WDGF vs. NTSX
WDGF (WisdomTree Global Defense Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WDGF is a Aerospace & Defense fund tracking the WisdomTree Global Defense Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. WDGF is passively managed, while NTSX is actively managed. Their 0.50 correlation means they have sometimes moved together and sometimes differently. WDGF charges 0.45%/yr vs 0.20%/yr for NTSX.
Performance
WDGF vs. NTSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WDGF achieves a 2.92% return, which is significantly lower than NTSX's 7.28% return.
WDGF
- 1D
- 0.72%
- 1M
- -2.03%
- 6M
- -9.84%
- YTD
- 2.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
NTSX
- 1D
- 0.71%
- 1M
- -0.51%
- 6M
- 6.45%
- YTD
- 7.28%
- 1Y
- 17.51%
- 3Y*
- 16.97%
- 5Y*
- 8.15%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.95M | $1.79M | $2.60M | |
| $47.19K | $44.58K | $156.04K |
WDGF vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WDGF WisdomTree Global Defense Fund | 2.92% | -0.39% |
NTSX WisdomTree U.S. Efficient Core Fund | 7.28% | 3.43% |
Correlation
The correlation between WDGF and NTSX is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 12, 2025 | 0.50 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WDGF vs. NTSX — Risk / Return Rank
WDGF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NTSX
WDGF vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Defense Fund (WDGF) 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.
| WDGF | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.79 | — |
| Martin ratioReturn relative to average drawdown | — | 7.28 | — |
Loading charts...
Drawdowns
WDGF vs. NTSX - Drawdown Comparison
The maximum WDGF drawdown since its inception was -18.00%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for WDGF and NTSX.
Loading charts...
Drawdown Indicators
| WDGF | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.00% | -31.34% | +13.34% |
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 | -12.87% | -2.27% | -10.60% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -6.70% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.26% | — |
Volatility
WDGF vs. NTSX - Volatility Comparison
Loading charts...
Volatility by Period
| WDGF | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.82% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.74% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 13.29% | +9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 17.20% | +5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.80% | 18.22% | +4.58% |
WDGF vs. NTSX - Expense Ratio Comparison
WDGF has a 0.45% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
WDGF vs. NTSX - Dividend Comparison
WDGF's dividend yield for the trailing twelve months is around 0.05%, less than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.10% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% |
WDGF WisdomTree Global Defense Fund | 0.05% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WDGF and NTSX have a correlation of 0.50, 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 WDGF.
NTSX has the higher dividend yield at 1.10%, compared with 0.05% for WDGF.
WDGF is categorized as Aerospace & Defense, while NTSX is Diversified Portfolio. Their fees differ too: 0.45% for WDGF and 0.20% for NTSX.
Find the right allocation for WDGF and NTSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer