NTSI vs. QQQ
Compare and contrast key facts about WisdomTree International Efficient Core Fund (NTSI) and Invesco QQQ ETF (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.
Performance
NTSI vs. QQQ - Performance Comparison
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NTSI vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 1.54% | 30.37% | 1.11% | 15.42% | -19.27% | 1.76% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 21.42% |
Returns By Period
In the year-to-date period, NTSI achieves a 1.54% return, which is significantly higher than QQQ's -4.76% return.
NTSI
- 1D
- 1.34%
- 1M
- -5.13%
- YTD
- 1.54%
- 6M
- 5.18%
- 1Y
- 21.96%
- 3Y*
- 12.37%
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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NTSI vs. QQQ - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than QQQ's 0.18% 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%.
Return for Risk
NTSI vs. QQQ — Risk / Return Rank
NTSI
QQQ
NTSI vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Invesco QQQ ETF (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.
| NTSI | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.07 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.66 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.00 | -0.21 |
Martin ratioReturn relative to average drawdown | 7.12 | 7.32 | -0.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTSI | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.07 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.38 | -0.05 |
Correlation
The correlation between NTSI and QQQ is 0.64, 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. QQQ - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.70%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 3.70% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
NTSI vs. QQQ - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for NTSI and QQQ.
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Drawdown Indicators
| NTSI | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -82.97% | +48.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -12.62% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -7.50% | -7.86% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -32.99% | +23.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 3.44% | -0.34% |
Volatility
NTSI vs. QQQ - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 7.69% compared to Invesco QQQ ETF (QQQ) at 6.61%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSI | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 6.61% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.35% | 12.82% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 22.70% | -6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 22.38% | -6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.56% | 22.25% | -6.69% |