WTEF.DE vs. NTSX
Compare and contrast key facts about WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and WisdomTree U.S. Efficient Core Fund (NTSX).
WTEF.DE and NTSX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTEF.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US Efficient Core UCITS. It was launched on Oct 10, 2023. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Performance
WTEF.DE vs. NTSX - Performance Comparison
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WTEF.DE vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | -2.73% | 3.44% | 28.84% | 6.12% |
NTSX WisdomTree U.S. Efficient Core Fund | -2.06% | 4.72% | 28.14% | 7.93% |
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
In the year-to-date period, WTEF.DE achieves a -2.73% return, which is significantly lower than NTSX's -2.06% return.
WTEF.DE
- 1D
- 0.24%
- 1M
- -3.06%
- YTD
- -2.73%
- 6M
- -0.92%
- 1Y
- 8.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSX
- 1D
- 0.89%
- 1M
- -3.16%
- YTD
- -2.06%
- 6M
- -0.61%
- 1Y
- 8.99%
- 3Y*
- 13.50%
- 5Y*
- 8.61%
- 10Y*
- —
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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%.
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.
| WTEF.DE | NTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.44 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.72 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 0.66 | +0.91 |
Martin ratioReturn relative to average drawdown | 5.20 | 2.69 | +2.51 |
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 | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.44 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.62 | +0.29 |
Correlation
The correlation between WTEF.DE and NTSX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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 1.21%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.21% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% |
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.
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Drawdown Indicators
| WTEF.DE | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -31.34% | +8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -9.16% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -5.36% | -5.63% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -6.92% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.62% | -0.05% |
Volatility
WTEF.DE vs. NTSX - Volatility Comparison
The current volatility for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) is 4.31%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.47%. This indicates that WTEF.DE experiences smaller price fluctuations and is considered to be less risky than NTSX 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 | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 5.47% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 9.91% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 20.37% | -3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 16.63% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 18.55% | -3.44% |