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UNIY vs. NTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UNIY vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

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UNIY vs. NTSX - Yearly Performance Comparison


2026 (YTD)202520242023
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
-0.08%7.37%1.86%3.90%
NTSX
WisdomTree U.S. Efficient Core Fund
-4.22%18.82%20.20%12.76%

Returns By Period

In the year-to-date period, UNIY achieves a -0.08% return, which is significantly higher than NTSX's -4.22% return.


UNIY

1D
0.03%
1M
-1.40%
YTD
-0.08%
6M
0.63%
1Y
4.39%
3Y*
4.16%
5Y*
10Y*

NTSX

1D
0.38%
1M
-5.07%
YTD
-4.22%
6M
-2.82%
1Y
16.25%
3Y*
15.70%
5Y*
8.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UNIY vs. NTSX - Expense Ratio Comparison

UNIY has a 0.15% 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%.


Return for Risk

UNIY vs. NTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UNIY
UNIY Risk / Return Rank: 5353
Overall Rank
UNIY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
UNIY Sortino Ratio Rank: 4949
Sortino Ratio Rank
UNIY Omega Ratio Rank: 4444
Omega Ratio Rank
UNIY Calmar Ratio Rank: 6565
Calmar Ratio Rank
UNIY Martin Ratio Rank: 5252
Martin Ratio Rank

NTSX
NTSX Risk / Return Rank: 5353
Overall Rank
NTSX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
NTSX Omega Ratio Rank: 5151
Omega Ratio Rank
NTSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
NTSX Martin Ratio Rank: 6363
Martin Ratio Rank
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.

UNIY vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) 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.


UNIYNTSXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.89

+0.14

Sortino ratio

Return per unit of downside risk

1.43

1.30

+0.13

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.87

1.52

+0.35

Martin ratio

Return relative to average drawdown

5.84

6.52

-0.68

UNIY vs. NTSX - Sharpe Ratio Comparison

The current UNIY Sharpe Ratio is 1.03, which is comparable to the NTSX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of UNIY and NTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UNIYNTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.89

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.62

+0.22

Correlation

The correlation between UNIY and NTSX is 0.42, 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

UNIY vs. NTSX - Dividend Comparison

UNIY's dividend yield for the trailing twelve months is around 4.91%, more than NTSX's 1.22% yield.


TTM20252024202320222021202020192018
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
4.91%4.95%4.86%3.99%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

UNIY vs. NTSX - Drawdown Comparison

The maximum UNIY drawdown since its inception was -6.27%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for UNIY and NTSX.


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Drawdown Indicators


UNIYNTSXDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-31.34%

+25.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-11.13%

+8.60%

Max Drawdown (5Y)

Largest decline over 5 years

-31.34%

Current Drawdown

Current decline from peak

-1.66%

-6.04%

+4.38%

Average Drawdown

Average peak-to-trough decline

-1.39%

-6.92%

+5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

2.60%

-1.79%

Volatility

UNIY vs. NTSX - Volatility Comparison

The current volatility for WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) is 1.65%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 6.11%. This indicates that UNIY 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


UNIYNTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

6.11%

-4.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

9.65%

-7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

18.38%

-14.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

17.04%

-12.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

18.38%

-13.48%