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NTSX vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NTSX vs. DHS

Last updated Jun 4, 2026

NTSX (WisdomTree U.S. Efficient Core Fund) and DHS (WisdomTree US High Dividend Fund) are both exchange-traded funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. NTSX is actively managed, while DHS is passively managed. Over the past 5 years, NTSX returned 9.69%/yr vs 10.59%/yr for DHS. A 0.60 correlation means they provide meaningful diversification when combined. NTSX charges 0.20%/yr vs 0.38%/yr for DHS.

Performance

NTSX vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTSX achieves a 8.62% return, which is significantly lower than DHS's 9.88% return.

NTSX

1D
-1.05%
1M
4.37%
YTD
8.62%
6M
7.83%
1Y
25.27%
3Y*
19.38%
5Y*
9.69%
10Y*
—

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSX vs. DHS - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
NTSX
WisdomTree U.S. Efficient Core Fund		8.62%18.82%20.20%22.70%-25.84%22.21%24.87%32.03%-8.72%
DHS
WisdomTree US High Dividend Fund		9.88%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.25%

Correlation

The correlation between NTSX and DHS is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2018

0.60

Over the past year, the correlation between NTSX and DHS has dropped to 0.37 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

NTSX vs. DHS - Sectors Allocation Comparison

Sectors
NTSX
DHS

Technology

35.1%
3.7%

Communication Services

12.5%
9.3%

Financial Services

12.3%
22.3%

Consumer Cyclical

10.1%
5.0%

Healthcare

8.4%
14.5%

Industrials

7.7%
4.1%

Consumer Defensive

5.5%
18.7%

Energy

3.5%
9.4%

Utilities

2.1%
9.0%

Real Estate

1.5%
2.8%

Basic Materials

1.4%
1.2%

Technology

NTSX
35.1%
DHS
3.7%

Communication Services

NTSX
12.5%
DHS
9.3%

Financial Services

NTSX
12.3%
DHS
22.3%

Consumer Cyclical

NTSX
10.1%
DHS
5.0%

Healthcare

NTSX
8.4%
DHS
14.5%

Industrials

NTSX
7.7%
DHS
4.1%

Consumer Defensive

NTSX
5.5%
DHS
18.7%

Energy

NTSX
3.5%
DHS
9.4%

Utilities

NTSX
2.1%
DHS
9.0%

Real Estate

NTSX
1.5%
DHS
2.8%

Basic Materials

NTSX
1.4%
DHS
1.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree U.S. Efficient Core Fund

WisdomTree US High Dividend Fund

Often compared with NTSX:
NTSX vs. VOONTSX vs. RSSBNTSX vs. VTINTSX vs. SWANNTSX vs. AOANTSX vs. QQQNTSX vs. CGBL
Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY

Return for Risk

NTSX vs. DHS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NTSX
NTSX Risk / Return Rank: 6060
Overall Rank
NTSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
NTSX Omega Ratio Rank: 5959
Omega Ratio Rank
NTSX Calmar Ratio Rank: 5555
Calmar Ratio Rank
NTSX Martin Ratio Rank: 6666
Martin Ratio Rank
DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTSX vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree US High Dividend Fund (DHS). 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.

NTSXDHSDifference
Sharpe ratioReturn per unit of total volatility
2.06
2.06

0.00

Sortino ratioReturn per unit of downside risk
2.81
3.09

-0.29

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.77

3.28

-0.51

Martin ratioReturn relative to average drawdown

12.25

12.04

+0.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTSX vs. DHS - Sharpe Ratio Comparison

The current NTSX Sharpe Ratio is 2.06, which is comparable to the DHS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of NTSX and DHS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

NTSXDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.06

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.77

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.59

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.41

+0.31

Drawdowns

NTSX vs. DHS - Drawdown Comparison

The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for NTSX and DHS.

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Drawdown Indicators

NTSXDHSDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-67.25%

+35.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

-6.30%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

-11.87%

-4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-31.34%

-15.28%

-16.06%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.35%

—

Current Drawdown

Current decline from peak

-1.05%

-2.60%

+1.55%

Average Drawdown

Average peak-to-trough decline

-6.79%

-9.55%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.71%

+0.36%

Volatility

NTSX vs. DHS - Volatility Comparison

WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 3.39% compared to WisdomTree US High Dividend Fund (DHS) at 2.88%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NTSXDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

2.88%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

7.32%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

10.01%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

13.89%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

16.08%

+2.19%

NTSX vs. DHS - Expense Ratio Comparison

NTSX has a 0.20% expense ratio, which is lower than DHS's 0.38% expense ratio.

Dividends

NTSX vs. DHS - Dividend Comparison

NTSX's dividend yield for the trailing twelve months is around 1.08%, less than DHS's 3.35% yield.

PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund		3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
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%0.00%0.00%0.00%

Frequently Asked Questions

NTSX and DHS have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NTSX has higher volatility (3.39%) compared to DHS (2.88%). In terms of maximum drawdown, NTSX dropped -31.34% vs DHS's -67.25%.

On 5-year performance, DHS leads with 10.59% vs 9.69% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, DHS has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DHS has performed better with a 10.59% return vs 9.69%. 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 0.38% for DHS.

DHS has the higher dividend yield at 3.35%, compared with 1.08% for NTSX.

NTSX is categorized as Diversified Portfolio, while DHS is Large Cap Value Equities. Their fees differ too: 0.20% for NTSX and 0.38% for DHS.

NTSX currently has the higher Sharpe Ratio (2.06 vs 2.06), 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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