VT vs. NTSX
VT (Vanguard Total World Stock ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. VT is passively managed, while NTSX is actively managed. Over the past 5 years, VT returned 11.47%/yr vs 9.65%/yr for NTSX. Their correlation of 0.89 suggests significant overlap in exposure. VT charges 0.06%/yr vs 0.20%/yr for NTSX.
Performance
VT vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, VT achieves a 12.44% return, which is significantly higher than NTSX's 8.30% return.
VT
- 1D
- 1.16%
- 1M
- 1.71%
- YTD
- 12.44%
- 6M
- 12.88%
- 1Y
- 29.65%
- 3Y*
- 19.80%
- 5Y*
- 11.47%
- 10Y*
- 12.84%
NTSX
- 1D
- 1.10%
- 1M
- 0.84%
- YTD
- 8.30%
- 6M
- 8.71%
- 1Y
- 24.38%
- 3Y*
- 18.33%
- 5Y*
- 9.65%
- 10Y*
- —
VT vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 12.44% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -11.88% |
NTSX WisdomTree U.S. Efficient Core Fund | 8.30% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between VT and NTSX is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.89 |
The correlation between VT and NTSX has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
VT vs. NTSX — Risk / Return Rank
VT
NTSX
VT vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.
| VT | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 2.67 | +0.35 |
| Martin ratioReturn relative to average drawdown | 13.14 | 11.44 | +1.69 |
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Drawdowns
VT vs. NTSX - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for VT and NTSX.
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Drawdown Indicators
| VT | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -31.34% | -18.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -9.16% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -16.82% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -31.34% | +4.96% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | — | — |
Current DrawdownCurrent decline from peak | -0.70% | -1.34% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -6.76% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.13% | +0.09% |
Volatility
VT vs. NTSX - Volatility Comparison
Vanguard Total World Stock ETF (VT) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 5.36% and 5.23%, 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
| VT | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 5.23% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 10.55% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 13.07% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 17.16% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 18.30% | -1.02% |
VT vs. NTSX - Expense Ratio Comparison
VT has a 0.06% 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
VT vs. NTSX - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.95%, more than NTSX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.58% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
VT and NTSX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (5.36%) compared to NTSX (5.23%). In terms of maximum drawdown, VT dropped -50.27% vs NTSX's -31.34%.
On 5-year performance, VT leads with 11.47% vs 9.65% for NTSX. On fees, VT is cheaper at 0.06% per year. On volatility, NTSX has been the lower-risk option at 5.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VT has performed better with a 11.47% return vs 9.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VT is cheaper with a 0.06% expense ratio, compared with 0.20% for NTSX.
VT has the higher dividend yield at 1.58%, compared with 1.08% for NTSX.
VT is categorized as Global Equities, while NTSX is Diversified Portfolio. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.06% for VT and 0.20% for NTSX.
VT currently has the higher Sharpe Ratio (2.18 vs 1.87), 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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