OPPE vs. NTSX
OPPE (WisdomTree European Opportunities Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - OPPE is a Europe Equities fund tracking the WisdomTree European Opportunities Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. OPPE is passively managed, while NTSX is actively managed. Over the past 5 years, OPPE returned 14.71%/yr vs 8.15%/yr for NTSX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. OPPE charges 0.58%/yr vs 0.20%/yr for NTSX.
Performance
OPPE vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, OPPE achieves a 18.15% return, which is significantly higher than NTSX's 7.28% return.
OPPE
- 1D
- -0.08%
- 1M
- 4.58%
- 6M
- 12.37%
- YTD
- 18.15%
- 1Y
- 31.15%
- 3Y*
- 24.13%
- 5Y*
- 14.71%
- 10Y*
- 13.25%
- ALL TIME*
- 11.61%
NTSX
- 1D
- 0.71%
- 1M
- -0.51%
- 6M
- 6.45%
- YTD
- 7.28%
- 1Y
- 17.51%
- 3Y*
- 16.97%
- 5Y*
- 8.15%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.95M | $1.79M | $2.60M | |
| $1.61M | $1.14M | $1.30M |
OPPE vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OPPE WisdomTree European Opportunities Fund | 18.15% | 38.80% | 10.42% | 19.80% | -11.14% | 23.52% | -2.92% | 28.60% | -13.97% |
NTSX WisdomTree U.S. Efficient Core Fund | 7.28% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between OPPE and NTSX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.64 |
The correlation between OPPE and NTSX has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
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Return for Risk
OPPE vs. NTSX — Risk / Return Rank
OPPE
NTSX
OPPE vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree European Opportunities Fund (OPPE) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.
| OPPE | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.22 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 1.79 | +1.65 |
| Martin ratioReturn relative to average drawdown | 13.34 | 7.28 | +6.06 |
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Drawdowns
OPPE vs. NTSX - Drawdown Comparison
The maximum OPPE drawdown since its inception was -39.28%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for OPPE and NTSX.
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Drawdown Indicators
| OPPE | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.28% | -31.34% | -7.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -9.16% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.04% | -16.82% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -31.34% | +6.85% |
Max Drawdown (10Y)Largest decline over 10 years | -39.28% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | -2.27% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -6.70% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.26% | +0.02% |
Volatility
OPPE vs. NTSX - Volatility Comparison
WisdomTree European Opportunities Fund (OPPE) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 3.82% and 3.82%, 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
| OPPE | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.82% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 10.74% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.34% | 13.29% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 17.20% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 18.22% | -1.31% |
OPPE vs. NTSX - Expense Ratio Comparison
OPPE has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
OPPE vs. NTSX - Dividend Comparison
OPPE's dividend yield for the trailing twelve months is around 2.57%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
OPPE WisdomTree European Opportunities Fund | 2.57% | 2.95% | 3.99% | 3.53% | 5.13% | 2.39% | 3.42% | 3.08% | 2.34% | 1.46% | 2.60% | 4.39% |
Frequently Asked Questions
OPPE and NTSX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (3.82%) compared to OPPE (3.82%). In terms of maximum drawdown, OPPE dropped -39.28% vs NTSX's -31.34%.
On 5-year performance, OPPE leads with 14.71% vs 8.15% for NTSX. 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, OPPE has performed better with a 14.71% return vs 8.15%. 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 0.58% for OPPE.
OPPE has the higher dividend yield at 2.57%, compared with 1.10% for NTSX.
OPPE is categorized as Europe Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.58% for OPPE and 0.20% for NTSX.
OPPE currently has the higher Sharpe Ratio (2.13 vs 1.24), 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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