XC vs. NTSX
XC (WisdomTree Emerging Markets ex-China Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - XC is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets ex-China Index - Benchmark TR Net, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. XC is passively managed, while NTSX is actively managed. Over the past 3 years, XC returned 9.35%/yr vs 16.97%/yr for NTSX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. XC charges 0.32%/yr vs 0.20%/yr for NTSX.
Performance
XC vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, XC achieves a 0.10% return, which is significantly lower than NTSX's 7.28% return.
XC
- 1D
- -0.09%
- 1M
- 1.18%
- 6M
- -3.23%
- YTD
- 0.10%
- 1Y
- 7.41%
- 3Y*
- 9.35%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.81%
NTSX
- 1D
- 0.71%
- 1M
- -0.51%
- 6M
- 6.45%
- YTD
- 7.28%
- 1Y
- 17.51%
- 3Y*
- 16.97%
- 5Y*
- 8.15%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.95M | $1.79M | $2.60M | |
| $811.45K | $489.30K | $569.06K |
XC vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XC WisdomTree Emerging Markets ex-China Fund | 0.10% | 18.19% | 5.49% | 21.31% | 1.58% |
NTSX WisdomTree U.S. Efficient Core Fund | 7.28% | 18.82% | 20.20% | 22.70% | -0.46% |
Correlation
The correlation between XC and NTSX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2022 | 0.65 |
The correlation between XC and NTSX has been stable across timeframes, ranging from 0.65 to 0.66 - a consistent structural relationship.
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Return for Risk
XC vs. NTSX — Risk / Return Rank
XC
NTSX
XC vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ex-China Fund (XC) 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.
| XC | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.22 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.79 | -1.18 |
| Martin ratioReturn relative to average drawdown | 1.48 | 7.28 | -5.80 |
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Drawdowns
XC vs. NTSX - Drawdown Comparison
The maximum XC drawdown since its inception was -20.97%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for XC and NTSX.
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Drawdown Indicators
| XC | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.97% | -31.34% | +10.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -9.16% | -3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -20.97% | -16.82% | -4.15% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -6.00% | -2.27% | -3.73% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -6.70% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 2.26% | +2.88% |
Volatility
XC vs. NTSX - Volatility Comparison
WisdomTree Emerging Markets ex-China Fund (XC) has a higher volatility of 4.16% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.82%. This indicates that XC'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
| XC | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.82% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 10.74% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 13.29% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 17.20% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 18.22% | -2.39% |
XC vs. NTSX - Expense Ratio Comparison
XC has a 0.32% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
XC vs. NTSX - Dividend Comparison
XC's dividend yield for the trailing twelve months is around 12.01%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.10% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% |
XC WisdomTree Emerging Markets ex-China Fund | 12.01% | 11.74% | 1.49% | 1.42% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XC and NTSX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XC has higher volatility (4.16%) compared to NTSX (3.82%). In terms of maximum drawdown, XC dropped -20.97% vs NTSX's -31.34%.
On 3-year performance, NTSX leads with 16.97% vs 9.35% for XC. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, NTSX has performed better with a 16.97% return vs 9.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.32% for XC.
XC has the higher dividend yield at 12.01%, compared with 1.10% for NTSX.
XC is categorized as Emerging Markets Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.32% for XC and 0.20% for NTSX.
NTSX currently has the higher Sharpe Ratio (1.24 vs 0.51), 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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