NTSX vs. VGWE.DE
Compare and contrast key facts about WisdomTree U.S. Efficient Core Fund (NTSX) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE).
NTSX and VGWE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018. VGWE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World High Dividend Yield Index. It was launched on Sep 24, 2019.
Performance
NTSX vs. VGWE.DE - Performance Comparison
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NTSX vs. VGWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | -4.22% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 20.60% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 5.10% | 27.35% | 8.98% | 11.30% | -5.49% | 17.74% | 16.25% |
Different Trading Currencies
NTSX is traded in USD, while VGWE.DE is traded in EUR. To make them comparable, the VGWE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NTSX achieves a -4.22% return, which is significantly lower than VGWE.DE's 5.10% return.
NTSX
- 1D
- 0.38%
- 1M
- -5.07%
- YTD
- -4.22%
- 6M
- -2.82%
- 1Y
- 16.25%
- 3Y*
- 15.70%
- 5Y*
- 8.07%
- 10Y*
- —
VGWE.DE
- 1D
- 1.50%
- 1M
- -3.68%
- YTD
- 5.10%
- 6M
- 10.36%
- 1Y
- 25.33%
- 3Y*
- 17.05%
- 5Y*
- 10.62%
- 10Y*
- —
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NTSX vs. VGWE.DE - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than VGWE.DE's 0.29% expense ratio.
Return for Risk
NTSX vs. VGWE.DE — Risk / Return Rank
NTSX
VGWE.DE
NTSX vs. VGWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). 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 | VGWE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.77 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.26 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.36 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.31 | -0.79 |
Martin ratioReturn relative to average drawdown | 6.52 | 10.66 | -4.14 |
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 | VGWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.77 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.78 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.96 | -0.34 |
Correlation
The correlation between NTSX and VGWE.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NTSX vs. VGWE.DE - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.22%, while VGWE.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.22% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NTSX vs. VGWE.DE - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, which is greater than VGWE.DE's maximum drawdown of -21.04%. Use the drawdown chart below to compare losses from any high point for NTSX and VGWE.DE.
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Drawdown Indicators
| NTSX | VGWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -16.43% | -14.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -12.80% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -16.43% | -14.91% |
Current DrawdownCurrent decline from peak | -6.04% | -3.31% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -2.41% | -4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.07% | +0.53% |
Volatility
NTSX vs. VGWE.DE - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 6.11% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) at 4.32%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSX | VGWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 4.32% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 7.98% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 14.23% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 13.41% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 13.94% | +4.44% |