NTSX vs. GDE
NTSX (WisdomTree U.S. Efficient Core Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while GDE is a Gold fund actively managed by WisdomTree. Both are actively managed. Over the past 3 years, NTSX returned 19.38%/yr vs 46.68%/yr for GDE. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
NTSX vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, NTSX achieves a 8.62% return, which is significantly lower than GDE's 9.79% return.
NTSX
- 1D
- -1.05%
- 1M
- 4.37%
- YTD
- 8.62%
- 6M
- 7.83%
- 1Y
- 25.27%
- 3Y*
- 19.38%
- 5Y*
- 9.69%
- 10Y*
- —
GDE
- 1D
- -1.35%
- 1M
- 1.88%
- YTD
- 9.79%
- 6M
- 11.87%
- 1Y
- 53.13%
- 3Y*
- 46.68%
- 5Y*
- —
- 10Y*
- —
NTSX vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 8.62% | 18.82% | 20.20% | 22.70% | -17.52% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 9.79% | 73.76% | 44.79% | 33.85% | -18.67% |
Correlation
The correlation between NTSX and GDE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.63 |
The correlation between NTSX and GDE shifts across timeframes, from 0.52 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NTSX vs. GDE — Risk / Return Rank
NTSX
GDE
NTSX vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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 | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.36 | +0.41 |
| Martin ratioReturn relative to average drawdown | 12.25 | 7.34 | +4.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTSX | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.88 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.15 | -0.44 |
Drawdowns
NTSX vs. GDE - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, roughly equal to the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for NTSX and GDE.
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Drawdown Indicators
| NTSX | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -32.01% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -22.66% | +13.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -22.66% | +5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | — | — |
Current DrawdownCurrent decline from peak | -1.05% | -11.17% | +10.12% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -7.88% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 7.26% | -5.19% |
Volatility
NTSX vs. GDE - Volatility Comparison
The current volatility for WisdomTree U.S. Efficient Core Fund (NTSX) is 3.39%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that NTSX experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSX | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 6.65% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 24.24% | -14.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 28.39% | -16.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 26.12% | -9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 26.12% | -7.85% |
NTSX vs. GDE - Expense Ratio Comparison
Both NTSX and GDE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
NTSX vs. GDE - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.08%, less than GDE's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.94% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 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
NTSX and GDE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (6.65%) compared to NTSX (3.39%). In terms of maximum drawdown, NTSX dropped -31.34% vs GDE's -32.01%.
On 3-year performance, GDE leads with 46.68% vs 19.38% for NTSX. Both ETFs have the same 0.20% expense ratio. On volatility, NTSX has been the lower-risk option at 3.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 46.68% return vs 19.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX and GDE have the same expense ratio: 0.20% per year.
GDE has the higher dividend yield at 3.94%, compared with 1.08% for NTSX.
NTSX is categorized as Diversified Portfolio, while GDE is Gold.
NTSX currently has the higher Sharpe Ratio (2.06 vs 1.88), 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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