NTSX vs. NTSI
NTSX (WisdomTree U.S. Efficient Core Fund) and NTSI (WisdomTree International Efficient Core Fund) are both exchange-traded funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while NTSI is a Global Allocation fund actively managed by WisdomTree. Both are actively managed. Over the past 5 years, NTSX returned 8.85%/yr vs 5.58%/yr for NTSI. A 0.73 correlation means they provide meaningful diversification when combined. NTSX charges 0.20%/yr vs 0.26%/yr for NTSI.
Performance
NTSX vs. NTSI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with NTSX having a 6.46% return and NTSI slightly lower at 6.38%.
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
NTSI
- 1D
- -1.50%
- 1M
- 0.19%
- YTD
- 6.38%
- 6M
- 6.48%
- 1Y
- 20.27%
- 3Y*
- 14.18%
- 5Y*
- 5.58%
- 10Y*
- —
NTSX vs. NTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 6.46% | 18.82% | 20.20% | 22.70% | -25.84% | 15.66% |
NTSI WisdomTree International Efficient Core Fund | 6.38% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
Correlation
The correlation between NTSX and NTSI is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.73 |
The correlation between NTSX and NTSI has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.
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Return for Risk
NTSX vs. NTSI — Risk / Return Rank
NTSX
NTSI
NTSX vs. NTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree International Efficient Core Fund (NTSI). 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 | NTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.65 | +0.68 |
| Martin ratioReturn relative to average drawdown | 9.93 | 5.95 | +3.98 |
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Drawdowns
NTSX vs. NTSI - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum NTSI drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for NTSX and NTSI.
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Drawdown Indicators
| NTSX | NTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -34.01% | +2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -12.33% | +3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -13.69% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -34.01% | +2.67% |
Current DrawdownCurrent decline from peak | -3.02% | -3.10% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -9.11% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 3.42% | -1.28% |
Volatility
NTSX vs. NTSI - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree International Efficient Core Fund (NTSI) have volatilities of 5.26% and 5.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSX | NTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 5.19% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 13.28% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 15.51% | -2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 15.80% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 15.69% | +2.60% |
NTSX vs. NTSI - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than NTSI's 0.26% expense ratio. Despite the difference, 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. NTSI - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.10%, less than NTSI's 3.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 3.53% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.10% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% |
Frequently Asked Questions
NTSX and NTSI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (5.26%) compared to NTSI (5.19%). In terms of maximum drawdown, NTSX dropped -31.34% vs NTSI's -34.01%.
On 5-year performance, NTSX leads with 8.85% vs 5.58% for NTSI. On fees, NTSX is cheaper at 0.20% per year. Their volatility is very similar. 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 5.58%. 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 0.26% for NTSI.
NTSI has the higher dividend yield at 3.53%, compared with 1.10% for NTSX.
NTSX is categorized as Diversified Portfolio, while NTSI is Global Allocation. Their fees differ too: 0.20% for NTSX and 0.26% for NTSI.
NTSX currently has the higher Sharpe Ratio (1.63 vs 1.31), 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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