WTDM.DE vs. NTSG.DE
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - WTDM.DE is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, WTDM.DE returned 18.24% vs 21.07% for NTSG.DE. A 0.70 correlation means they provide meaningful diversification when combined. WTDM.DE charges 0.28%/yr vs 0.25%/yr for NTSG.DE.
Performance
WTDM.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTDM.DE achieves a 7.70% return, which is significantly lower than NTSG.DE's 8.92% return.
WTDM.DE
- 1D
- 0.05%
- 1M
- 3.49%
- YTD
- 7.70%
- 6M
- 6.99%
- 1Y
- 18.24%
- 3Y*
- 13.36%
- 5Y*
- 12.75%
- 10Y*
- —
NTSG.DE
- 1D
- 0.04%
- 1M
- 4.22%
- YTD
- 8.92%
- 6M
- 7.22%
- 1Y
- 21.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTDM.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 7.70% | 0.91% | -2.29% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
Correlation
The correlation between WTDM.DE and NTSG.DE is 0.62, 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 | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.70 |
The correlation between WTDM.DE and NTSG.DE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
WTDM.DE vs. NTSG.DE — Risk / Return Rank
WTDM.DE
NTSG.DE
WTDM.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) and WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE). 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.
| WTDM.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.29 | -0.02 |
| Martin ratioReturn relative to average drawdown | 11.42 | 11.64 | -0.22 |
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
| WTDM.DE | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.86 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.79 | +0.10 |
Drawdowns
WTDM.DE vs. NTSG.DE - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.19%, which is greater than NTSG.DE's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and NTSG.DE.
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Drawdown Indicators
| WTDM.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -19.64% | -11.55% |
Max Drawdown (1Y)Largest decline over 1 year | -5.48% | -6.26% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.09% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -3.69% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.77% | -0.20% |
Volatility
WTDM.DE vs. NTSG.DE - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.26%, while WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a volatility of 3.24%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than NTSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTDM.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 3.24% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 6.54% | 8.09% | -1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 11.12% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 14.30% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 14.30% | +0.66% |
WTDM.DE vs. NTSG.DE - Expense Ratio Comparison
WTDM.DE has a 0.28% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
WTDM.DE vs. NTSG.DE - Dividend Comparison
Neither WTDM.DE nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
WTDM.DE and NTSG.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for WTDM.DE.
WTDM.DE is categorized as Dividend, while NTSG.DE is Global Allocation. WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while NTSG.DE tracks WisdomTree Global Efficient Core Index. Their fees differ too: 0.28% for WTDM.DE and 0.25% for NTSG.DE.
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