NTSI vs. GDE
NTSI (WisdomTree International Efficient Core Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while GDE is a Gold fund actively managed by WisdomTree. Both are actively managed. Over the past 3 years, NTSI returned 14.26%/yr vs 46.68%/yr for GDE. A 0.65 correlation means they provide meaningful diversification when combined. NTSI charges 0.26%/yr vs 0.20%/yr for GDE.
Performance
NTSI vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, NTSI achieves a 7.18% return, which is significantly lower than GDE's 9.79% return.
NTSI
- 1D
- -0.63%
- 1M
- 3.92%
- YTD
- 7.18%
- 6M
- 8.77%
- 1Y
- 20.90%
- 3Y*
- 14.26%
- 5Y*
- 5.55%
- 10Y*
- —
GDE
- 1D
- -1.35%
- 1M
- 1.88%
- YTD
- 9.79%
- 6M
- 11.87%
- 1Y
- 53.13%
- 3Y*
- 46.68%
- 5Y*
- —
- 10Y*
- —
NTSI vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 7.18% | 30.37% | 1.11% | 15.42% | -11.25% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 9.79% | 73.76% | 44.79% | 33.85% | -18.67% |
Correlation
The correlation between NTSI and GDE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.65 |
The correlation between NTSI and GDE has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
NTSI vs. GDE — Risk / Return Rank
NTSI
GDE
NTSI vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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 | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.36 | -0.65 |
| Martin ratioReturn relative to average drawdown | 6.22 | 7.34 | -1.12 |
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 | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.88 | -0.48 |
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 | 1.15 | -0.77 |
Drawdowns
NTSI vs. GDE - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for NTSI and GDE.
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Drawdown Indicators
| NTSI | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -32.01% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -22.66% | +10.33% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -22.66% | +8.97% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | — | — |
Current DrawdownCurrent decline from peak | -2.36% | -11.17% | +8.81% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -7.88% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 7.26% | -3.89% |
Volatility
NTSI vs. GDE - Volatility Comparison
The current volatility for WisdomTree International Efficient Core Fund (NTSI) is 4.84%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that NTSI experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSI | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 6.65% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 24.24% | -11.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 28.39% | -13.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 26.12% | -10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 26.12% | -10.49% |
NTSI vs. GDE - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than GDE's 0.20% 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. GDE - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.51%, less than GDE's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.94% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% |
NTSI WisdomTree International Efficient Core Fund | 3.51% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% |
Frequently Asked Questions
NTSI and GDE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (6.65%) compared to NTSI (4.84%). In terms of maximum drawdown, NTSI dropped -34.01% vs GDE's -32.01%.
On 3-year performance, GDE leads with 46.68% vs 14.26% for NTSI. On fees, GDE is cheaper at 0.20% per year. On volatility, NTSI has been the lower-risk option at 4.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 46.68% return vs 14.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDE is cheaper with a 0.20% expense ratio, compared with 0.26% for NTSI.
GDE has the higher dividend yield at 3.94%, compared with 3.51% for NTSI.
NTSI is categorized as Global Allocation, while GDE is Gold. Their fees differ too: 0.26% for NTSI and 0.20% for GDE.
GDE currently has the higher Sharpe Ratio (1.88 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.
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