NTSI vs. ENDW

Last updated Jun 4, 2026

NTSI (WisdomTree International Efficient Core Fund) and ENDW (Cambria Endowment Style ETF) are both Global Allocation funds. Both are actively managed. Over the past year, NTSI returned 20.90% vs 27.79% for ENDW. A 0.77 correlation means they provide meaningful diversification when combined. NTSI charges 0.26%/yr vs 0.29%/yr for ENDW.

Performance

NTSI vs. ENDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and Cambria Endowment Style ETF (ENDW). 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 ENDW's 10.76% return.

NTSI

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

ENDW

• 1D: -0.63%
• 1M: 1.86%
• YTD: 10.76%
• 6M: 11.08%
• 1Y: 27.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NTSI vs. ENDW - Yearly Performance Comparison

	2026 (YTD)	2025
NTSI WisdomTree International Efficient Core Fund	7.18%	28.70%
ENDW Cambria Endowment Style ETF	10.76%	30.77%

Correlation

The correlation between NTSI and ENDW is 0.79, 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	0.79
Correlation (All Time) Calculated using the full available price history since Apr 11, 2025	0.77

The correlation between NTSI and ENDW has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

NTSI vs. ENDW - Sectors Allocation Comparison

Sectors	NTSI	ENDW
Financial Services	25.0%	17.5%
Industrials	17.5%	13.9%
Technology	10.6%	13.9%
Healthcare	10.5%	4.6%
Consumer Cyclical	8.1%	9.6%
Consumer Defensive	7.4%	4.0%
Basic Materials	6.7%	6.2%
Energy	4.8%	13.2%
Communication Services	4.7%	4.6%
Utilities	3.2%	3.5%
Real Estate	1.5%	9.1%

Return for Risk

NTSI vs. ENDW — 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

ENDW

ENDW Risk / Return Rank: 83
ENDW Sharpe Ratio Rank: 84
ENDW Sortino Ratio Rank: 83
ENDW Omega Ratio Rank: 82
ENDW Calmar Ratio Rank: 82
ENDW Martin Ratio Rank: 85

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. ENDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Cambria Endowment Style ETF (ENDW). 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	ENDW	Difference
Sharpe ratio: Return per unit of total volatility	1.41	2.76	-1.35
Sortino ratio: Return per unit of downside risk	1.98	3.75	-1.77
Omega ratio: Gain probability vs. loss probability	1.25	1.50	-0.25
Calmar ratio: Return relative to maximum drawdown	1.70	4.34	-2.63
Martin ratio: Return relative to average drawdown	6.22	17.69	-11.47
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. ENDW - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.41, which is lower than the ENDW Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of NTSI and ENDW, 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	ENDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	2.76	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	3.50	-3.12

Drawdowns

NTSI vs. ENDW - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, which is greater than ENDW's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for NTSI and ENDW.

Drawdown Indicators

	NTSI	ENDW	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-6.44%	-27.57%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-6.44%	-5.89%
Max Drawdown (3Y) Largest decline over 3 years	-13.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.01%	—	—
Current Drawdown Current decline from peak	-2.36%	-0.63%	-1.73%
Average Drawdown Average peak-to-trough decline	-9.19%	-0.81%	-8.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	1.57%	+1.80%

Volatility

NTSI vs. ENDW - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 4.84% compared to Cambria Endowment Style ETF (ENDW) at 2.78%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than ENDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSI	ENDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	2.78%	+2.06%
Volatility (6M) Calculated over the trailing 6-month period	12.60%	7.62%	+4.98%
Volatility (1Y) Calculated over the trailing 1-year period	14.95%	10.13%	+4.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	11.00%	+4.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.63%	11.00%	+4.63%

NTSI vs. ENDW - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than ENDW's 0.29% expense ratio.

Dividends

NTSI vs. ENDW - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.51%, more than ENDW's 2.18% yield.

Position	TTM	2025	2024	2023	2022	2021
ENDW Cambria Endowment Style ETF	2.18%	1.91%	0.00%	0.00%	0.00%	0.00%
NTSI WisdomTree International Efficient Core Fund	3.51%	3.65%	2.92%	2.35%	2.66%	0.97%

Frequently Asked Questions

Can I hold both NTSI and ENDW in my portfolio?

NTSI and ENDW have a correlation of 0.79, 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 ENDW?

NTSI has higher volatility (4.84%) compared to ENDW (2.78%). In terms of maximum drawdown, NTSI dropped -34.01% vs ENDW's -6.44%.

Which ETF is better, NTSI or ENDW?

On 1-year performance, ENDW leads with 27.79% vs 20.90% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, ENDW has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or ENDW?

Over the 1-year period, ENDW has performed better with a 27.79% return vs 20.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSI or ENDW?

NTSI is cheaper with a 0.26% expense ratio, compared with 0.29% for ENDW.

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

NTSI has the higher dividend yield at 3.51%, compared with 2.18% for ENDW.

What is the main difference between NTSI and ENDW?

They also come from different issuers: WisdomTree and Cambria. Their fees differ too: 0.26% for NTSI and 0.29% for ENDW.

Which has better risk-adjusted returns?

ENDW currently has the higher Sharpe Ratio (2.76 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.