WDNA vs. NTSX

Last updated Jun 5, 2026

WDNA (WisdomTree BioRevolution Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WDNA is a Health & Biotech Equities fund tracking the WisdomTree BioRevolution Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. WDNA is passively managed, while NTSX is actively managed. Over the past 5 years, WDNA returned -4.78%/yr vs 9.87%/yr for NTSX. A 0.65 correlation means they provide meaningful diversification when combined. WDNA charges 0.45%/yr vs 0.20%/yr for NTSX.

Performance

WDNA vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree BioRevolution Fund (WDNA) 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, WDNA achieves a 8.96% return, which is significantly lower than NTSX's 9.50% return.

WDNA

• 1D: 2.94%
• 1M: 2.56%
• YTD: 8.96%
• 6M: 10.44%
• 1Y: 50.50%
• 3Y*: 3.54%
• 5Y*: -4.78%
• 10Y*: —

NTSX

• 1D: 0.81%
• 1M: 4.30%
• YTD: 9.50%
• 6M: 8.89%
• 1Y: 25.65%
• 3Y*: 19.75%
• 5Y*: 9.87%
• 10Y*: —

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

WDNA vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WDNA WisdomTree BioRevolution Fund	8.96%	22.68%	-14.18%	-2.07%	-26.29%	-5.27%
NTSX WisdomTree U.S. Efficient Core Fund	9.50%	18.82%	20.20%	22.70%	-25.84%	13.31%

Correlation

The correlation between WDNA and NTSX is 0.53, 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	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jun 4, 2021	0.65

The correlation between WDNA and NTSX shifts across timeframes, from 0.53 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.

WDNA vs. NTSX - Sectors Allocation Comparison

Sectors	WDNA	NTSX
Healthcare	85.0%	8.4%
Basic Materials	6.5%	1.4%
Consumer Defensive	3.0%	5.5%
Energy	1.1%	3.5%
Communication Services	-	12.5%
Consumer Cyclical	-	10.1%
Financial Services	-	12.3%
Industrials	-	7.7%
Real Estate	-	1.5%
Technology	-	35.1%
Utilities	-	2.1%

Return for Risk

WDNA vs. NTSX — Risk / Return Rank

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

WDNA

WDNA Risk / Return Rank: 63
WDNA Sharpe Ratio Rank: 59
WDNA Sortino Ratio Rank: 62
WDNA Omega Ratio Rank: 53
WDNA Calmar Ratio Rank: 83
WDNA Martin Ratio Rank: 57

NTSX

NTSX Risk / Return Rank: 63
NTSX Sharpe Ratio Rank: 64
NTSX Sortino Ratio Rank: 62
NTSX Omega Ratio Rank: 63
NTSX Calmar Ratio Rank: 58
NTSX Martin Ratio Rank: 68

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.

WDNA vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution Fund (WDNA) 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.

	WDNA	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.98	2.09	-0.11
Sortino ratio: Return per unit of downside risk	2.85	2.84	0.00
Omega ratio: Gain probability vs. loss probability	1.32	1.38	-0.05
Calmar ratio: Return relative to maximum drawdown	4.34	2.81	+1.53
Martin ratio: Return relative to average drawdown	9.85	12.44	-2.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WDNA vs. NTSX - Sharpe Ratio Comparison

The current WDNA Sharpe Ratio is 1.98, which is comparable to the NTSX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of WDNA 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.

Sharpe Ratios by Period

	WDNA	NTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	2.09	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.58	-0.77
Sharpe Ratio (All Time) Calculated using the full available price history	-0.19	0.72	-0.91

Drawdowns

WDNA vs. NTSX - Drawdown Comparison

The maximum WDNA drawdown since its inception was -58.87%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for WDNA and NTSX.

Drawdown Indicators

	WDNA	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-58.87%	-31.34%	-27.53%
Max Drawdown (1Y) Largest decline over 1 year	-11.70%	-9.16%	-2.54%
Max Drawdown (3Y) Largest decline over 3 years	-38.25%	-16.82%	-21.43%
Max Drawdown (5Y) Largest decline over 5 years	-58.87%	-31.34%	-27.53%
Current Drawdown Current decline from peak	-29.86%	-0.25%	-29.61%
Average Drawdown Average peak-to-trough decline	-35.64%	-6.79%	-28.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.14%	2.07%	+3.07%

Volatility

WDNA vs. NTSX - Volatility Comparison

WisdomTree BioRevolution Fund (WDNA) has a higher volatility of 7.35% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.38%. This indicates that WDNA'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

	WDNA	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.35%	3.38%	+3.97%
Volatility (6M) Calculated over the trailing 6-month period	16.59%	9.61%	+6.98%
Volatility (1Y) Calculated over the trailing 1-year period	25.66%	12.32%	+13.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.08%	17.04%	+8.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.07%	18.27%	+6.80%

WDNA vs. NTSX - Expense Ratio Comparison

WDNA has a 0.45% expense ratio, which is higher than NTSX's 0.20% expense ratio.

Dividends

WDNA vs. NTSX - Dividend Comparison

WDNA's dividend yield for the trailing twelve months is around 4.19%, more than NTSX's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
NTSX WisdomTree U.S. Efficient Core Fund	1.07%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%
WDNA WisdomTree BioRevolution Fund	4.19%	4.57%	0.75%	0.80%	0.38%	0.10%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WDNA and NTSX in my portfolio?

WDNA and NTSX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WDNA or NTSX?

WDNA has higher volatility (7.35%) compared to NTSX (3.38%). In terms of maximum drawdown, WDNA dropped -58.87% vs NTSX's -31.34%.

Which ETF is better, WDNA or NTSX?

On 5-year performance, NTSX leads with 9.87% vs -4.78% for WDNA. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WDNA or NTSX?

Over the 5-year period, NTSX has performed better with a 9.87% return vs -4.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WDNA or NTSX?

NTSX is cheaper with a 0.20% expense ratio, compared with 0.45% for WDNA.

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

WDNA has the higher dividend yield at 4.19%, compared with 1.07% for NTSX.

What is the main difference between WDNA and NTSX?

WDNA is categorized as Health & Biotech Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.45% for WDNA and 0.20% for NTSX.

Which has better risk-adjusted returns?

NTSX currently has the higher Sharpe Ratio (2.09 vs 1.98), 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.