WDAF vs. NTSX
WDAF (WisdomTree Asia Defense Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WDAF is a Aerospace & Defense fund tracking the WisdomTree Asia Defense Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. WDAF is passively managed, while NTSX is actively managed. Their 0.45 correlation means their historical movements had little consistent relationship. WDAF charges 0.45%/yr vs 0.20%/yr for NTSX.
Performance
WDAF vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, WDAF achieves a 1.82% return, which is significantly lower than NTSX's 8.99% return.
WDAF
- 1D
- 1.89%
- 1M
- -7.97%
- 6M
- -12.60%
- YTD
- 1.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
NTSX
- 1D
- 1.59%
- 1M
- 1.07%
- 6M
- 7.46%
- YTD
- 8.99%
- 1Y
- 19.38%
- 3Y*
- 18.54%
- 5Y*
- 8.42%
- 10Y*
- —
- ALL TIME*
- 12.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.98M | $1.82M | $2.61M | |
| $216.97K | $187.82K | $494.71K |
WDAF vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WDAF WisdomTree Asia Defense Fund | 1.82% | -7.71% |
NTSX WisdomTree U.S. Efficient Core Fund | 8.99% | 3.43% |
Correlation
The correlation between WDAF and NTSX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 12, 2025 | 0.45 |
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Return for Risk
WDAF vs. NTSX — Risk / Return Rank
WDAF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NTSX
WDAF vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Asia Defense Fund (WDAF) 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.
| WDAF | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.12 | — |
| Martin ratioReturn relative to average drawdown | — | 8.61 | — |
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Drawdowns
WDAF vs. NTSX - Drawdown Comparison
The maximum WDAF drawdown since its inception was -28.19%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for WDAF and NTSX.
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Drawdown Indicators
| WDAF | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -31.34% | +3.15% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.16% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -23.59% | -0.71% | -22.88% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -6.69% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.26% | — |
Volatility
WDAF vs. NTSX - Volatility Comparison
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Volatility by Period
| WDAF | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.85% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 33.45% | 13.35% | +20.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.45% | 17.22% | +16.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.45% | 18.23% | +15.22% |
WDAF vs. NTSX - Expense Ratio Comparison
WDAF has a 0.45% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
WDAF vs. NTSX - Dividend Comparison
WDAF's dividend yield for the trailing twelve months is around 0.13%, less than NTSX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
WDAF WisdomTree Asia Defense Fund | 0.13% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WDAF and NTSX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.45% for WDAF.
NTSX has the higher dividend yield at 1.08%, compared with 0.13% for WDAF.
WDAF is categorized as Aerospace & Defense, while NTSX is Diversified Portfolio. Their fees differ too: 0.45% for WDAF and 0.20% for NTSX.
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