NTSI vs. VXUS
NTSI (WisdomTree International Efficient Core Fund) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. NTSI is actively managed, while VXUS is passively managed. Over the past 5 years, NTSI returned 5.58%/yr vs 8.35%/yr for VXUS. Their correlation of 0.92 suggests significant overlap in exposure. NTSI charges 0.26%/yr vs 0.05%/yr for VXUS.
Performance
NTSI vs. VXUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NTSI achieves a 6.38% return, which is significantly lower than VXUS's 12.51% return.
NTSI
- 1D
- -1.50%
- 1M
- 0.19%
- YTD
- 6.38%
- 6M
- 6.48%
- 1Y
- 20.27%
- 3Y*
- 14.18%
- 5Y*
- 5.58%
- 10Y*
- —
VXUS
- 1D
- -3.04%
- 1M
- 0.39%
- YTD
- 12.51%
- 6M
- 12.35%
- 1Y
- 29.41%
- 3Y*
- 18.90%
- 5Y*
- 8.35%
- 10Y*
- 10.23%
NTSI vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 6.38% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
VXUS Vanguard Total International Stock ETF | 12.51% | 32.35% | 5.08% | 15.86% | -16.08% | 0.93% |
Correlation
The correlation between NTSI and VXUS is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.92 |
The correlation between NTSI and VXUS has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NTSI vs. VXUS — Risk / Return Rank
NTSI
VXUS
NTSI vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Vanguard Total International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.62 | -0.97 |
| Martin ratioReturn relative to average drawdown | 5.95 | 10.07 | -4.12 |
Loading charts...
Drawdowns
NTSI vs. VXUS - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for NTSI and VXUS.
Loading charts...
Drawdown Indicators
| NTSI | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -35.97% | +1.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -11.27% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -13.58% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | -29.44% | -4.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -3.10% | -3.04% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -8.20% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.93% | +0.49% |
Volatility
NTSI vs. VXUS - Volatility Comparison
The current volatility for WisdomTree International Efficient Core Fund (NTSI) is 5.19%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.07%. This indicates that NTSI experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NTSI | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 7.07% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 14.44% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 16.36% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 16.27% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 17.03% | -1.34% |
NTSI vs. VXUS - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than VXUS's 0.05% 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. VXUS - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.53%, more than VXUS's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 3.53% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.59% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
With a correlation of 0.92, NTSI and VXUS 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.
VXUS has higher volatility (7.07%) compared to NTSI (5.19%). In terms of maximum drawdown, NTSI dropped -34.01% vs VXUS's -35.97%.
On 5-year performance, VXUS leads with 8.35% vs 5.58% for NTSI. On fees, VXUS is cheaper at 0.05% per year. On volatility, NTSI has been the lower-risk option at 5.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VXUS has performed better with a 8.35% return vs 5.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.26% for NTSI.
NTSI has the higher dividend yield at 3.53%, compared with 2.59% for VXUS.
NTSI is categorized as Global Allocation, while VXUS is Global Equities. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.26% for NTSI and 0.05% for VXUS.
VXUS currently has the higher Sharpe Ratio (1.81 vs 1.31), 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.
Find the right allocation for NTSI and VXUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer