WT vs. ^NDX
WT (WisdomTree Inc.) is a stock, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, WT returned 8.07%/yr vs 20.95%/yr for ^NDX. At a 0.22 correlation, their price movements are largely independent.
Performance
WT vs. ^NDX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WT achieves a 47.93% return, which is significantly higher than ^NDX's 17.37% return. Over the past 10 years, WT has underperformed ^NDX with an annualized return of 8.07%, while ^NDX has yielded a comparatively higher 20.95% annualized return.
WT
- 1D
- 3.99%
- 1M
- -9.29%
- YTD
- 47.93%
- 6M
- 52.43%
- 1Y
- 80.10%
- 3Y*
- 36.20%
- 5Y*
- 22.72%
- 10Y*
- 8.07%
^NDX
- 1D
- 0.64%
- 1M
- 0.19%
- YTD
- 17.37%
- 6M
- 17.62%
- 1Y
- 37.01%
- 3Y*
- 25.76%
- 5Y*
- 16.18%
- 10Y*
- 20.95%
WT vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WT WisdomTree Inc. | 47.93% | 17.38% | 53.55% | 29.56% | -8.94% | 16.57% | 14.13% | -25.75% | -46.31% | 16.47% |
^NDX NASDAQ 100 Index | 17.37% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
Correlation
The correlation between WT and ^NDX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 1993 | 0.22 |
Over the past year, WT and ^NDX have become more correlated (0.46) than their long-term average of 0.22, meaning their price movements have been converging.
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
WT vs. ^NDX — Risk / Return Rank
WT
^NDX
WT vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inc. (WT) and NASDAQ 100 Index (^NDX). 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.
| WT | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.92 | -0.02 |
| Martin ratioReturn relative to average drawdown | 6.89 | 10.85 | -3.96 |
Loading charts...
Drawdowns
WT vs. ^NDX - Drawdown Comparison
The maximum WT drawdown since its inception was -99.92%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for WT and ^NDX.
Loading charts...
Drawdown Indicators
| WT | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -82.90% | -17.02% |
Max Drawdown (1Y)Largest decline over 1 year | -26.67% | -12.12% | -14.55% |
Max Drawdown (3Y)Largest decline over 3 years | -36.94% | -22.93% | -14.01% |
Max Drawdown (5Y)Largest decline over 5 years | -36.94% | -35.56% | -1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -83.95% | -35.56% | -48.39% |
Current DrawdownCurrent decline from peak | -12.50% | -3.34% | -9.16% |
Average DrawdownAverage peak-to-trough decline | -60.16% | -24.61% | -35.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.20% | 3.26% | +7.94% |
Volatility
WT vs. ^NDX - Volatility Comparison
WisdomTree Inc. (WT) has a higher volatility of 11.00% compared to NASDAQ 100 Index (^NDX) at 7.51%. This indicates that WT's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WT | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.00% | 7.51% | +3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 31.11% | 13.84% | +17.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.43% | 17.29% | +20.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.39% | 22.76% | +9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.93% | 22.61% | +20.32% |
Frequently Asked Questions
WT and ^NDX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WT has higher volatility (11.00%) compared to ^NDX (7.51%). In terms of maximum drawdown, WT dropped -99.92% vs ^NDX's -82.90%.
WT currently has the higher Sharpe Ratio (2.07 vs 2.05), 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.
Find the right allocation for WT and ^NDX
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