WIMA vs. NTSX
WIMA (WisdomTree International Adaptive Moving Average Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WIMA is a Tactical Allocation fund tracking the WisdomTree International Adaptive Moving Average Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. WIMA is passively managed, while NTSX is actively managed. A 0.75 correlation means they provide meaningful diversification when combined. WIMA charges 0.42%/yr vs 0.20%/yr for NTSX.
Performance
WIMA vs. NTSX - Performance Comparison
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Returns By Period
WIMA
- 1D
- -0.77%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSX
- 1D
- -1.05%
- 1M
- 4.37%
- YTD
- 8.62%
- 6M
- 7.83%
- 1Y
- 25.27%
- 3Y*
- 19.38%
- 5Y*
- 9.69%
- 10Y*
- —
WIMA vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WIMA WisdomTree International Adaptive Moving Average Fund | -0.12% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.97% |
Correlation
The correlation between WIMA and NTSX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 7, 2026 | 0.75 |
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Return for Risk
WIMA vs. NTSX — Risk / Return Rank
WIMA
NTSX
WIMA vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Adaptive Moving Average Fund (WIMA) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| WIMA | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.06 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 0.71 | -0.83 |
Drawdowns
WIMA vs. NTSX - Drawdown Comparison
The maximum WIMA drawdown since its inception was -2.75%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for WIMA and NTSX.
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Drawdown Indicators
| WIMA | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.75% | -31.34% | +28.59% |
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 | -0.77% | -1.05% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -6.79% | +5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.07% | — |
Volatility
WIMA vs. NTSX - Volatility Comparison
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Volatility by Period
| WIMA | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.39% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.58% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 12.31% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 17.04% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.54% | 18.27% | -4.73% |
WIMA vs. NTSX - Expense Ratio Comparison
WIMA has a 0.42% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
WIMA vs. NTSX - Dividend Comparison
WIMA has not paid dividends to shareholders, while NTSX's dividend yield for the trailing twelve months is around 1.08%.
| 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% |
WIMA WisdomTree International Adaptive Moving Average Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WIMA and NTSX have a correlation of 0.75, 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 0.42% for WIMA.
NTSX has the higher dividend yield at 1.08%, compared with 0.00% for WIMA.
WIMA is categorized as Tactical Allocation, while NTSX is Diversified Portfolio. Their fees differ too: 0.42% for WIMA and 0.20% for NTSX.
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