NTSX vs. VHT
NTSX (WisdomTree U.S. Efficient Core Fund) and VHT (Vanguard Health Care ETF) are both exchange-traded funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while VHT is a Health & Biotech Equities fund tracking the MSCI US Investable Market Health Care 25/50 Index. NTSX is actively managed, while VHT is passively managed. Over the past 5 years, NTSX returned 9.41%/yr vs 4.61%/yr for VHT. A 0.67 correlation means they provide meaningful diversification when combined. NTSX charges 0.20%/yr vs 0.09%/yr for VHT.
Performance
NTSX vs. VHT - Performance Comparison
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Returns By Period
In the year-to-date period, NTSX achieves a 7.12% return, which is significantly higher than VHT's -1.67% return.
NTSX
- 1D
- -1.35%
- 1M
- 0.74%
- YTD
- 7.12%
- 6M
- 8.67%
- 1Y
- 22.85%
- 3Y*
- 17.90%
- 5Y*
- 9.41%
- 10Y*
- —
VHT
- 1D
- -1.13%
- 1M
- 3.89%
- YTD
- -1.67%
- 6M
- -0.76%
- 1Y
- 16.82%
- 3Y*
- 6.50%
- 5Y*
- 4.61%
- 10Y*
- 9.85%
NTSX vs. VHT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 7.12% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
VHT Vanguard Health Care ETF | -1.67% | 15.46% | 2.66% | 2.52% | -5.60% | 20.57% | 18.29% | 21.87% | -4.31% |
Correlation
The correlation between NTSX and VHT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.67 |
Over the past year, the correlation between NTSX and VHT has dropped to 0.40 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
NTSX vs. VHT — Risk / Return Rank
NTSX
VHT
NTSX vs. VHT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and Vanguard Health Care ETF (VHT). 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 | VHT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.20 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 1.62 | +0.88 |
| Martin ratioReturn relative to average drawdown | 10.75 | 4.02 | +6.73 |
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Drawdowns
NTSX vs. VHT - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum VHT drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for NTSX and VHT.
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Drawdown Indicators
| NTSX | VHT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -39.12% | +7.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -10.40% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -16.91% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -17.71% | -13.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.85% | — |
Current DrawdownCurrent decline from peak | -2.42% | -4.79% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -5.98% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 4.20% | -2.07% |
Volatility
NTSX vs. VHT - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 5.21% compared to Vanguard Health Care ETF (VHT) at 4.86%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSX | VHT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 4.86% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 10.42% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.04% | 14.73% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 15.02% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 16.97% | +1.33% |
NTSX vs. VHT - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is higher than VHT's 0.09% expense ratio. However, 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. VHT - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.09%, less than VHT's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.09% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
VHT Vanguard Health Care ETF | 1.67% | 1.61% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% |
Frequently Asked Questions
NTSX and VHT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (5.21%) compared to VHT (4.86%). In terms of maximum drawdown, NTSX dropped -31.34% vs VHT's -39.12%.
On 5-year performance, NTSX leads with 9.41% vs 4.61% for VHT. On fees, VHT is cheaper at 0.09% per year. On volatility, VHT has been the lower-risk option at 4.86%. 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 9.41% return vs 4.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VHT is cheaper with a 0.09% expense ratio, compared with 0.20% for NTSX.
VHT has the higher dividend yield at 1.67%, compared with 1.09% for NTSX.
NTSX is categorized as Diversified Portfolio, while VHT is Health & Biotech Equities. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.20% for NTSX and 0.09% for VHT.
NTSX currently has the higher Sharpe Ratio (1.76 vs 1.15), 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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