NTSX vs. ACIO
NTSX (WisdomTree U.S. Efficient Core Fund) and ACIO (Aptus Collared Income Opportunity ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past 5 years, NTSX returned 8.42%/yr vs 9.48%/yr for ACIO. Their correlation of 0.87 means they have usually moved in the same direction. NTSX charges 0.20%/yr vs 0.79%/yr for ACIO.
Performance
NTSX vs. ACIO - Performance Comparison
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Returns By Period
In the year-to-date period, NTSX achieves a 8.99% return, which is significantly higher than ACIO's 6.71% return.
NTSX
- 1D
- 1.59%
- 1M
- 1.07%
- 6M
- 7.46%
- YTD
- 8.99%
- 1Y
- 19.38%
- 3Y*
- 18.54%
- 5Y*
- 8.42%
- 10Y*
- —
- ALL TIME*
- 12.84%
ACIO
- 1D
- 1.26%
- 1M
- 0.78%
- 6M
- 5.86%
- YTD
- 6.71%
- 1Y
- 13.18%
- 3Y*
- 14.71%
- 5Y*
- 9.48%
- 10Y*
- —
- ALL TIME*
- 10.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.76M | $6.51M | $6.21M | |
| $1.98M | $1.82M | $2.61M |
NTSX vs. ACIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 8.99% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 8.82% |
ACIO Aptus Collared Income Opportunity ETF | 6.71% | 9.03% | 21.92% | 15.90% | -10.31% | 18.03% | 9.85% | 3.30% |
Correlation
The correlation between NTSX and ACIO is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2019 | 0.87 |
The correlation between NTSX and ACIO has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
NTSX vs. ACIO — Risk / Return Rank
NTSX
ACIO
NTSX vs. ACIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and Aptus Collared Income Opportunity ETF (ACIO). 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.
| NTSX | ACIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.83 | +0.29 |
| Martin ratioReturn relative to average drawdown | 8.61 | 6.62 | +1.99 |
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Drawdowns
NTSX vs. ACIO - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, which is greater than ACIO's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for NTSX and ACIO.
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Drawdown Indicators
| NTSX | ACIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -14.19% | -17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -7.22% | -1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -12.12% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -14.00% | -17.34% |
Current DrawdownCurrent decline from peak | -0.71% | -1.11% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -3.16% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.99% | +0.27% |
Volatility
NTSX vs. ACIO - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 4.14% compared to Aptus Collared Income Opportunity ETF (ACIO) at 3.23%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than ACIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSX | ACIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 3.23% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 7.25% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 9.18% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 11.15% | +6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 11.64% | +6.59% |
NTSX vs. ACIO - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than ACIO's 0.79% expense ratio.
Dividends
NTSX vs. ACIO - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.08%, more than ACIO's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ACIO Aptus Collared Income Opportunity ETF | 0.37% | 0.37% | 0.44% | 0.72% | 1.51% | 0.61% | 1.02% | 1.32% | 0.00% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.08% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% |
Frequently Asked Questions
With a correlation of 0.90, NTSX and ACIO 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.
NTSX has higher volatility (4.14%) compared to ACIO (3.23%). In terms of maximum drawdown, NTSX dropped -31.34% vs ACIO's -14.19%.
On 5-year performance, ACIO leads with 9.48% vs 8.42% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, ACIO has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ACIO has performed better with a 9.48% return vs 8.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.79% for ACIO.
NTSX has the higher dividend yield at 1.08%, compared with 0.37% for ACIO.
They also come from different issuers: WisdomTree and Aptus. Their fees differ too: 0.20% for NTSX and 0.79% for ACIO.
NTSX currently has the higher Sharpe Ratio (1.46 vs 1.44), 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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