WTEF.DE vs. NTSX
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WTEF.DE is a Large Cap Blend Equities fund tracking the WisdomTree US Efficient Core UCITS, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. WTEF.DE is passively managed, while NTSX is actively managed. Over the past year, WTEF.DE returned 20.91% vs 21.95% for NTSX. At a 0.50 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
WTEF.DE vs. NTSX - Performance Comparison
Loading charts...
Different Trading Currencies
WTEF.DE is traded in EUR, while NTSX is traded in USD. To make them comparable, the NTSX values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with WTEF.DE having a 11.76% return and NTSX slightly lower at 11.73%.
WTEF.DE
- 1D
- 0.00%
- 1M
- 1.97%
- 6M
- 11.04%
- YTD
- 11.76%
- 1Y
- 20.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSX
- 1D
- 0.12%
- 1M
- 1.19%
- 6M
- 9.02%
- YTD
- 11.73%
- 1Y
- 21.95%
- 3Y*
- 17.07%
- 5Y*
- 9.57%
- 10Y*
- —
WTEF.DE vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 11.76% | 3.44% | 28.84% | 12.65% |
NTSX WisdomTree U.S. Efficient Core Fund | 11.73% | 4.72% | 28.14% | 12.70% |
Correlation
The correlation between WTEF.DE and NTSX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.50 |
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
WTEF.DE vs. NTSX — Risk / Return Rank
WTEF.DE
NTSX
WTEF.DE vs. NTSX - 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 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.
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.
| WTEF.DE | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.73 | -1.67 |
| Martin ratioReturn relative to average drawdown | 1.87 | 10.39 | -8.52 |
Loading charts...
Drawdowns
WTEF.DE vs. NTSX - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum NTSX drawdown of -28.09%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and NTSX.
Loading charts...
Drawdown Indicators
| WTEF.DE | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -28.09% | +5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -8.07% | -11.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.68% | — |
Current DrawdownCurrent decline from peak | -4.62% | -0.14% | -4.48% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -5.80% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.17% | 2.12% | +9.05% |
Volatility
WTEF.DE vs. NTSX - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 2.92% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WTEF.DE | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.99% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 9.78% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.67% | 12.62% | +13.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 16.70% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 18.35% | +1.47% |
WTEF.DE vs. NTSX - Expense Ratio Comparison
Both WTEF.DE and NTSX have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
WTEF.DE vs. NTSX - Dividend Comparison
WTEF.DE 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% |
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WTEF.DE and NTSX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
WTEF.DE and NTSX have the same expense ratio: 0.20% per year.
WTEF.DE is categorized as Large Cap Blend Equities, while NTSX is Diversified Portfolio.
Find the right allocation for WTEF.DE and NTSX
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