NTSX vs. QGRW

Last updated Jun 4, 2026

NTSX (WisdomTree U.S. Efficient Core Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. NTSX is actively managed, while QGRW is passively managed. Over the past 3 years, NTSX returned 19.38%/yr vs 29.10%/yr for QGRW. Their correlation of 0.85 suggests significant overlap in exposure. NTSX charges 0.20%/yr vs 0.28%/yr for QGRW.

Performance

NTSX vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree U.S. Quality Growth Fund (QGRW). 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 lower than QGRW's 15.43% return.

NTSX

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

QGRW

• 1D: -1.04%
• 1M: 9.03%
• YTD: 15.43%
• 6M: 14.57%
• 1Y: 35.66%
• 3Y*: 29.10%
• 5Y*: —
• 10Y*: —

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

NTSX vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NTSX WisdomTree U.S. Efficient Core Fund	8.62%	18.82%	20.20%	22.70%	-2.77%
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	34.85%	56.05%	-3.30%

Correlation

The correlation between NTSX and QGRW is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.86

The correlation between NTSX and QGRW has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

NTSX vs. QGRW - Sectors Allocation Comparison

Sectors	NTSX	QGRW
Technology	35.1%	52.1%
Communication Services	12.5%	17.8%
Financial Services	12.3%	4.1%
Consumer Cyclical	10.1%	12.4%
Healthcare	8.4%	4.3%
Industrials	7.7%	8.0%
Consumer Defensive	5.5%	0.5%
Energy	3.5%	0.6%
Utilities	2.1%	0.4%
Real Estate	1.5%	-
Basic Materials	1.4%	-

Return for Risk

NTSX vs. QGRW — 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

QGRW

QGRW Risk / Return Rank: 54
QGRW Sharpe Ratio Rank: 60
QGRW Sortino Ratio Rank: 56
QGRW Omega Ratio Rank: 57
QGRW Calmar Ratio Rank: 46
QGRW Martin Ratio Rank: 52

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. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree U.S. Quality Growth Fund (QGRW). 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	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	2.06	2.06	0.00
Sortino ratio: Return per unit of downside risk	2.81	2.75	+0.06
Omega ratio: Gain probability vs. loss probability	1.37	1.35	+0.02
Calmar ratio: Return relative to maximum drawdown	2.77	2.32	+0.45
Martin ratio: Return relative to average drawdown	12.25	9.08	+3.17
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. QGRW - Sharpe Ratio Comparison

The current NTSX Sharpe Ratio is 2.06, which is comparable to the QGRW Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of NTSX and QGRW, 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	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	2.06	0.00
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	1.66	-0.94

Drawdowns

NTSX vs. QGRW - Drawdown Comparison

The maximum NTSX drawdown since its inception was -31.34%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for NTSX and QGRW.

Drawdown Indicators

	NTSX	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-24.40%	-6.94%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-15.44%	+6.28%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-24.40%	+7.58%
Max Drawdown (5Y) Largest decline over 5 years	-31.34%	—	—
Current Drawdown Current decline from peak	-1.05%	-1.33%	+0.28%
Average Drawdown Average peak-to-trough decline	-6.79%	-3.26%	-3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	3.94%	-1.87%

Volatility

NTSX vs. QGRW - Volatility Comparison

The current volatility for WisdomTree U.S. Efficient Core Fund (NTSX) is 3.39%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 4.71%. This indicates that NTSX experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSX	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	4.71%	-1.32%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	13.67%	-4.09%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	17.40%	-5.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.04%	21.08%	-4.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.27%	21.08%	-2.81%

NTSX vs. QGRW - Expense Ratio Comparison

NTSX has a 0.20% expense ratio, which is lower than QGRW's 0.28% expense ratio.

Dividends

NTSX vs. QGRW - Dividend Comparison

NTSX's dividend yield for the trailing twelve months is around 1.08%, more than QGRW's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NTSX and QGRW in my portfolio?

NTSX and QGRW have a correlation of 0.84, 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 QGRW?

QGRW has higher volatility (4.71%) compared to NTSX (3.39%). In terms of maximum drawdown, NTSX dropped -31.34% vs QGRW's -24.40%.

Which ETF is better, NTSX or QGRW?

On 3-year performance, QGRW leads with 29.10% vs 19.38% for NTSX. On fees, NTSX is cheaper at 0.20% per year. 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.

Which ETF has performed better, NTSX or QGRW?

Over the 3-year period, QGRW has performed better with a 29.10% return vs 19.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSX or QGRW?

NTSX is cheaper with a 0.20% expense ratio, compared with 0.28% for QGRW.

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

NTSX has the higher dividend yield at 1.08%, compared with 0.07% for QGRW.

What is the main difference between NTSX and QGRW?

NTSX is categorized as Diversified Portfolio, while QGRW is Large Cap Growth Equities. Their fees differ too: 0.20% for NTSX and 0.28% for QGRW.

Which has better risk-adjusted returns?

NTSX currently has the higher Sharpe Ratio (2.06 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.