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 21.98% vs 23.55% for NTSX. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
WTEF.DE vs. NTSX - Performance Comparison
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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 9.49% return, which is significantly lower than NTSX's 10.74% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.47%
- YTD
- 9.49%
- 6M
- 9.89%
- 1Y
- 21.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSX
- 1D
- 0.67%
- 1M
- 5.00%
- YTD
- 10.74%
- 6M
- 9.19%
- 1Y
- 23.55%
- 3Y*
- 16.56%
- 5Y*
- 10.89%
- 10Y*
- —
WTEF.DE vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 9.49% | 3.44% | 28.84% | 6.12% |
NTSX WisdomTree U.S. Efficient Core Fund | 10.74% | 4.72% | 28.14% | 7.93% |
Correlation
The correlation between WTEF.DE and NTSX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023 | 0.51 |
The correlation between WTEF.DE and NTSX has been stable across timeframes, ranging from 0.48 to 0.51 - a consistent structural relationship.
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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 | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.93 | -0.36 |
| Martin ratioReturn relative to average drawdown | 8.75 | 11.31 | -2.57 |
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 | 1.66 | 1.91 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.71 | +0.49 |
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% | -28.09% | +5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -8.07% | -0.46% |
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 | -0.52% | -0.11% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -5.87% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.09% | +0.42% |
Volatility
WTEF.DE vs. NTSX - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) has a higher volatility of 3.73% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 2.68%. This indicates that WTEF.DE's price experiences larger fluctuations and is considered to be riskier 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 | 3.73% | 2.68% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 9.16% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 12.37% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 16.62% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 18.41% | -3.43% |
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 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.07% | 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 0.48, 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.
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