NTSI vs. QQQ
Compare and contrast key facts about WisdomTree International Efficient Core Fund (NTSI) and Invesco QQQ (QQQ).
NTSI and QQQ 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. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSI or QQQ.
Key characteristics
| NTSI | QQQ | |
|---|---|---|
| YTD Return | 4.22% | 26.09% |
| 1Y Return | 17.64% | 39.88% |
| 3Y Return (Ann) | -1.62% | 9.90% |
| Sharpe Ratio | 1.30 | 2.22 |
| Sortino Ratio | 1.90 | 2.92 |
| Omega Ratio | 1.23 | 1.40 |
| Calmar Ratio | 0.85 | 2.86 |
| Martin Ratio | 6.27 | 10.44 |
| Ulcer Index | 2.69% | 3.72% |
| Daily Std Dev | 12.96% | 17.47% |
| Max Drawdown | -34.01% | -82.98% |
| Current Drawdown | -7.97% | 0.00% |
Correlation
The correlation between NTSI and QQQ is 0.66, 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.
Performance
NTSI vs. QQQ - Performance Comparison
In the year-to-date period, NTSI achieves a 4.22% return, which is significantly lower than QQQ's 26.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NTSI vs. QQQ - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than QQQ's 0.20% 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%.
Risk-Adjusted Performance
NTSI vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Invesco QQQ (QQQ). 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.
Dividends
NTSI vs. QQQ - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 2.59%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 2.59% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
NTSI vs. QQQ - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for NTSI and QQQ. For additional features, visit the drawdowns tool.
Volatility
NTSI vs. QQQ - Volatility Comparison
The current volatility for WisdomTree International Efficient Core Fund (NTSI) is 4.04%, while Invesco QQQ (QQQ) has a volatility of 5.17%. This indicates that NTSI experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.