WGLD.DE vs. NTSX
WGLD.DE (WisdomTree Core Physical Gold) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WGLD.DE is a Precious Metals fund tracking the Gold, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. WGLD.DE is passively managed, while NTSX is actively managed. Over the past 5 years, WGLD.DE returned 19.71%/yr vs 10.89%/yr for NTSX. At a 0.06 correlation, their price movements are largely independent. WGLD.DE charges 0.12%/yr vs 0.20%/yr for NTSX.
Performance
WGLD.DE vs. NTSX - Performance Comparison
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Different Trading Currencies
WGLD.DE is traded in EUR, while NTSX is traded in USD. To make them comparable, the NTSX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WGLD.DE achieves a 2.75% return, which is significantly lower than NTSX's 10.74% return.
WGLD.DE
- 1D
- 0.59%
- 1M
- -1.57%
- YTD
- 2.75%
- 6M
- 6.40%
- 1Y
- 30.17%
- 3Y*
- 28.03%
- 5Y*
- 19.71%
- 10Y*
- —
NTSX
- 1D
- 0.67%
- 1M
- 5.00%
- YTD
- 10.74%
- 6M
- 9.19%
- 1Y
- 23.55%
- 3Y*
- 16.56%
- 5Y*
- 10.89%
- 10Y*
- —
WGLD.DE vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WGLD.DE WisdomTree Core Physical Gold | 2.75% | 49.08% | 34.17% | 9.39% | 7.07% | 9.65% |
NTSX WisdomTree U.S. Efficient Core Fund | 10.74% | 4.72% | 28.14% | 19.02% | -21.24% | 25.25% |
Correlation
The correlation between WGLD.DE and NTSX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021 | 0.06 |
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Return for Risk
WGLD.DE vs. NTSX — Risk / Return Rank
WGLD.DE
NTSX
WGLD.DE vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (WGLD.DE) 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.
| WGLD.DE | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.93 | -1.12 |
| Martin ratioReturn relative to average drawdown | 4.60 | 11.31 | -6.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WGLD.DE | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.91 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.66 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.27 | 0.71 | +0.56 |
Drawdowns
WGLD.DE vs. NTSX - Drawdown Comparison
The maximum WGLD.DE drawdown since its inception was -16.58%, smaller than the maximum NTSX drawdown of -28.09%. Use the drawdown chart below to compare losses from any high point for WGLD.DE and NTSX.
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Drawdown Indicators
| WGLD.DE | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.58% | -28.09% | +11.51% |
Max Drawdown (1Y)Largest decline over 1 year | -16.58% | -8.07% | -8.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.58% | -22.47% | +5.89% |
Max Drawdown (5Y)Largest decline over 5 years | -16.58% | -22.68% | +6.10% |
Current DrawdownCurrent decline from peak | -14.99% | -0.11% | -14.88% |
Average DrawdownAverage peak-to-trough decline | -4.27% | -5.87% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 2.09% | +4.45% |
Volatility
WGLD.DE vs. NTSX - Volatility Comparison
WisdomTree Core Physical Gold (WGLD.DE) has a higher volatility of 5.05% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 2.68%. This indicates that WGLD.DE'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
| WGLD.DE | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 2.68% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 20.18% | 9.16% | +11.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.13% | 12.37% | +10.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.62% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 18.41% | -2.53% |
WGLD.DE vs. NTSX - Expense Ratio Comparison
WGLD.DE has a 0.12% 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
WGLD.DE vs. NTSX - Dividend Comparison
WGLD.DE has not paid dividends to shareholders, while NTSX's dividend yield for the trailing twelve months is around 1.07%.
| 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% |
WGLD.DE WisdomTree Core Physical Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WGLD.DE and NTSX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WGLD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WGLD.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for NTSX.
WGLD.DE is categorized as Precious Metals, while NTSX is Diversified Portfolio. Their fees differ too: 0.12% for WGLD.DE and 0.20% for NTSX.
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