NTSX vs. DGS
NTSX (WisdomTree U.S. Efficient Core Fund) and DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) are both exchange-traded funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while DGS is a Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index. NTSX is actively managed, while DGS is passively managed. Over the past 5 years, NTSX returned 9.26%/yr vs 7.24%/yr for DGS. A 0.62 correlation means they provide meaningful diversification when combined. NTSX charges 0.20%/yr vs 0.58%/yr for DGS.
Performance
NTSX vs. DGS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NTSX achieves a 6.77% return, which is significantly lower than DGS's 10.39% return.
NTSX
- 1D
- 0.40%
- 1M
- -0.09%
- YTD
- 6.77%
- 6M
- 6.86%
- 1Y
- 22.68%
- 3Y*
- 18.71%
- 5Y*
- 9.26%
- 10Y*
- —
DGS
- 1D
- -0.13%
- 1M
- -4.21%
- YTD
- 10.39%
- 6M
- 12.57%
- 1Y
- 20.98%
- 3Y*
- 13.95%
- 5Y*
- 7.24%
- 10Y*
- 9.58%
NTSX vs. DGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 6.77% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 10.39% | 21.18% | 1.13% | 19.08% | -12.35% | 15.33% | 4.06% | 18.90% | -10.40% |
Correlation
The correlation between NTSX and DGS is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.62 |
The correlation between NTSX and DGS has been stable across timeframes, ranging from 0.61 to 0.68 - 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
NTSX vs. DGS — Risk / Return Rank
NTSX
DGS
NTSX vs. DGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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.
| NTSX | DGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.09 | +0.39 |
| Martin ratioReturn relative to average drawdown | 10.91 | 6.97 | +3.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NTSX | DGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.31 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.49 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.22 | +0.48 |
Drawdowns
NTSX vs. DGS - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for NTSX and DGS.
Loading charts...
Drawdown Indicators
| NTSX | DGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -61.83% | +30.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -10.06% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -19.31% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -24.86% | -6.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.08% | — |
Current DrawdownCurrent decline from peak | -2.73% | -4.96% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -12.58% | +5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 3.02% | -0.94% |
Volatility
NTSX vs. DGS - Volatility Comparison
The current volatility for WisdomTree U.S. Efficient Core Fund (NTSX) is 4.33%, while WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a volatility of 6.33%. This indicates that NTSX experiences smaller price fluctuations and is considered to be less risky than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NTSX | DGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 6.33% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 13.70% | -3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.65% | 16.12% | -3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 14.97% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 17.36% | +0.93% |
NTSX vs. DGS - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than DGS's 0.58% expense ratio.
Dividends
NTSX vs. DGS - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.09%, less than DGS's 3.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.33% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.09% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSX and DGS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGS has higher volatility (6.33%) compared to NTSX (4.33%). In terms of maximum drawdown, NTSX dropped -31.34% vs DGS's -61.83%.
On 5-year performance, NTSX leads with 9.26% vs 7.24% for DGS. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 9.26% return vs 7.24%. 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 0.58% for DGS.
DGS has the higher dividend yield at 3.33%, compared with 1.09% for NTSX.
NTSX is categorized as Diversified Portfolio, while DGS is Emerging Markets Diversified. Their fees differ too: 0.20% for NTSX and 0.58% for DGS.
NTSX currently has the higher Sharpe Ratio (1.80 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 NTSX and DGS
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