VXUS vs. NTSX

Last updated Jun 13, 2026

VXUS (Vanguard Total International Stock ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. VXUS is passively managed, while NTSX is actively managed. Over the past 5 years, VXUS returned 8.32%/yr vs 9.23%/yr for NTSX. A 0.74 correlation means they provide meaningful diversification when combined. VXUS charges 0.05%/yr vs 0.20%/yr for NTSX.

Performance

VXUS vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VXUS achieves a 13.69% return, which is significantly higher than NTSX's 7.28% return.

VXUS

• 1D: 0.40%
• 1M: 0.71%
• YTD: 13.69%
• 6M: 15.52%
• 1Y: 28.39%
• 3Y*: 18.37%
• 5Y*: 8.32%
• 10Y*: 10.22%

NTSX

• 1D: 0.53%
• 1M: -0.04%
• YTD: 7.28%
• 6M: 7.49%
• 1Y: 22.10%
• 3Y*: 18.55%
• 5Y*: 9.23%
• 10Y*: —

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

VXUS vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VXUS Vanguard Total International Stock ETF	13.69%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-13.16%
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 VXUS and NTSX is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018	0.74

The correlation between VXUS and NTSX has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

VXUS vs. NTSX - Sectors Allocation Comparison

Sectors	VXUS	NTSX
Financial Services	22.3%	12.3%
Technology	18.1%	35.1%
Industrials	16.1%	7.7%
Consumer Cyclical	8.4%	10.1%
Basic Materials	7.6%	1.4%
Healthcare	7.1%	8.4%
Energy	5.2%	3.5%
Consumer Defensive	5.0%	5.5%
Communication Services	4.4%	12.5%
Utilities	3.2%	2.1%
Real Estate	2.6%	1.5%

Return for Risk

VXUS vs. NTSX — Risk / Return Rank

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

VXUS

VXUS Risk / Return Rank: 61
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 63
VXUS Calmar Ratio Rank: 58
VXUS Martin Ratio Rank: 62

NTSX

NTSX Risk / Return Rank: 59
NTSX Sharpe Ratio Rank: 58
NTSX Sortino Ratio Rank: 56
NTSX Omega Ratio Rank: 57
NTSX Calmar Ratio Rank: 55
NTSX Martin Ratio Rank: 66

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.

VXUS vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.

	VXUS	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.77	1.72	+0.06
Sortino ratio: Return per unit of downside risk	2.44	2.33	+0.11
Omega ratio: Gain probability vs. loss probability	1.33	1.31	+0.02
Calmar ratio: Return relative to maximum drawdown	2.53	2.42	+0.11
Martin ratio: Return relative to average drawdown	9.72	10.43	-0.71

VXUS vs. NTSX - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.77, which is comparable to the NTSX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of VXUS and NTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VXUS vs. NTSX - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for VXUS and NTSX.

Drawdown Indicators

	VXUS	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-35.97%	-31.34%	-4.63%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-9.16%	-2.11%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	-16.82%	+3.24%
Max Drawdown (5Y) Largest decline over 5 years	-29.44%	-31.34%	+1.90%
Max Drawdown (10Y) Largest decline over 10 years	-35.97%	—	—
Current Drawdown Current decline from peak	-1.47%	-2.27%	+0.80%
Average Drawdown Average peak-to-trough decline	-8.21%	-6.78%	-1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	2.13%	+0.80%

Volatility

VXUS vs. NTSX - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.71% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 5.05%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VXUS	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.71%	5.05%	+1.66%
Volatility (6M) Calculated over the trailing 6-month period	14.02%	10.34%	+3.68%
Volatility (1Y) Calculated over the trailing 1-year period	16.09%	12.92%	+3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	17.13%	-0.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.20%	18.30%	-1.10%

VXUS vs. NTSX - Expense Ratio Comparison

VXUS has a 0.05% 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

VXUS vs. NTSX - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.67%, more than NTSX's 1.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NTSX WisdomTree U.S. Efficient Core Fund	1.09%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.67%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both VXUS and NTSX in my portfolio?

VXUS and NTSX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VXUS or NTSX?

VXUS has higher volatility (6.71%) compared to NTSX (5.05%). In terms of maximum drawdown, VXUS dropped -35.97% vs NTSX's -31.34%.

Which ETF is better, VXUS or NTSX?

On 5-year performance, NTSX leads with 9.23% vs 8.32% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, NTSX has been the lower-risk option at 5.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VXUS or NTSX?

Over the 5-year period, NTSX has performed better with a 9.23% return vs 8.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VXUS or NTSX?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.20% for NTSX.

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

VXUS has the higher dividend yield at 2.67%, compared with 1.09% for NTSX.

What is the main difference between VXUS and NTSX?

VXUS is categorized as Global Equities, while NTSX is Diversified Portfolio. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.05% for VXUS and 0.20% for NTSX.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (1.77 vs 1.72), 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.