WTIZ.DE vs. NTSG.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, WTIZ.DE returned 34.34% vs 21.07% for NTSG.DE. A 0.56 correlation means they provide meaningful diversification when combined. WTIZ.DE charges 0.40%/yr vs 0.25%/yr for NTSG.DE.
Performance
WTIZ.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTIZ.DE achieves a 17.38% return, which is significantly higher than NTSG.DE's 8.92% return.
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
NTSG.DE
- 1D
- 0.04%
- 1M
- 4.22%
- YTD
- 8.92%
- 6M
- 7.22%
- 1Y
- 21.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTIZ.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 2.53% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
Correlation
The correlation between WTIZ.DE and NTSG.DE 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 Nov 13, 2024 | 0.56 |
The correlation between WTIZ.DE and NTSG.DE has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
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Return for Risk
WTIZ.DE vs. NTSG.DE — Risk / Return Rank
WTIZ.DE
NTSG.DE
WTIZ.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.
| WTIZ.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 3.29 | -0.11 |
| Martin ratioReturn relative to average drawdown | 10.27 | 11.64 | -1.37 |
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
| WTIZ.DE | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.86 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.79 | +0.12 |
Drawdowns
WTIZ.DE vs. NTSG.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum NTSG.DE drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and NTSG.DE.
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Drawdown Indicators
| WTIZ.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -19.64% | +2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -6.26% | -4.23% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.09% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -3.69% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 1.77% | +1.49% |
Volatility
WTIZ.DE vs. NTSG.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a higher volatility of 3.61% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 3.24%. This indicates that WTIZ.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
| WTIZ.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.24% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 8.09% | +6.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 11.12% | +7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 14.30% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 14.30% | +2.30% |
WTIZ.DE vs. NTSG.DE - Expense Ratio Comparison
WTIZ.DE has a 0.40% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
WTIZ.DE vs. NTSG.DE - Dividend Comparison
Neither WTIZ.DE nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIZ.DE and NTSG.DE 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.
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 0.40% for WTIZ.DE.
WTIZ.DE is categorized as Japan Equities, while NTSG.DE is Global Allocation. WTIZ.DE tracks WisdomTree Japan Equity, while NTSG.DE tracks WisdomTree Global Efficient Core Index. Their fees differ too: 0.40% for WTIZ.DE and 0.25% for NTSG.DE.
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