WDNA vs. NTSX
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 -4.37%/yr vs 8.15%/yr for NTSX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. WDNA charges 0.45%/yr vs 0.20%/yr for NTSX.
Performance
WDNA vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, WDNA achieves a 15.26% return, which is significantly higher than NTSX's 7.28% return.
WDNA
- 1D
- -2.29%
- 1M
- -7.98%
- 6M
- 8.18%
- YTD
- 15.26%
- 1Y
- 47.46%
- 3Y*
- 4.46%
- 5Y*
- -4.37%
- 10Y*
- —
- ALL TIME*
- -3.49%
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 | |
| $25.97K | $30.05K | $24.07K |
WDNA vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WDNA WisdomTree BioRevolution Fund | 15.26% | 22.68% | -14.18% | -2.07% | -26.29% | -4.92% |
NTSX WisdomTree U.S. Efficient Core Fund | 7.28% | 18.82% | 20.20% | 22.70% | -25.84% | 12.70% |
Correlation
The correlation between WDNA and NTSX is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2021 | 0.64 |
The correlation between WDNA and NTSX shifts across timeframes, from 0.51 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WDNA vs. NTSX — Risk / Return Rank
WDNA
NTSX
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.
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.
| WDNA | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 1.79 | +2.21 |
| Martin ratioReturn relative to average drawdown | 9.29 | 7.28 | +2.01 |
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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.
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Drawdown Indicators
| WDNA | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -36.65% | -16.82% | -19.83% |
Max Drawdown (5Y)Largest decline over 5 years | -58.87% | -31.34% | -27.53% |
Current DrawdownCurrent decline from peak | -25.81% | -2.27% | -23.54% |
Average DrawdownAverage peak-to-trough decline | -35.30% | -6.70% | -28.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 2.26% | +2.77% |
Volatility
WDNA vs. NTSX - Volatility Comparison
WisdomTree BioRevolution Fund (WDNA) has a higher volatility of 7.04% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.82%. 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.
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Volatility by Period
| WDNA | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 3.82% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 10.74% | +6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.54% | 13.29% | +12.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.26% | 17.20% | +8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.04% | 18.22% | +6.82% |
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 3.96%, more 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% |
WDNA WisdomTree BioRevolution Fund | 3.96% | 4.57% | 0.75% | 0.80% | 0.38% | 0.10% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WDNA and NTSX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDNA has higher volatility (7.04%) compared to NTSX (3.82%). In terms of maximum drawdown, WDNA dropped -58.87% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 8.15% vs -4.37% for WDNA. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 8.15% return vs -4.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.45% for WDNA.
WDNA has the higher dividend yield at 3.96%, compared with 1.10% for 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.
WDNA currently has the higher Sharpe Ratio (1.84 vs 1.24), 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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