WTEF.DE vs. NTSG.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - WTEF.DE is a Large Cap Blend Equities fund tracking the WisdomTree US Efficient Core UCITS, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 21.07% for NTSG.DE. A 0.73 correlation means they provide meaningful diversification when combined. WTEF.DE charges 0.20%/yr vs 0.25%/yr for NTSG.DE.
Performance
WTEF.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEF.DE achieves a 9.49% return, which is significantly higher than NTSG.DE's 8.92% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSG.DE
- 1D
- 0.04%
- 1M
- 4.22%
- YTD
- 8.92%
- 6M
- 7.22%
- 1Y
- 21.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEF.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 9.49% | 3.44% | -0.17% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
Correlation
The correlation between WTEF.DE and NTSG.DE is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.73 |
The correlation between WTEF.DE and NTSG.DE has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.
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Return for Risk
WTEF.DE vs. NTSG.DE — Risk / Return Rank
WTEF.DE
NTSG.DE
WTEF.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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.
| WTEF.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.29 | -0.73 |
| Martin ratioReturn relative to average drawdown | 8.75 | 11.64 | -2.90 |
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
| WTEF.DE | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.86 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.79 | +0.41 |
Drawdowns
WTEF.DE vs. NTSG.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, 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 WTEF.DE and NTSG.DE.
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Drawdown Indicators
| WTEF.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -19.64% | -2.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -6.26% | -2.27% |
Current DrawdownCurrent decline from peak | -0.52% | -0.09% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -3.69% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.77% | +0.74% |
Volatility
WTEF.DE vs. NTSG.DE - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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 WTEF.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
| WTEF.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 | 9.66% | 8.09% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 11.12% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 14.30% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 14.30% | +0.68% |
WTEF.DE vs. NTSG.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is lower than NTSG.DE's 0.25% 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
WTEF.DE vs. NTSG.DE - Dividend Comparison
Neither WTEF.DE nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and NTSG.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEF.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for NTSG.DE.
WTEF.DE is categorized as Large Cap Blend Equities, while NTSG.DE is Global Allocation. WTEF.DE tracks WisdomTree US Efficient Core UCITS, while NTSG.DE tracks WisdomTree Global Efficient Core Index. Their fees differ too: 0.20% for WTEF.DE and 0.25% for NTSG.DE.
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