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WTIP vs. NTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTIP vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Inflation Plus Fund (WTIP) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTIP achieves a 14.34% return, which is significantly higher than NTSX's 8.62% return.


WTIP

1D
-0.67%
1M
-3.73%
YTD
14.34%
6M
16.36%
1Y
3Y*
5Y*
10Y*

NTSX

1D
-1.05%
1M
4.37%
YTD
8.62%
6M
7.83%
1Y
25.27%
3Y*
19.38%
5Y*
9.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIP vs. NTSX - Yearly Performance Comparison


2026 (YTD)2025
WTIP
WisdomTree Inflation Plus Fund
14.34%14.00%
NTSX
WisdomTree U.S. Efficient Core Fund
8.62%14.80%

Correlation

The correlation between WTIP and NTSX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

0.07

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Return for Risk

WTIP vs. NTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTIP

NTSX
NTSX Risk / Return Rank: 6060
Overall Rank
NTSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
NTSX Omega Ratio Rank: 5959
Omega Ratio Rank
NTSX Calmar Ratio Rank: 5555
Calmar Ratio Rank
NTSX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTIP vs. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inflation Plus Fund (WTIP) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WTIP vs. NTSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WTIPNTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.89

0.71

+1.17

Drawdowns

WTIP vs. NTSX - Drawdown Comparison

The maximum WTIP drawdown since its inception was -8.35%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for WTIP and NTSX.


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Drawdown Indicators


WTIPNTSXDifference

Max Drawdown

Largest peak-to-trough decline

-8.35%

-31.34%

+22.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

Max Drawdown (5Y)

Largest decline over 5 years

-31.34%

Current Drawdown

Current decline from peak

-8.35%

-1.05%

-7.30%

Average Drawdown

Average peak-to-trough decline

-1.39%

-6.79%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

Volatility

WTIP vs. NTSX - Volatility Comparison


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Volatility by Period


WTIPNTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.05%

12.31%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

17.04%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

18.27%

-1.22%

WTIP vs. NTSX - Expense Ratio Comparison

WTIP has a 0.65% expense ratio, which is higher than NTSX's 0.20% expense ratio.


Dividends

WTIP vs. NTSX - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 2.80%, more than NTSX's 1.08% yield.


PositionTTM20252024202320222021202020192018
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%
WTIP
WisdomTree Inflation Plus Fund
2.80%1.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WTIP and NTSX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSX is cheaper with a 0.20% expense ratio, compared with 0.65% for WTIP.

WTIP has the higher dividend yield at 2.80%, compared with 1.08% for NTSX.

WTIP is categorized as Long-Short, while NTSX is Diversified Portfolio. Their fees differ too: 0.65% for WTIP and 0.20% for NTSX.

Portfolio Optimizer

Find the right allocation for WTIP 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.

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