SCHB vs. NTSX
SCHB (Schwab U.S. Broad Market ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - SCHB is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Broad Stock Market Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. SCHB is passively managed, while NTSX is actively managed. Over the past 5 years, SCHB returned 11.90%/yr vs 8.80%/yr for NTSX. Their correlation of 0.92 suggests significant overlap in exposure. SCHB charges 0.03%/yr vs 0.20%/yr for NTSX.
Performance
SCHB vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, SCHB achieves a 8.93% return, which is significantly higher than NTSX's 6.42% return.
SCHB
- 1D
- 0.07%
- 1M
- -1.50%
- YTD
- 8.93%
- 6M
- 7.50%
- 1Y
- 22.90%
- 3Y*
- 20.79%
- 5Y*
- 11.90%
- 10Y*
- 15.36%
NTSX
- 1D
- -0.25%
- 1M
- -1.39%
- YTD
- 6.42%
- 6M
- 4.81%
- 1Y
- 19.46%
- 3Y*
- 18.28%
- 5Y*
- 8.80%
- 10Y*
- —
SCHB vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 8.93% | 16.94% | 23.93% | 26.16% | -19.46% | 25.84% | 20.76% | 30.79% | -11.20% |
NTSX WisdomTree U.S. Efficient Core Fund | 6.42% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between SCHB and NTSX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.92 |
The correlation between SCHB and NTSX has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.
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Return for Risk
SCHB vs. NTSX — Risk / Return Rank
SCHB
NTSX
SCHB vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) 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.
| SCHB | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.27 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.13 | +0.45 |
| Martin ratioReturn relative to average drawdown | 11.35 | 9.03 | +2.32 |
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Drawdowns
SCHB vs. NTSX - Drawdown Comparison
The maximum SCHB drawdown since its inception was -35.27%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for SCHB and NTSX.
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Drawdown Indicators
| SCHB | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -31.34% | -3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -9.16% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -16.82% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -31.34% | +5.93% |
Max Drawdown (10Y)Largest decline over 10 years | -35.27% | — | — |
Current DrawdownCurrent decline from peak | -2.81% | -3.05% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -6.76% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.16% | -0.14% |
Volatility
SCHB vs. NTSX - Volatility Comparison
The current volatility for Schwab U.S. Broad Market ETF (SCHB) is 4.92%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.23%. This indicates that SCHB experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHB | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 5.23% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 10.51% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 13.05% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 17.17% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 18.28% | +0.05% |
SCHB vs. NTSX - Expense Ratio Comparison
SCHB has a 0.03% expense ratio, which is lower than NTSX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SCHB vs. NTSX - Dividend Comparison
SCHB's dividend yield for the trailing twelve months is around 1.06%, less than NTSX's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.11% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.06% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
Frequently Asked Questions
With a correlation of 0.92, SCHB and NTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
NTSX has higher volatility (5.23%) compared to SCHB (4.92%). In terms of maximum drawdown, SCHB dropped -35.27% vs NTSX's -31.34%.
On 5-year performance, SCHB leads with 11.90% vs 8.80% for NTSX. On fees, SCHB is cheaper at 0.03% per year. On volatility, SCHB has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SCHB has performed better with a 11.90% return vs 8.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHB is cheaper with a 0.03% expense ratio, compared with 0.20% for NTSX.
NTSX has the higher dividend yield at 1.11%, compared with 1.06% for SCHB.
SCHB is categorized as Large Cap Blend Equities, while NTSX is Diversified Portfolio. They also come from different issuers: Charles Schwab and WisdomTree. Their fees differ too: 0.03% for SCHB and 0.20% for NTSX.
SCHB currently has the higher Sharpe Ratio (1.80 vs 1.50), 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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