WTEE.DE vs. NTSG.DE
WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - WTEE.DE is a Europe Equities fund tracking the WisdomTree Europe Equity Income, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, WTEE.DE returned 26.04% vs 21.07% for NTSG.DE. At a 0.46 correlation, their price movements are largely independent. WTEE.DE charges 0.29%/yr vs 0.25%/yr for NTSG.DE.
Performance
WTEE.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEE.DE achieves a 13.70% return, which is significantly higher than NTSG.DE's 8.92% return.
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
NTSG.DE
- 1D
- 0.04%
- 1M
- 4.22%
- YTD
- 8.92%
- 6M
- 7.22%
- 1Y
- 21.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEE.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 1.12% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
Correlation
The correlation between WTEE.DE and NTSG.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.46 |
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Return for Risk
WTEE.DE vs. NTSG.DE — Risk / Return Rank
WTEE.DE
NTSG.DE
WTEE.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF (WTEE.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.
| WTEE.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 3.29 | +0.51 |
| Martin ratioReturn relative to average drawdown | 14.72 | 11.64 | +3.07 |
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
| WTEE.DE | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 1.86 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.79 | +0.29 |
Drawdowns
WTEE.DE vs. NTSG.DE - Drawdown Comparison
The maximum WTEE.DE drawdown since its inception was -16.45%, smaller than the maximum NTSG.DE drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and NTSG.DE.
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Drawdown Indicators
| WTEE.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.45% | -19.64% | +3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -6.78% | -6.26% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -14.12% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.45% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -0.09% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -3.69% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.77% | -0.02% |
Volatility
WTEE.DE vs. NTSG.DE - Volatility Comparison
WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) has a higher volatility of 3.73% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 3.24%. This indicates that WTEE.DE's price experiences larger fluctuations and is considered to be riskier 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
| WTEE.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.24% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 8.09% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 11.12% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 14.30% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 14.30% | +0.69% |
WTEE.DE vs. NTSG.DE - Expense Ratio Comparison
WTEE.DE has a 0.29% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
WTEE.DE vs. NTSG.DE - Dividend Comparison
WTEE.DE's dividend yield for the trailing twelve months is around 4.55%, while NTSG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
WTEE.DE and NTSG.DE have a correlation of 0.43, 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 0.29% for WTEE.DE.
WTEE.DE is categorized as Europe Equities, while NTSG.DE is Global Allocation. WTEE.DE tracks WisdomTree Europe Equity Income, while NTSG.DE tracks WisdomTree Global Efficient Core Index. Their fees differ too: 0.29% for WTEE.DE and 0.25% for NTSG.DE.
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