NTSI vs. KEAT

Last updated Jun 4, 2026

NTSI (WisdomTree International Efficient Core Fund) and KEAT (Keating Active ETF) are both Global Allocation funds. Both are actively managed. Over the past year, NTSI returned 20.90% vs 24.92% for KEAT. A 0.55 correlation means they provide meaningful diversification when combined. NTSI charges 0.26%/yr vs 0.85%/yr for KEAT.

Performance

NTSI vs. KEAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and Keating Active ETF (KEAT). 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 KEAT's 9.05% return.

NTSI

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

KEAT

• 1D: -0.72%
• 1M: -1.47%
• YTD: 9.05%
• 6M: 9.91%
• 1Y: 24.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NTSI vs. KEAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NTSI WisdomTree International Efficient Core Fund	7.18%	30.37%	-3.36%
KEAT Keating Active ETF	9.05%	22.76%	2.41%

Correlation

The correlation between NTSI and KEAT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (All Time) Calculated using the full available price history since Mar 28, 2024	0.55

The correlation between NTSI and KEAT has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

NTSI vs. KEAT - Sectors Allocation Comparison

Sectors	NTSI	KEAT
Financial Services	25.0%	1.0%
Industrials	17.5%	4.3%
Technology	10.6%	-
Healthcare	10.5%	5.3%
Consumer Cyclical	8.1%	-
Consumer Defensive	7.4%	22.2%
Basic Materials	6.7%	21.7%
Energy	4.8%	30.9%
Communication Services	4.7%	15.0%
Utilities	3.2%	-
Real Estate	1.5%	0.6%

Return for Risk

NTSI vs. KEAT — 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

KEAT

KEAT Risk / Return Rank: 73
KEAT Sharpe Ratio Rank: 75
KEAT Sortino Ratio Rank: 73
KEAT Omega Ratio Rank: 73
KEAT Calmar Ratio Rank: 80
KEAT Martin Ratio Rank: 63

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. KEAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Keating Active ETF (KEAT). 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	KEAT	Difference
Sharpe ratio Return per unit of total volatility	1.41	2.44	-1.04
Sortino ratio Return per unit of downside risk	1.98	3.32	-1.35
Omega ratio Gain probability vs. loss probability	1.25	1.44	-0.19
Calmar ratio Return relative to maximum drawdown	1.70	4.14	-2.44
Martin ratio Return relative to average drawdown	6.22	11.38	-5.16
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. KEAT - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.41, which is lower than the KEAT Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of NTSI and KEAT, 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	KEAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	2.44	-1.04
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	1.52	-1.14

Drawdowns

NTSI vs. KEAT - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, which is greater than KEAT's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for NTSI and KEAT.

Drawdown Indicators

	NTSI	KEAT	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-7.45%	-26.56%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-6.04%	-6.29%
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%	-5.92%	+3.56%
Average Drawdown Average peak-to-trough decline	-9.19%	-1.57%	-7.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	2.20%	+1.17%

Volatility

NTSI vs. KEAT - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 4.84% compared to Keating Active ETF (KEAT) at 2.55%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than KEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSI	KEAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	2.55%	+2.29%
Volatility (6M) Calculated over the trailing 6-month period	12.60%	8.32%	+4.28%
Volatility (1Y) Calculated over the trailing 1-year period	14.95%	10.25%	+4.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	10.27%	+5.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.63%	10.27%	+5.36%

NTSI vs. KEAT - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than KEAT's 0.85% expense ratio.

Dividends

NTSI vs. KEAT - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.51%, more than KEAT's 2.25% yield.

Position	TTM	2025	2024	2023	2022	2021
KEAT Keating Active ETF	2.25%	2.48%	1.72%	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 KEAT in my portfolio?

NTSI and KEAT have a correlation of 0.48, 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 KEAT?

NTSI has higher volatility (4.84%) compared to KEAT (2.55%). In terms of maximum drawdown, NTSI dropped -34.01% vs KEAT's -7.45%.

Which ETF is better, NTSI or KEAT?

On 1-year performance, KEAT leads with 24.92% vs 20.90% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, KEAT has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or KEAT?

Over the 1-year period, KEAT has performed better with a 24.92% 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 KEAT?

NTSI is cheaper with a 0.26% expense ratio, compared with 0.85% for KEAT.

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

NTSI has the higher dividend yield at 3.51%, compared with 2.25% for KEAT.

What is the main difference between NTSI and KEAT?

They also come from different issuers: WisdomTree and Keating. Their fees differ too: 0.26% for NTSI and 0.85% for KEAT.

Which has better risk-adjusted returns?

KEAT currently has the higher Sharpe Ratio (2.44 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.