NTSX vs. DLN
NTSX (WisdomTree U.S. Efficient Core Fund) and DLN (WisdomTree U.S. LargeCap Dividend Fund) are both exchange-traded funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while DLN is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Dividend Index. NTSX is actively managed, while DLN is passively managed. Over the past 5 years, NTSX returned 8.42%/yr vs 12.59%/yr for DLN. Their correlation of 0.81 means they have usually moved in the same direction. NTSX charges 0.20%/yr vs 0.28%/yr for DLN.
Performance
NTSX vs. DLN - Performance Comparison
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Returns By Period
In the year-to-date period, NTSX achieves a 8.99% return, which is significantly lower than DLN's 13.81% 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%
DLN
- 1D
- 0.69%
- 1M
- 2.28%
- 6M
- 9.47%
- YTD
- 13.81%
- 1Y
- 22.57%
- 3Y*
- 18.10%
- 5Y*
- 12.59%
- 10Y*
- 12.58%
- ALL TIME*
- 9.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.06M | $9.95M | $12.21M | |
| $1.98M | $1.82M | $2.61M |
NTSX vs. DLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 8.99% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
DLN WisdomTree U.S. LargeCap Dividend Fund | 13.81% | 15.53% | 19.66% | 9.95% | -3.78% | 25.60% | 4.59% | 28.91% | -7.92% |
Correlation
The correlation between NTSX and DLN is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.81 |
The correlation between NTSX and DLN has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.
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Return for Risk
NTSX vs. DLN — Risk / Return Rank
NTSX
DLN
NTSX vs. DLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree U.S. LargeCap Dividend Fund (DLN). 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 | DLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.46 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 3.72 | -1.59 |
| Martin ratioReturn relative to average drawdown | 8.61 | 15.65 | -7.03 |
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Drawdowns
NTSX vs. DLN - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for NTSX and DLN.
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Drawdown Indicators
| NTSX | DLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -57.84% | +26.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -6.10% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -13.71% | -3.11% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -16.26% | -15.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.82% | — |
Current DrawdownCurrent decline from peak | -0.71% | 0.00% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -7.47% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.45% | +0.81% |
Volatility
NTSX vs. DLN - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 4.14% compared to WisdomTree U.S. LargeCap Dividend Fund (DLN) at 2.34%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSX | DLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 2.34% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 6.92% | +3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 8.99% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 13.24% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 16.12% | +2.11% |
NTSX vs. DLN - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than DLN's 0.28% expense ratio.
Dividends
NTSX vs. DLN - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.08%, less than DLN's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree U.S. LargeCap Dividend Fund | 1.74% | 1.90% | 2.00% | 2.43% | 2.53% | 2.01% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 2.80% |
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 DLN have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (4.14%) compared to DLN (2.34%). In terms of maximum drawdown, NTSX dropped -31.34% vs DLN's -57.84%.
On 5-year performance, DLN leads with 12.59% vs 8.42% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, DLN has been the lower-risk option at 2.34%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DLN has performed better with a 12.59% 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 0.28% for DLN.
DLN has the higher dividend yield at 1.74%, compared with 1.08% for NTSX.
NTSX is categorized as Diversified Portfolio, while DLN is Large Cap Value Equities. Their fees differ too: 0.20% for NTSX and 0.28% for DLN.
DLN currently has the higher Sharpe Ratio (2.53 vs 1.46), 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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