NTSI vs. SCHD
Compare and contrast key facts about WisdomTree International Efficient Core Fund (NTSI) and Schwab US Dividend Equity ETF (SCHD).
NTSI and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSI or SCHD.
Key characteristics
| NTSI | SCHD | |
|---|---|---|
| YTD Return | 4.22% | 17.75% |
| 1Y Return | 17.64% | 31.70% |
| 3Y Return (Ann) | -1.62% | 7.26% |
| Sharpe Ratio | 1.30 | 2.67 |
| Sortino Ratio | 1.90 | 3.84 |
| Omega Ratio | 1.23 | 1.47 |
| Calmar Ratio | 0.85 | 2.80 |
| Martin Ratio | 6.27 | 14.83 |
| Ulcer Index | 2.69% | 2.04% |
| Daily Std Dev | 12.96% | 11.32% |
| Max Drawdown | -34.01% | -33.37% |
| Current Drawdown | -7.97% | 0.00% |
Correlation
The correlation between NTSI and SCHD is 0.68, 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. SCHD - Performance Comparison
In the year-to-date period, NTSI achieves a 4.22% return, which is significantly lower than SCHD's 17.75% 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. SCHD - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than SCHD's 0.06% 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. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 2.59%, less than SCHD's 3.36% 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% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
NTSI vs. SCHD - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NTSI and SCHD. For additional features, visit the drawdowns tool.
Volatility
NTSI vs. SCHD - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 4.04% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.