NTSX vs. NTSE
NTSX (WisdomTree U.S. Efficient Core Fund) and NTSE (WisdomTree Emerging Markets Efficient Core Fund) are both Diversified Portfolio funds from WisdomTree. Both are actively managed. Over the past 5 years, NTSX returned 8.42%/yr vs 5.29%/yr for NTSE. Their 0.63 correlation means they have sometimes moved together and sometimes differently. NTSX charges 0.20%/yr vs 0.38%/yr for NTSE.
Performance
NTSX vs. NTSE - 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 NTSE's 19.84% 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%
NTSE
- 1D
- 0.74%
- 1M
- -2.88%
- 6M
- 9.78%
- YTD
- 19.84%
- 1Y
- 39.17%
- 3Y*
- 20.29%
- 5Y*
- 5.29%
- 10Y*
- —
- ALL TIME*
- 5.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $105.25K | $167.28K | $192.19K | |
| $1.98M | $1.82M | $2.61M |
NTSX vs. NTSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 8.99% | 18.82% | 20.20% | 22.70% | -25.84% | 15.66% |
NTSE WisdomTree Emerging Markets Efficient Core Fund | 19.84% | 36.29% | 4.42% | 9.47% | -26.31% | -5.67% |
Correlation
The correlation between NTSX and NTSE 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. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.63 |
The correlation between NTSX and NTSE has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.
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Return for Risk
NTSX vs. NTSE — Risk / Return Rank
NTSX
NTSE
NTSX vs. NTSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree Emerging Markets Efficient Core Fund (NTSE). 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 | NTSE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.30 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.65 | -0.53 |
| Martin ratioReturn relative to average drawdown | 8.61 | 8.13 | +0.49 |
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Drawdowns
NTSX vs. NTSE - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum NTSE drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for NTSX and NTSE.
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Drawdown Indicators
| NTSX | NTSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -42.84% | +11.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -14.83% | +5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -18.73% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -41.15% | +9.81% |
Current DrawdownCurrent decline from peak | -0.71% | -10.39% | +9.68% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -19.33% | +12.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 4.83% | -2.57% |
Volatility
NTSX vs. NTSE - Volatility Comparison
The current volatility for WisdomTree U.S. Efficient Core Fund (NTSX) is 4.14%, while WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a volatility of 8.97%. This indicates that NTSX experiences smaller price fluctuations and is considered to be less risky than NTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSX | NTSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 8.97% | -4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 22.87% | -12.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 25.14% | -11.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 20.23% | -3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 20.02% | -1.79% |
NTSX vs. NTSE - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than NTSE's 0.38% expense ratio.
Dividends
NTSX vs. NTSE - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.08%, less than NTSE's 2.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.74% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% | 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 NTSE 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.
NTSE has higher volatility (8.97%) compared to NTSX (4.14%). In terms of maximum drawdown, NTSX dropped -31.34% vs NTSE's -42.84%.
On 5-year performance, NTSX leads with 8.42% vs 5.29% for NTSE. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 4.14%. 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 8.42% return vs 5.29%. 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 NTSE.
NTSE has the higher dividend yield at 2.74%, compared with 1.08% for NTSX.
Their fees differ too: 0.20% for NTSX and 0.38% for NTSE.
NTSE currently has the higher Sharpe Ratio (1.57 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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