NTSI vs. IBIC
NTSI (WisdomTree International Efficient Core Fund) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. NTSI is actively managed, while IBIC is passively managed. Over the past year, NTSI returned 20.27% vs 4.42% for IBIC. At a 0.09 correlation, their price movements are largely independent. NTSI charges 0.26%/yr vs 0.10%/yr for IBIC.
Performance
NTSI vs. IBIC - 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 IBIC's 2.43% return.
NTSI
- 1D
- -1.50%
- 1M
- 0.19%
- YTD
- 6.38%
- 6M
- 6.48%
- 1Y
- 20.27%
- 3Y*
- 14.18%
- 5Y*
- 5.58%
- 10Y*
- —
IBIC
- 1D
- 0.04%
- 1M
- 0.12%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 4.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSI vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 6.38% | 30.37% | 1.11% | 7.41% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.43% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between NTSI and IBIC is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.09 |
The correlation between NTSI and IBIC shifts across timeframes, from -0.19 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NTSI vs. IBIC — Risk / Return Rank
NTSI
IBIC
NTSI vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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 | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.67 | ||
| Sortino ratioReturn per unit of downside risk | -7.11 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 2.22 | -0.99 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 16.56 | -14.91 |
| Martin ratioReturn relative to average drawdown | 5.95 | 58.67 | -52.73 |
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Drawdowns
NTSI vs. IBIC - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for NTSI and IBIC.
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Drawdown Indicators
| NTSI | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -0.90% | -33.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -0.27% | -12.06% |
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% | -0.08% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -0.10% | -9.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 0.08% | +3.34% |
Volatility
NTSI vs. IBIC - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 5.19% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSI | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 0.17% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 0.67% | +12.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 0.89% | +14.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 1.56% | +14.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 1.56% | +14.13% |
NTSI vs. IBIC - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than IBIC's 0.10% 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. IBIC - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.53%, less than IBIC's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.58% | 4.43% | 4.65% | 0.83% | 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 IBIC have a correlation of -0.19, 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 IBIC (0.17%). In terms of maximum drawdown, NTSI dropped -34.01% vs IBIC's -0.90%.
On 1-year performance, NTSI leads with 20.27% vs 4.42% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NTSI has performed better with a 20.27% return vs 4.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.26% for NTSI.
IBIC has the higher dividend yield at 3.58%, compared with 3.53% for NTSI.
NTSI is categorized as Global Allocation, while IBIC is Inflation-Protected Bonds. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.26% for NTSI and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.99 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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