino Ratio Rank: 38
NTSI Omega Ratio Rank: 38
NTSI Calmar Ratio Rank: 34
NTSI Martin Ratio Rank: 39

DGRW

DGRW Risk / Return Rank: 60
DGRW Sharpe Ratio Rank: 61
DGRW Sortino Ratio Rank: 65
DGRW Omega Ratio Rank: 63
DGRW Calmar Ratio Rank: 50
DGRW Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	1.41	2.12	-0.71
Sortino ratio Return per unit of downside risk	1.98	3.09	-1.11
Omega ratio Gain probability vs. loss probability	1.25	1.39	-0.14
Calmar ratio Return relative to maximum drawdown	1.70	2.52	-0.81
Martin ratio Return relative to average drawdown	6.22	11.03	-4.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTSI vs. DGRW - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.41, which is lower than the DGRW Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of NTSI and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NTSI	DGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	2.12	-0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.88	-0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.86	-0.47

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.

Drawdown Indicators

	NTSI	DGRW	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-2.36%	-0.83%	-1.53%
Average Drawdown Average peak-to-trough decline	-9.19%	-3.01%	-6.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	1.89%	+1.48%

Volatility

NTSI vs. DGRW - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 4.84% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 2.47%. 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.

Volatility by Period

	NTSI	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	2.47%	+2.37%
Volatility (6M) Calculated over the trailing 6-month period	12.60%	7.64%	+4.96%
Volatility (1Y) Calculated over the trailing 1-year period	14.95%	9.88%	+5.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	13.97%	+1.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.63%	16.21%	-0.58%

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 3.51%, more than DGRW's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Dividend Growth Fund	1.27%	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	3.51%	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

Can I hold both NTSI and DGRW in my portfolio?

NTSI and DGRW have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTSI or DGRW?

NTSI has higher volatility (4.84%) compared to DGRW (2.47%). In terms of maximum drawdown, NTSI dropped -34.01% vs DGRW's -32.04%.

Which ETF is better, NTSI or DGRW?

On 5-year performance, DGRW leads with 12.17% vs 5.55% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, DGRW has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or DGRW?

Over the 5-year period, DGRW has performed better with a 12.17% return vs 5.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSI or DGRW?

NTSI is cheaper with a 0.26% expense ratio, compared with 0.28% for DGRW.

Which ETF pays a higher dividend yield, NTSI or DGRW?

NTSI has the higher dividend yield at 3.51%, compared with 1.27% for DGRW.

What is the main difference between NTSI and DGRW?

NTSI is categorized as Global Allocation, while DGRW is Large Cap Growth Equities. Their fees differ too: 0.26% for NTSI and 0.28% for DGRW.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (2.12 vs 1.41), 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.