NTSI vs. VXUS
Compare and contrast key facts about WisdomTree International Efficient Core Fund (NTSI) and Vanguard Total International Stock ETF (VXUS).
NTSI and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSI or VXUS.
Performance
NTSI vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, NTSI achieves a 1.87% return, which is significantly lower than VXUS's 6.36% return.
NTSI
1.87%
-4.37%
-2.02%
9.38%
N/A
N/A
VXUS
6.36%
-4.05%
-0.23%
12.56%
5.46%
4.76%
Key characteristics
| NTSI | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.75 | 0.95 |
| Sortino Ratio | 1.12 | 1.38 |
| Omega Ratio | 1.13 | 1.17 |
| Calmar Ratio | 0.61 | 1.10 |
| Martin Ratio | 2.93 | 4.83 |
| Ulcer Index | 3.27% | 2.50% |
| Daily Std Dev | 12.77% | 12.68% |
| Max Drawdown | -34.01% | -35.97% |
| Current Drawdown | -10.05% | -7.19% |
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NTSI vs. VXUS - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than VXUS's 0.07% 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%.
Correlation
The correlation between NTSI and VXUS is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
NTSI vs. VXUS - Risk-Adjusted Performance 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.
Dividends
NTSI vs. VXUS - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 2.65%, less than VXUS's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 2.65% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
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. For additional features, visit the drawdowns tool.
Volatility
NTSI vs. VXUS - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 3.97% compared to Vanguard Total International Stock ETF (VXUS) at 3.71%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.