WTV vs. NTSX
WTV (WisdomTree U.S. Value Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WTV is a Mid Cap Value Equities fund actively managed by WisdomTree, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. Both are actively managed. Over the past 5 years, WTV returned 13.30%/yr vs 8.80%/yr for NTSX. A 0.74 correlation means they provide meaningful diversification when combined. WTV charges 0.12%/yr vs 0.20%/yr for NTSX.
Performance
WTV vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, WTV achieves a 10.40% return, which is significantly higher than NTSX's 6.42% return.
WTV
- 1D
- 0.14%
- 1M
- 0.51%
- YTD
- 10.40%
- 6M
- 9.44%
- 1Y
- 22.68%
- 3Y*
- 21.11%
- 5Y*
- 13.30%
- 10Y*
- —
NTSX
- 1D
- -0.25%
- 1M
- -1.39%
- YTD
- 6.42%
- 6M
- 4.81%
- 1Y
- 19.46%
- 3Y*
- 18.28%
- 5Y*
- 8.80%
- 10Y*
- —
WTV vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTV WisdomTree U.S. Value Fund | 10.40% | 13.51% | 23.99% | 22.35% | -8.06% | 30.59% | 6.15% | 29.69% | -11.02% |
NTSX WisdomTree U.S. Efficient Core Fund | 6.42% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between WTV and NTSX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.74 |
The correlation between WTV and NTSX shifts across timeframes, from 0.62 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTV vs. NTSX — Risk / Return Rank
WTV
NTSX
WTV vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Value Fund (WTV) 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.
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.
| WTV | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 2.13 | +1.05 |
| Martin ratioReturn relative to average drawdown | 10.31 | 9.03 | +1.28 |
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Drawdowns
WTV vs. NTSX - Drawdown Comparison
The maximum WTV drawdown since its inception was -42.18%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for WTV and NTSX.
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Drawdown Indicators
| WTV | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.18% | -31.34% | -10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -9.16% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -16.82% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -31.34% | +12.04% |
Current DrawdownCurrent decline from peak | -1.24% | -3.05% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -6.76% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.16% | +0.05% |
Volatility
WTV vs. NTSX - Volatility Comparison
The current volatility for WisdomTree U.S. Value Fund (WTV) is 3.37%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.23%. This indicates that WTV 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
| WTV | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 5.23% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 10.51% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.86% | 13.05% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 17.17% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.15% | 18.28% | +1.87% |
WTV vs. NTSX - Expense Ratio Comparison
WTV has a 0.12% expense ratio, which is lower than NTSX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WTV vs. NTSX - Dividend Comparison
WTV's dividend yield for the trailing twelve months is around 1.93%, more than NTSX's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.11% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% |
WTV WisdomTree U.S. Value Fund | 1.93% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% |
Frequently Asked Questions
WTV and NTSX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (5.23%) compared to WTV (3.37%). In terms of maximum drawdown, WTV dropped -42.18% vs NTSX's -31.34%.
On 5-year performance, WTV leads with 13.30% vs 8.80% for NTSX. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, WTV has performed better with a 13.30% return vs 8.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTV is cheaper with a 0.12% expense ratio, compared with 0.20% for NTSX.
WTV has the higher dividend yield at 1.93%, compared with 1.11% for NTSX.
WTV is categorized as Mid Cap Value Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.12% for WTV and 0.20% for NTSX.
WTV currently has the higher Sharpe Ratio (1.93 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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