XMWJ.DE vs. NTSG.DE
XMWJ.DE (WisdomTree Industrial Metals Enhanced) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - XMWJ.DE is a Metals fund tracking the Optimised Roll Industrial Metals, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, XMWJ.DE returned 28.56% vs 21.07% for NTSG.DE. At a 0.28 correlation, their price movements are largely independent. XMWJ.DE charges 0.40%/yr vs 0.25%/yr for NTSG.DE.
Performance
XMWJ.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMWJ.DE achieves a 11.66% return, which is significantly higher than NTSG.DE's 8.92% return.
XMWJ.DE
- 1D
- -0.39%
- 1M
- 4.31%
- YTD
- 11.66%
- 6M
- 17.70%
- 1Y
- 28.56%
- 3Y*
- 8.41%
- 5Y*
- 6.79%
- 10Y*
- —
NTSG.DE
- 1D
- 0.04%
- 1M
- 4.22%
- YTD
- 8.92%
- 6M
- 7.22%
- 1Y
- 21.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMWJ.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XMWJ.DE WisdomTree Industrial Metals Enhanced | 11.66% | 3.54% | 0.52% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
Correlation
The correlation between XMWJ.DE and NTSG.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.28 |
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Return for Risk
XMWJ.DE vs. NTSG.DE — Risk / Return Rank
XMWJ.DE
NTSG.DE
XMWJ.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals Enhanced (XMWJ.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.
| XMWJ.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.29 | +0.60 |
| Martin ratioReturn relative to average drawdown | 12.97 | 11.64 | +1.33 |
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
| XMWJ.DE | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 1.86 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.79 | -0.39 |
Drawdowns
XMWJ.DE vs. NTSG.DE - Drawdown Comparison
The maximum XMWJ.DE drawdown since its inception was -36.27%, 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 XMWJ.DE and NTSG.DE.
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Drawdown Indicators
| XMWJ.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -19.64% | -16.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -6.26% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -21.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | — | — |
Current DrawdownCurrent decline from peak | -14.55% | -0.09% | -14.46% |
Average DrawdownAverage peak-to-trough decline | -18.56% | -3.69% | -14.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.77% | +0.43% |
Volatility
XMWJ.DE vs. NTSG.DE - Volatility Comparison
WisdomTree Industrial Metals Enhanced (XMWJ.DE) has a higher volatility of 4.56% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 3.24%. This indicates that XMWJ.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
| XMWJ.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 3.24% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 8.09% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 11.12% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.70% | 14.30% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 14.30% | +4.18% |
XMWJ.DE vs. NTSG.DE - Expense Ratio Comparison
XMWJ.DE has a 0.40% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
XMWJ.DE vs. NTSG.DE - Dividend Comparison
Neither XMWJ.DE nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
XMWJ.DE and NTSG.DE have a correlation of 0.27, 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 XMWJ.DE.
XMWJ.DE is categorized as Metals, while NTSG.DE is Global Allocation. XMWJ.DE tracks Optimised Roll Industrial Metals, while NTSG.DE tracks WisdomTree Global Efficient Core Index. Their fees differ too: 0.40% for XMWJ.DE and 0.25% for NTSG.DE.
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