NTSI vs. MAPP

Last updated Jun 24, 2026

NTSI (WisdomTree International Efficient Core Fund) and MAPP (Harbor Multi-Asset Explorer ETF) are both Global Allocation funds. Both are actively managed. Over the past year, NTSI returned 20.27% vs 18.03% for MAPP. Their correlation of 0.84 suggests significant overlap in exposure. NTSI charges 0.26%/yr vs 0.92%/yr for MAPP.

Performance

NTSI vs. MAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and Harbor Multi-Asset Explorer ETF (MAPP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTSI achieves a 6.38% return, which is significantly higher than MAPP's 5.16% return.

NTSI

• 1D: -1.50%
• 1M: 0.19%
• YTD: 6.38%
• 6M: 6.48%
• 1Y: 20.27%
• 3Y*: 14.18%
• 5Y*: 5.58%
• 10Y*: —

MAPP

• 1D: -1.85%
• 1M: -0.96%
• YTD: 5.16%
• 6M: 4.58%
• 1Y: 18.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NTSI vs. MAPP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NTSI WisdomTree International Efficient Core Fund	6.38%	30.37%	1.11%	8.53%
MAPP Harbor Multi-Asset Explorer ETF	5.16%	18.67%	14.25%	4.01%

Correlation

The correlation between NTSI and MAPP is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.84

The correlation between NTSI and MAPP has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

Return for Risk

NTSI vs. MAPP — 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: 37
NTSI Omega Ratio Rank: 37
NTSI Calmar Ratio Rank: 35
NTSI Martin Ratio Rank: 39

MAPP

MAPP Risk / Return Rank: 62
MAPP Sharpe Ratio Rank: 60
MAPP Sortino Ratio Rank: 58
MAPP Omega Ratio Rank: 60
MAPP Calmar Ratio Rank: 64
MAPP Martin Ratio Rank: 66

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. MAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Harbor Multi-Asset Explorer ETF (MAPP). 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	MAPP	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.83	-0.52
Sortino ratio: Return per unit of downside risk	1.86	2.53	-0.67
Omega ratio: Gain probability vs. loss probability	1.23	1.34	-0.10
Calmar ratio: Return relative to maximum drawdown	1.65	2.93	-1.28
Martin ratio: Return relative to average drawdown	5.95	11.09	-5.14

NTSI vs. MAPP - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.31, which is comparable to the MAPP Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of NTSI and MAPP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NTSI vs. MAPP - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, which is greater than MAPP's maximum drawdown of -12.92%. Use the drawdown chart below to compare losses from any high point for NTSI and MAPP.

Drawdown Indicators

	NTSI	MAPP	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-12.92%	-21.09%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-6.17%	-6.16%
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	-3.10%	-2.59%	-0.51%
Average Drawdown Average peak-to-trough decline	-9.11%	-1.39%	-7.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	1.63%	+1.79%

Volatility

NTSI vs. MAPP - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 5.19% compared to Harbor Multi-Asset Explorer ETF (MAPP) at 4.70%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than MAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSI	MAPP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.19%	4.70%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	13.28%	8.26%	+5.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.51%	9.91%	+5.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.80%	10.98%	+4.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.69%	10.98%	+4.71%

NTSI vs. MAPP - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than MAPP's 0.92% expense ratio.

Dividends

NTSI vs. MAPP - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.53%, more than MAPP's 2.82% yield.

Position	TTM	2025	2024	2023	2022	2021
MAPP Harbor Multi-Asset Explorer ETF	2.82%	2.96%	2.41%	2.78%	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

Can I hold both NTSI and MAPP in my portfolio?

NTSI and MAPP have a correlation of 0.85, 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 MAPP?

NTSI has higher volatility (5.19%) compared to MAPP (4.70%). In terms of maximum drawdown, NTSI dropped -34.01% vs MAPP's -12.92%.

Which ETF is better, NTSI or MAPP?

On 1-year performance, NTSI leads with 20.27% vs 18.03% for MAPP. On fees, NTSI is cheaper at 0.26% per year. On volatility, MAPP has been the lower-risk option at 4.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or MAPP?

Over the 1-year period, NTSI has performed better with a 20.27% return vs 18.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSI or MAPP?

NTSI is cheaper with a 0.26% expense ratio, compared with 0.92% for MAPP.

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

NTSI has the higher dividend yield at 3.53%, compared with 2.82% for MAPP.

What is the main difference between NTSI and MAPP?

They also come from different issuers: WisdomTree and Harbor. Their fees differ too: 0.26% for NTSI and 0.92% for MAPP.

Which has better risk-adjusted returns?

MAPP currently has the higher Sharpe Ratio (1.83 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.