NTSI vs. HECA
NTSI (WisdomTree International Efficient Core Fund) and HECA (Hedgeye Capital Allocation ETF) are both Global Allocation funds. Both are actively managed. At a 0.44 correlation, their price movements are largely independent. NTSI charges 0.26%/yr vs 1.02%/yr for HECA.
Performance
NTSI vs. HECA - Performance Comparison
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Returns By Period
In the year-to-date period, NTSI achieves a 6.38% return, which is significantly higher than HECA's -1.95% return.
NTSI
- 1D
- -1.50%
- 1M
- 0.19%
- YTD
- 6.38%
- 6M
- 6.48%
- 1Y
- 20.27%
- 3Y*
- 14.18%
- 5Y*
- 5.58%
- 10Y*
- —
HECA
- 1D
- 0.22%
- 1M
- -1.60%
- YTD
- -1.95%
- 6M
- -2.38%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSI vs. HECA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 6.38% | 9.90% |
HECA Hedgeye Capital Allocation ETF | -1.95% | 12.83% |
Correlation
The correlation between NTSI and HECA is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 1, 2025 | 0.44 |
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Return for Risk
NTSI vs. HECA — Risk / Return Rank
NTSI
HECA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NTSI vs. HECA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Hedgeye Capital Allocation ETF (HECA). 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 | HECA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.23 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | — | — |
| Martin ratioReturn relative to average drawdown | 5.95 | — | — |
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Drawdowns
NTSI vs. HECA - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, which is greater than HECA's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for NTSI and HECA.
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Drawdown Indicators
| NTSI | HECA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -12.82% | -21.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | — | — |
Current DrawdownCurrent decline from peak | -3.10% | -12.04% | +8.94% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -3.61% | -5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | — | — |
Volatility
NTSI vs. HECA - Volatility Comparison
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Volatility by Period
| NTSI | HECA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 12.59% | +2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 12.59% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 12.59% | +3.10% |
NTSI vs. HECA - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is lower than HECA's 1.02% expense ratio.
Dividends
NTSI vs. HECA - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.53%, more than HECA's 2.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
HECA Hedgeye Capital Allocation ETF | 2.06% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% |
NTSI WisdomTree International Efficient Core Fund | 3.53% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% |
Frequently Asked Questions
NTSI and HECA have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSI is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSI is cheaper with a 0.26% expense ratio, compared with 1.02% for HECA.
NTSI has the higher dividend yield at 3.53%, compared with 2.06% for HECA.
They also come from different issuers: WisdomTree and Hedgeye. Their fees differ too: 0.26% for NTSI and 1.02% for HECA.
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