NTSI vs. VT
NTSI (WisdomTree International Efficient Core Fund) and VT (Vanguard Total World Stock ETF) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. NTSI is actively managed, while VT is passively managed. Over the past 5 years, NTSI returned 6.09%/yr vs 11.13%/yr for VT. Their correlation of 0.84 suggests significant overlap in exposure. NTSI charges 0.26%/yr vs 0.06%/yr for VT.
Performance
NTSI vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, NTSI achieves a 8.00% return, which is significantly lower than VT's 12.36% return.
NTSI
- 1D
- -0.40%
- 1M
- 1.72%
- YTD
- 8.00%
- 6M
- 8.48%
- 1Y
- 23.01%
- 3Y*
- 14.76%
- 5Y*
- 6.09%
- 10Y*
- —
VT
- 1D
- -0.06%
- 1M
- 1.64%
- YTD
- 12.36%
- 6M
- 12.14%
- 1Y
- 29.57%
- 3Y*
- 20.75%
- 5Y*
- 11.13%
- 10Y*
- 13.20%
NTSI vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 8.00% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
VT Vanguard Total World Stock ETF | 12.36% | 22.43% | 16.49% | 22.02% | -18.00% | 8.79% |
Correlation
The correlation between NTSI and VT is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.84 |
The correlation between NTSI and VT has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
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Return for Risk
NTSI vs. VT — Risk / Return Rank
NTSI
VT
NTSI vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Vanguard Total World Stock ETF (VT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NTSI | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 3.07 | -1.20 |
| Martin ratioReturn relative to average drawdown | 6.76 | 13.35 | -6.59 |
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Drawdowns
NTSI vs. VT - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for NTSI and VT.
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Drawdown Indicators
| NTSI | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -50.27% | +16.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -9.67% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -16.51% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | -26.38% | -7.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.24% | — |
Current DrawdownCurrent decline from peak | -1.62% | -0.77% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -7.00% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.22% | +1.19% |
Volatility
NTSI vs. VT - Volatility Comparison
The current volatility for WisdomTree International Efficient Core Fund (NTSI) is 4.95%, while Vanguard Total World Stock ETF (VT) has a volatility of 5.23%. This indicates that NTSI experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSI | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 5.23% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 11.12% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.46% | 13.44% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 16.16% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 17.27% | -1.59% |
NTSI vs. VT - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than VT'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%.
Dividends
NTSI vs. VT - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.48%, more than VT's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 3.48% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.58% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
NTSI and VT have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (5.23%) compared to NTSI (4.95%). In terms of maximum drawdown, NTSI dropped -34.01% vs VT's -50.27%.
On 5-year performance, VT leads with 11.13% vs 6.09% for NTSI. On fees, VT is cheaper at 0.06% per year. On volatility, NTSI has been the lower-risk option at 4.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VT has performed better with a 11.13% return vs 6.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VT is cheaper with a 0.06% expense ratio, compared with 0.26% for NTSI.
NTSI has the higher dividend yield at 3.48%, compared with 1.58% for VT.
NTSI is categorized as Global Allocation, while VT is Global Equities. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.26% for NTSI and 0.06% for VT.
VT currently has the higher Sharpe Ratio (2.21 vs 1.50), 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.
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