NTSI vs. VEA

Last updated Jun 3, 2026

NTSI (WisdomTree International Efficient Core Fund) and VEA (Vanguard FTSE Developed Markets ETF) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while VEA is a Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. NTSI is actively managed, while VEA is passively managed. Over the past 5 years, NTSI returned 5.89%/yr vs 10.01%/yr for VEA. Their correlation of 0.95 suggests significant overlap in exposure. NTSI charges 0.26%/yr vs 0.03%/yr for VEA.

Performance

NTSI vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTSI achieves a 7.86% return, which is significantly lower than VEA's 15.96% return.

NTSI

• 1D: 0.95%
• 1M: 2.89%
• YTD: 7.86%
• 6M: 10.24%
• 1Y: 20.87%
• 3Y*: 14.50%
• 5Y*: 5.89%
• 10Y*: —

VEA

• 1D: 0.63%
• 1M: 5.24%
• YTD: 15.96%
• 6M: 19.86%
• 1Y: 32.71%
• 3Y*: 20.13%
• 5Y*: 10.01%
• 10Y*: 10.27%

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

NTSI vs. VEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NTSI WisdomTree International Efficient Core Fund	7.86%	30.37%	1.11%	15.42%	-19.27%	1.76%
VEA Vanguard FTSE Developed Markets ETF	15.96%	35.16%	3.15%	17.93%	-15.34%	1.18%

Correlation

The correlation between NTSI and VEA is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since May 21, 2021	0.95

The correlation between NTSI and VEA has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

NTSI vs. VEA - Sectors Allocation Comparison

Sectors	NTSI	VEA
Financial Services	25.0%	23.3%
Industrials	17.5%	19.2%
Technology	10.6%	13.8%
Healthcare	10.5%	8.2%
Consumer Cyclical	8.1%	7.5%
Consumer Defensive	7.4%	5.6%
Basic Materials	6.7%	7.5%
Energy	4.8%	5.4%
Communication Services	4.7%	3.4%
Utilities	3.2%	3.3%
Real Estate	1.5%	2.7%

Return for Risk

NTSI vs. VEA — Risk / Return Rank

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

NTSI

NTSI Risk / Return Rank: 38
NTSI Sharpe Ratio Rank: 39
NTSI Sortino Ratio Rank: 37
NTSI Omega Ratio Rank: 37
NTSI Calmar Ratio Rank: 35
NTSI Martin Ratio Rank: 40

VEA

VEA Risk / Return Rank: 61
VEA Sharpe Ratio Rank: 62
VEA Sortino Ratio Rank: 61
VEA Omega Ratio Rank: 62
VEA Calmar Ratio Rank: 59
VEA Martin Ratio Rank: 63

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. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Vanguard FTSE Developed Markets ETF (VEA). 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	VEA	Difference
Sharpe ratio Return per unit of total volatility	1.40	2.10	-0.70
Sortino ratio Return per unit of downside risk	1.97	2.89	-0.92
Omega ratio Gain probability vs. loss probability	1.25	1.38	-0.13
Calmar ratio Return relative to maximum drawdown	1.75	2.94	-1.19
Martin ratio Return relative to average drawdown	6.41	11.50	-5.09
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. VEA - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.40, which is lower than the VEA Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of NTSI and VEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NTSI	VEA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	2.10	-0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.61	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.25	+0.14

Drawdowns

NTSI vs. VEA - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for NTSI and VEA.

Drawdown Indicators

	NTSI	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-60.68%	+26.67%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-11.63%	-0.70%
Max Drawdown (3Y) Largest decline over 3 years	-13.69%	-13.45%	-0.24%
Max Drawdown (5Y) Largest decline over 5 years	-34.01%	-29.71%	-4.30%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.73%	—
Current Drawdown Current decline from peak	-1.75%	0.00%	-1.75%
Average Drawdown Average peak-to-trough decline	-9.19%	-13.29%	+4.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	2.98%	+0.39%

Volatility

NTSI vs. VEA - Volatility Comparison

The current volatility for WisdomTree International Efficient Core Fund (NTSI) is 5.11%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 5.73%. This indicates that NTSI experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSI	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.11%	5.73%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	12.60%	13.30%	-0.70%
Volatility (1Y) Calculated over the trailing 1-year period	14.94%	15.66%	-0.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	16.55%	-0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.64%	17.36%	-1.72%

NTSI vs. VEA - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is higher than VEA's 0.03% 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%.

Dividends

NTSI vs. VEA - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.49%, more than VEA's 2.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NTSI WisdomTree International Efficient Core Fund	3.49%	3.65%	2.92%	2.35%	2.66%	0.97%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.59%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Frequently Asked Questions

Can I hold both NTSI and VEA in my portfolio?

With a correlation of 0.94, NTSI and VEA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, NTSI or VEA?

VEA has higher volatility (5.73%) compared to NTSI (5.11%). In terms of maximum drawdown, NTSI dropped -34.01% vs VEA's -60.68%.

Which ETF is better, NTSI or VEA?

On 5-year performance, VEA leads with 10.01% vs 5.89% for NTSI. On fees, VEA is cheaper at 0.03% per year. On volatility, NTSI has been the lower-risk option at 5.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or VEA?

Over the 5-year period, VEA has performed better with a 10.01% return vs 5.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSI or VEA?

VEA is cheaper with a 0.03% expense ratio, compared with 0.26% for NTSI.

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

NTSI has the higher dividend yield at 3.49%, compared with 2.59% for VEA.

What is the main difference between NTSI and VEA?

NTSI is categorized as Global Allocation, while VEA is Foreign Large Cap Equities. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.26% for NTSI and 0.03% for VEA.

Which has better risk-adjusted returns?

VEA currently has the higher Sharpe Ratio (2.10 vs 1.40), 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.