NTSX vs. EAOR
NTSX (WisdomTree U.S. Efficient Core Fund) and EAOR (iShares ESG Aware Growth Allocation ETF) are both Diversified Portfolio funds. NTSX is actively managed, while EAOR is passively managed. Over the past 5 years, NTSX returned 8.85%/yr vs 6.10%/yr for EAOR. Their correlation of 0.91 suggests significant overlap in exposure. NTSX charges 0.20%/yr vs 0.18%/yr for EAOR.
Performance
NTSX vs. EAOR - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with NTSX having a 6.69% return and EAOR slightly lower at 6.51%.
NTSX
- 1D
- 0.22%
- 1M
- -0.65%
- YTD
- 6.69%
- 6M
- 5.08%
- 1Y
- 19.80%
- 3Y*
- 18.32%
- 5Y*
- 8.85%
- 10Y*
- —
EAOR
- 1D
- 0.06%
- 1M
- 0.36%
- YTD
- 6.51%
- 6M
- 5.88%
- 1Y
- 16.27%
- 3Y*
- 13.34%
- 5Y*
- 6.10%
- 10Y*
- —
NTSX vs. EAOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 6.69% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 20.16% |
EAOR iShares ESG Aware Growth Allocation ETF | 6.51% | 15.59% | 10.69% | 14.96% | -16.66% | 10.51% | 14.92% |
Correlation
The correlation between NTSX and EAOR is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.91 |
The correlation between NTSX and EAOR has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
NTSX vs. EAOR — Risk / Return Rank
NTSX
EAOR
NTSX vs. EAOR - 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 Growth Allocation ETF (EAOR). 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 | EAOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.47 | -0.30 |
| Martin ratioReturn relative to average drawdown | 9.22 | 10.56 | -1.33 |
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Drawdowns
NTSX vs. EAOR - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, which is greater than EAOR's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for NTSX and EAOR.
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Drawdown Indicators
| NTSX | EAOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -22.91% | -8.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -6.62% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -10.28% | -6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -22.91% | -8.43% |
Current DrawdownCurrent decline from peak | -2.81% | -1.56% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -5.02% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.55% | +0.60% |
Volatility
NTSX vs. EAOR - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 5.25% compared to iShares ESG Aware Growth Allocation ETF (EAOR) at 3.73%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than EAOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSX | EAOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 3.73% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 7.58% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 9.09% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 10.61% | +6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 10.44% | +7.85% |
NTSX vs. EAOR - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is higher than EAOR'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. EAOR - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.09%, less than EAOR's 2.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 2.36% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
With a correlation of 0.92, NTSX and EAOR 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 (5.25%) compared to EAOR (3.73%). In terms of maximum drawdown, NTSX dropped -31.34% vs EAOR's -22.91%.
On 5-year performance, NTSX leads with 8.85% vs 6.10% for EAOR. On fees, EAOR is cheaper at 0.18% per year. On volatility, EAOR has been the lower-risk option at 3.73%. 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 8.85% return vs 6.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOR is cheaper with a 0.18% expense ratio, compared with 0.20% for NTSX.
EAOR has the higher dividend yield at 2.36%, compared with 1.09% for NTSX.
They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.20% for NTSX and 0.18% for EAOR.
EAOR currently has the higher Sharpe Ratio (1.81 vs 1.52), 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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