NTSX vs. EAOK

Last updated Jun 4, 2026

NTSX (WisdomTree U.S. Efficient Core Fund) and EAOK (iShares ESG Aware Conservative Allocation ETF) are both Diversified Portfolio funds. NTSX is actively managed, while EAOK is passively managed. Over the past 5 years, NTSX returned 9.69%/yr vs 3.20%/yr for EAOK. Their correlation of 0.84 suggests significant overlap in exposure. NTSX charges 0.20%/yr vs 0.18%/yr for EAOK.

Performance

NTSX vs. EAOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Efficient Core Fund (NTSX) and iShares ESG Aware Conservative Allocation ETF (EAOK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTSX achieves a 8.62% return, which is significantly higher than EAOK's 3.85% return.

NTSX

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

EAOK

• 1D: -0.39%
• 1M: 1.83%
• YTD: 3.85%
• 6M: 3.87%
• 1Y: 12.25%
• 3Y*: 8.79%
• 5Y*: 3.20%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSX vs. EAOK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
NTSX WisdomTree U.S. Efficient Core Fund	8.62%	18.82%	20.20%	22.70%	-25.84%	22.21%	20.44%
EAOK iShares ESG Aware Conservative Allocation ETF	3.85%	11.47%	5.81%	10.13%	-14.92%	4.32%	8.01%

Correlation

The correlation between NTSX and EAOK is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020	0.84

The correlation between NTSX and EAOK has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

NTSX vs. EAOK - Sectors Allocation Comparison

Sectors	NTSX	EAOK
Technology	35.1%	10.2%
Communication Services	12.5%	2.6%
Financial Services	12.3%	4.8%
Consumer Cyclical	10.1%	2.7%
Healthcare	8.4%	2.4%
Industrials	7.7%	3.2%
Consumer Defensive	5.5%	1.3%
Energy	3.5%	1.1%
Utilities	2.1%	0.8%
Real Estate	1.5%	0.6%
Basic Materials	1.4%	0.8%

Return for Risk

NTSX vs. EAOK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NTSX

NTSX Risk / Return Rank: 60
NTSX Sharpe Ratio Rank: 60
NTSX Sortino Ratio Rank: 58
NTSX Omega Ratio Rank: 59
NTSX Calmar Ratio Rank: 55
NTSX Martin Ratio Rank: 66

EAOK

EAOK Risk / Return Rank: 67
EAOK Sharpe Ratio Rank: 68
EAOK Sortino Ratio Rank: 72
EAOK Omega Ratio Rank: 71
EAOK Calmar Ratio Rank: 57
EAOK Martin Ratio Rank: 67

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. EAOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and iShares ESG Aware Conservative Allocation ETF (EAOK). 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	EAOK	Difference
Sharpe ratio: Return per unit of total volatility	2.06	2.24	-0.18
Sortino ratio: Return per unit of downside risk	2.81	3.28	-0.47
Omega ratio: Gain probability vs. loss probability	1.37	1.43	-0.06
Calmar ratio: Return relative to maximum drawdown	2.77	2.78	-0.01
Martin ratio: Return relative to average drawdown	12.25	12.14	+0.11
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. EAOK - Sharpe Ratio Comparison

The current NTSX Sharpe Ratio is 2.06, which is comparable to the EAOK Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of NTSX and EAOK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NTSX	EAOK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	2.24	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.46	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.65	+0.06

Drawdowns

NTSX vs. EAOK - Drawdown Comparison

The maximum NTSX drawdown since its inception was -31.34%, which is greater than EAOK's maximum drawdown of -19.91%. Use the drawdown chart below to compare losses from any high point for NTSX and EAOK.

Drawdown Indicators

	NTSX	EAOK	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-19.91%	-11.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-4.43%	-4.73%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-7.08%	-9.74%
Max Drawdown (5Y) Largest decline over 5 years	-31.34%	-19.91%	-11.43%
Current Drawdown Current decline from peak	-1.05%	-0.39%	-0.66%
Average Drawdown Average peak-to-trough decline	-6.79%	-5.02%	-1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	1.01%	+1.06%

Volatility

NTSX vs. EAOK - Volatility Comparison

WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 3.39% compared to iShares ESG Aware Conservative Allocation ETF (EAOK) at 2.05%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than EAOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSX	EAOK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	2.05%	+1.34%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	4.48%	+5.10%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	5.49%	+6.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.04%	7.04%	+10.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.27%	6.83%	+11.44%

NTSX vs. EAOK - Expense Ratio Comparison

NTSX has a 0.20% expense ratio, which is higher than EAOK's 0.18% 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%.

Dividends

NTSX vs. EAOK - Dividend Comparison

NTSX's dividend yield for the trailing twelve months is around 1.08%, less than EAOK's 3.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EAOK iShares ESG Aware Conservative Allocation ETF	3.17%	3.18%	3.15%	2.80%	2.27%	1.19%	1.00%	0.00%	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

Can I hold both NTSX and EAOK in my portfolio?

NTSX and EAOK have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTSX or EAOK?

NTSX has higher volatility (3.39%) compared to EAOK (2.05%). In terms of maximum drawdown, NTSX dropped -31.34% vs EAOK's -19.91%.

Which ETF is better, NTSX or EAOK?

On 5-year performance, NTSX leads with 9.69% vs 3.20% for EAOK. On fees, EAOK is cheaper at 0.18% per year. On volatility, EAOK has been the lower-risk option at 2.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSX or EAOK?

Over the 5-year period, NTSX has performed better with a 9.69% return vs 3.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSX or EAOK?

EAOK is cheaper with a 0.18% expense ratio, compared with 0.20% for NTSX.

Which ETF pays a higher dividend yield, NTSX or EAOK?

EAOK has the higher dividend yield at 3.17%, compared with 1.08% for NTSX.

What is the main difference between NTSX and EAOK?

They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.20% for NTSX and 0.18% for EAOK.

Which has better risk-adjusted returns?

EAOK currently has the higher Sharpe Ratio (2.24 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.