WTES.DE vs. NTSG.DE
WTES.DE (WisdomTree Europe SmallCap Dividend UCITS ETF) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - WTES.DE is a Dividend fund tracking the WisdomTree Europe SmallCap Dividend UCITS Index Euro, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, WTES.DE returned 11.03% vs 24.04% for NTSG.DE. A 0.53 correlation means they provide meaningful diversification when combined. WTES.DE charges 0.38%/yr vs 0.25%/yr for NTSG.DE.
Performance
WTES.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTES.DE achieves a 7.78% return, which is significantly lower than NTSG.DE's 12.69% return.
WTES.DE
- 1D
- -0.21%
- 1M
- 0.02%
- 6M
- 5.26%
- YTD
- 7.78%
- 1Y
- 11.03%
- 3Y*
- 12.58%
- 5Y*
- 5.87%
- 10Y*
- 7.78%
NTSG.DE
- 1D
- 0.00%
- 1M
- 4.00%
- 6M
- 11.14%
- YTD
- 12.69%
- 1Y
- 24.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTES.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WTES.DE WisdomTree Europe SmallCap Dividend UCITS ETF | 7.78% | 17.37% | 0.60% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 12.69% | 8.14% | 0.64% |
Correlation
The correlation between WTES.DE and NTSG.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.53 |
The correlation between WTES.DE and NTSG.DE has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.
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Return for Risk
WTES.DE vs. NTSG.DE — Risk / Return Rank
WTES.DE
NTSG.DE
WTES.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.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.
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.
| WTES.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.38 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.86 | -2.41 |
| Martin ratioReturn relative to average drawdown | 4.54 | 13.58 | -9.04 |
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Drawdowns
WTES.DE vs. NTSG.DE - Drawdown Comparison
The maximum WTES.DE drawdown since its inception was -44.21%, 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 WTES.DE and NTSG.DE.
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Drawdown Indicators
| WTES.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.21% | -19.64% | -24.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -6.26% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -13.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.21% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.02% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -3.49% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.78% | +0.88% |
Volatility
WTES.DE vs. NTSG.DE - Volatility Comparison
WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) has a higher volatility of 2.81% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 2.07%. This indicates that WTES.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
| WTES.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.07% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 8.03% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 11.36% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 14.09% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 14.09% | +2.05% |
WTES.DE vs. NTSG.DE - Expense Ratio Comparison
WTES.DE has a 0.38% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
WTES.DE vs. NTSG.DE - Dividend Comparison
WTES.DE's dividend yield for the trailing twelve months is around 3.82%, while NTSG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTES.DE WisdomTree Europe SmallCap Dividend UCITS ETF | 3.82% | 4.67% | 4.81% | 4.47% | 4.24% | 2.04% | 1.78% | 3.33% | 3.67% | 2.58% | 0.40% | 2.47% |
Frequently Asked Questions
WTES.DE and NTSG.DE have a correlation of 0.49, 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 0.38% for WTES.DE.
WTES.DE is categorized as Dividend, while NTSG.DE is Global Allocation. WTES.DE tracks WisdomTree Europe SmallCap Dividend UCITS Index Euro, while NTSG.DE tracks WisdomTree Global Efficient Core Index. Their fees differ too: 0.38% for WTES.DE and 0.25% for NTSG.DE.
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