NTSX: WisdomTree U.S. Efficient Core Fund returns, drawdowns and risk
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Data updated October 2026
NTSX · US exchange · USDCategory: Allocation and multi-asset ETFsData from June 2020
From June 2020 to October 2026 NTSX returned 12.5% a year on average with dividends reinvested, in US dollars: $10,000 invested at the start grew to $21,183.
Its deepest fall was 31.3%, from December 2021 to October 2022, and it took about 30 months to get back to the previous high. Annual volatility was 16.6%; at the last close it was 1.7% below its high.
Against SPY (SPDR S&P 500 ETF Trust), over the 76 months both have data, the correlation of monthly returns was 0.98: they moved almost in lockstep. Beta was 1.02. In months when SPY rose, NTSX moved 94% as much on average; in months when SPY fell, 114% as much.
Key figures
- Annual return (CAGR)
- +12.5%
- 1-year return
- +10.4%
- 5 years, a year
- +8.2%
- 10 years, a year
- —
- Annual volatility
- 16.6%
- Maximum drawdown
- −31.3%
- Sharpe ratio
- 0.62
- Worst year
- 2022: −25.8%
Trailing returns
| Period | NTSX | SPY |
|---|---|---|
| 1 year | +10.4% | +16.6% |
| 3 years, a year | +22.1% | +23.1% |
| 5 years, a year | +8.2% | +12.7% |
To the last close of October 2026. Periods longer than a year are annualised.
Growth of $10,000: NTSX vs SPY
Month-end values from July 2020, the first month both funds have data.
NTSX drawdowns
Percentage below the previous high, weekly.
Returns by calendar year
| Year | NTSX | SPY |
|---|---|---|
| 2026(partial) | +9.8% | +13.3% |
| 2025 | +18.8% | +17.7% |
| 2024 | +20.2% | +24.9% |
| 2023 | +22.7% | +26.2% |
| 2022 | −25.8% | −18.2% |
| 2021 | +22.2% | +28.7% |
| 2020(partial) | +21.4% | — |
NTSX compared
How the figures are calculated
Total return in the fund’s trading currency, from end-of-day prices with dividends reinvested on the ex-date. The fund’s own ongoing charges are already reflected in its price; trading costs, taxes and currency conversion are not included. Past returns do not predict future returns.
Sharpe ratio uses the return of short-term government bills in the same currency as the risk-free rate. The growth chart uses month-end values; drawdowns and volatility use daily closes.
Questions
What is the average annual return of NTSX?
From June 2020 to October 2026 NTSX returned 12.5% a year on average (CAGR) with dividends reinvested, in USD. Over the last 5 years: +8.2% a year. Over the last 12 months: +10.4%.
What was the worst drawdown of NTSX?
31.3%, from December 2021 to October 2022; it took about 30 months from the previous high to get back to it.
How volatile is NTSX?
Annual volatility was 16.6% over the period. Its worst month was −11.2% and 63% of months were positive. Worst calendar year: 2022 (−25.8%).
How closely does NTSX follow SPY?
Over 76 months the correlation of monthly returns was 0.98, so they moved almost in lockstep, with a beta of 1.02.
Use NTSX in a free tool
Other Allocation and multi-asset ETFs
- All Allocation and multi-asset ETFsReturns and risk side by side
- AOR — iShares Core Growth Allocation ETFCAGR +8.6%
- AOA — iShares Core Aggressive Allocation ETFCAGR +10.4%
- AOM — iShares Core Moderate Allocation ETFCAGR +6.6%
- AOK — iShares Core Conservative Allocation ETFCAGR +5.4%
- RPAR — RPAR Risk Parity ETFCAGR +1.3%
Source: MarketStack end-of-day prices, total return with dividends reinvested. Figures are historical and descriptive; they are not forecasts and not investment advice. MEDGE Capital does not recommend buying or selling any instrument. Risk disclaimer.