NTSI vs. QGRW

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree International Efficient Core Fund (NTSI) and WisdomTree U.S. Quality Growth Fund (QGRW).

NTSI and QGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSI is an actively managed fund by WisdomTree. It was launched on May 18, 2021. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022.

Performance

NTSI vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

NTSI vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NTSI WisdomTree International Efficient Core Fund	1.54%	30.37%	1.11%	15.42%	-1.43%
QGRW WisdomTree U.S. Quality Growth Fund	-7.80%	19.20%	34.85%	56.05%	-3.30%

Returns By Period

In the year-to-date period, NTSI achieves a 1.54% return, which is significantly higher than QGRW's -7.80% return.

NTSI

• 1D: 1.34%
• 1M: -5.13%
• YTD: 1.54%
• 6M: 5.18%
• 1Y: 21.96%
• 3Y*: 12.37%
• 5Y*: —
• 10Y*: —

QGRW

• 1D: 1.24%
• 1M: -4.85%
• YTD: -7.80%
• 6M: -6.06%
• 1Y: 22.02%
• 3Y*: 24.11%
• 5Y*: —
• 10Y*: —

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

NTSI vs. QGRW - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than QGRW's 0.28% expense ratio.

QGRW

WisdomTree U.S. Quality Growth Fund

NTSI

WisdomTree International Efficient Core Fund

Return for Risk

NTSI vs. QGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NTSI

NTSI Risk / Return Rank: 68
NTSI Sharpe Ratio Rank: 72
NTSI Sortino Ratio Rank: 70
NTSI Omega Ratio Rank: 66
NTSI Calmar Ratio Rank: 66
NTSI Martin Ratio Rank: 67

QGRW

QGRW Risk / Return Rank: 53
QGRW Sharpe Ratio Rank: 49
QGRW Sortino Ratio Rank: 53
QGRW Omega Ratio Rank: 52
QGRW Calmar Ratio Rank: 56
QGRW Martin Ratio Rank: 55

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. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and WisdomTree U.S. Quality Growth Fund (QGRW). 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	QGRW	Difference
Sharpe ratio Return per unit of total volatility	1.33	0.91	+0.41
Sortino ratio Return per unit of downside risk	1.83	1.45	+0.37
Omega ratio Gain probability vs. loss probability	1.25	1.20	+0.05
Calmar ratio Return relative to maximum drawdown	1.79	1.51	+0.28
Martin ratio Return relative to average drawdown	7.12	5.66	+1.46
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. QGRW - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.33, which is higher than the QGRW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of NTSI and QGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NTSI	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	0.91	+0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	1.32	-0.99

Correlation

The correlation between NTSI and QGRW is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

NTSI vs. QGRW - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.70%, more than QGRW's 0.09% yield.

	TTM	2025	2024	2023	2022	2021
NTSI WisdomTree International Efficient Core Fund	3.70%	3.65%	2.92%	2.35%	2.66%	0.97%
QGRW WisdomTree U.S. Quality Growth Fund	0.09%	0.09%	0.14%	0.11%	0.00%	0.00%

Drawdowns

NTSI vs. QGRW - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for NTSI and QGRW.

Drawdown Indicators

	NTSI	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-24.40%	-9.61%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-15.44%	+3.11%
Current Drawdown Current decline from peak	-7.50%	-10.67%	+3.17%
Average Drawdown Average peak-to-trough decline	-9.36%	-3.33%	-6.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	4.12%	-1.02%

Volatility

NTSI vs. QGRW - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) and WisdomTree U.S. Quality Growth Fund (QGRW) have volatilities of 7.69% and 7.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSI	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.69%	7.91%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	11.35%	13.96%	-2.61%
Volatility (1Y) Calculated over the trailing 1-year period	16.62%	24.20%	-7.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	21.23%	-5.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.56%	21.23%	-5.67%