NTSX vs. WTV

Last updated Jun 4, 2026

NTSX (WisdomTree U.S. Efficient Core Fund) and WTV (WisdomTree US Value ETF) are both exchange-traded funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while WTV is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Value Index. NTSX is actively managed, while WTV is passively managed. Over the past 5 years, NTSX returned 9.69%/yr vs 13.17%/yr for WTV. A 0.74 correlation means they provide meaningful diversification when combined. NTSX charges 0.20%/yr vs 0.12%/yr for WTV.

Performance

NTSX vs. WTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree US Value ETF (WTV). 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 WTV's 10.52% return.

NTSX

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

WTV

• 1D: -0.96%
• 1M: 4.55%
• YTD: 10.52%
• 6M: 11.62%
• 1Y: 23.33%
• 3Y*: 22.34%
• 5Y*: 13.17%
• 10Y*: —

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

NTSX vs. WTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
NTSX WisdomTree U.S. Efficient Core Fund	8.62%	18.82%	20.20%	22.70%	-25.84%	22.21%	24.87%	32.03%	-8.72%
WTV WisdomTree US Value ETF	10.52%	13.51%	23.99%	22.35%	-8.06%	30.59%	6.15%	29.69%	-10.99%

Correlation

The correlation between NTSX and WTV is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018	0.74

The correlation between NTSX and WTV shifts across timeframes, from 0.63 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

NTSX vs. WTV - Sectors Allocation Comparison

Sectors	NTSX	WTV
Technology	35.1%	15.3%
Communication Services	12.5%	6.9%
Financial Services	12.3%	19.5%
Consumer Cyclical	10.1%	10.7%
Healthcare	8.4%	7.3%
Industrials	7.7%	10.5%
Consumer Defensive	5.5%	10.7%
Energy	3.5%	6.8%
Utilities	2.1%	4.8%
Real Estate	1.5%	5.3%
Basic Materials	1.4%	2.2%

Return for Risk

NTSX vs. WTV — 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

WTV

WTV Risk / Return Rank: 60
WTV Sharpe Ratio Rank: 57
WTV Sortino Ratio Rank: 61
WTV Omega Ratio Rank: 56
WTV Calmar Ratio Rank: 65
WTV Martin Ratio Rank: 59

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. WTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree US Value ETF (WTV). 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	WTV	Difference
Sharpe ratio: Return per unit of total volatility	2.06	1.99	+0.08
Sortino ratio: Return per unit of downside risk	2.81	2.92	-0.12
Omega ratio: Gain probability vs. loss probability	1.37	1.35	+0.02
Calmar ratio: Return relative to maximum drawdown	2.77	3.28	-0.51
Martin ratio: Return relative to average drawdown	12.25	10.69	+1.56
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. WTV - Sharpe Ratio Comparison

The current NTSX Sharpe Ratio is 2.06, which is comparable to the WTV Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of NTSX and WTV, 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	WTV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	1.99	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.77	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.67	+0.04

Drawdowns

NTSX vs. WTV - Drawdown Comparison

The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for NTSX and WTV.

Drawdown Indicators

	NTSX	WTV	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-42.18%	+10.84%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-7.15%	-2.01%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-18.49%	+1.67%
Max Drawdown (5Y) Largest decline over 5 years	-31.34%	-19.30%	-12.04%
Current Drawdown Current decline from peak	-1.05%	-0.96%	-0.09%
Average Drawdown Average peak-to-trough decline	-6.79%	-5.06%	-1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	2.19%	-0.12%

Volatility

NTSX vs. WTV - Volatility Comparison

WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 3.39% compared to WisdomTree US Value ETF (WTV) at 3.02%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSX	WTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	3.02%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	7.90%	+1.68%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	11.83%	+0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.04%	17.09%	-0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.27%	20.20%	-1.93%

NTSX vs. WTV - Expense Ratio Comparison

NTSX has a 0.20% expense ratio, which is higher than WTV's 0.12% 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. WTV - Dividend Comparison

NTSX's dividend yield for the trailing twelve months is around 1.08%, less than WTV's 1.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	0.00%
WTV WisdomTree US Value ETF	1.65%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%

Frequently Asked Questions

Can I hold both NTSX and WTV in my portfolio?

NTSX and WTV have a correlation of 0.63, 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 WTV?

NTSX has higher volatility (3.39%) compared to WTV (3.02%). In terms of maximum drawdown, NTSX dropped -31.34% vs WTV's -42.18%.

Which ETF is better, NTSX or WTV?

On 5-year performance, WTV leads with 13.17% vs 9.69% for NTSX. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSX or WTV?

Over the 5-year period, WTV has performed better with a 13.17% return vs 9.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSX or WTV?

WTV is cheaper with a 0.12% expense ratio, compared with 0.20% for NTSX.

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

WTV has the higher dividend yield at 1.65%, compared with 1.08% for NTSX.

What is the main difference between NTSX and WTV?

NTSX is categorized as Diversified Portfolio, while WTV is Large Cap Value Equities. Their fees differ too: 0.20% for NTSX and 0.12% for WTV.

Which has better risk-adjusted returns?

NTSX currently has the higher Sharpe Ratio (2.06 vs 1.99), 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.