WisdomTree Emerging Markets Efficient Core Fund (NTSE) Performance
NTSE total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +15.9% since Dec 31, 2025
- 1 year
- +16.9% total return
- 5 years
- +5.1% a year
- Since first price
- +4.3% a year since 2021
NTSE trailing returns vs SPY, QQQ, AGG
| Period | NTSE total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −7.6% | −8.1% | −1.0% | −5.0% | +0.9% |
| 3 months | −3.6% | −4.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +0.6% | −0.4% | +7.8% | +8.4% | −1.5% |
| YTD | +15.9% | +14.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.9% | +14.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +89.3%+23.7%/yr | +74.7% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +27.9%+5.1%/yr | +10.5% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionMay 20, 2021 | +25.5%+4.3%/yr | +7.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: NTSE vs SPY
From May 20, 2021: NTSE grew to $12,549, SPY to $19,693.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
NTSE returns by calendar year
3 of 4 full years positive. Best 2025 (+36.3%), worst 2022 (−26.3%). 2026 is year to date.
NTSE annual returns table
| Year | NTSE | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +15.9% | −14.8% | +12.3% | +15.1% | −1.0% |
| 2025 | +36.3% | −14.8% | +17.7% | +20.8% | +7.2% |
| 2024 | +4.4% | −11.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +9.5% | −16.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −26.3% | −38.6% | −18.2% | −32.6% | −13.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
NTSE largest drawdowns
Now 13.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jun 4, 2021 | −42.8% | Oct 24, 2022 | Oct 3, 2025 | 1.4 years | 4.3 years |
| Jun 22, 2026 | −14.8% | Jul 29, 2026 | not yet | 37 days | 4 months so far |
| Feb 25, 2026 | −14.2% | Mar 30, 2026 | May 1, 2026 | 33 days | 2 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
NTSE risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +24.5% | +6.9% | +5.1% |
| Volatility (annualized) | 17.4% | 20.2% | 19.8% |
| Sharpe ratio | 1.11 | 0.25 | 0.18 |
| Sortino ratio | 1.94 | 0.39 | 0.27 |
| Best month | +12.1% | +17.6% | +17.6% |
| Worst month | −10.3% | −13.5% | −13.5% |
| Best 12 months | +61.1% | +61.1% | +61.1% |
| Worst 12 months | +4.4% | −36.8% | −36.8% |
| Positive months | 72% | 58% | 58% |
| Beta vs S&P 500 | 0.88 | 0.84 | — |
| Correlation with S&P 500 | 0.63 | 0.65 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
NTSE rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 54 | −36.8% | +9.5% | +61.1% | 72% |
| 3-year (a year) | 30 | −9.1% | +9.2% | +25.2% | 67% |
| 5-year (a year) | 6 | +5.4% | +6.3% | +6.9% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
NTSE performance overview
WisdomTree Emerging Markets Efficient Core Fund (NTSE) returned +16.9% over the past year and +5.1% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +4.3% a year, turning $10,000 into about $12,549. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −42.8%, from Jun 4, 2021 to Oct 24, 2022, and it took 2.9 years to get back to the old high. NTSE finished 3 of its 4 full calendar years with a gain; the best year was 2025 (+36.3%) and the worst 2022 (−26.3%). Volatility has been 19.8% a year.
Related: NTSE chart, NTSE holdings, NTSE dividends. See the NTSE overview for the latest quote and fund facts.
NTSE performance FAQ
What is the NTSE return over the past year?
NTSE returned +16.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 14.3%.
What is the average annual return of NTSE?
NTSE has returned +5.1% a year over 5 years, +4.3% a year since May 20, 2021 (total return, distributions reinvested).
How much would $10,000 invested in NTSE be worth?
$10,000 invested in NTSE at its first recorded close on May 20, 2021 would be worth about $12,549 on October 23, 2026 with distributions reinvested.
What was the worst year for NTSE?
The worst calendar year was 2022, with a total return of −26.3%. The best was 2025 at +36.3%.
What is the biggest drawdown of NTSE?
The largest peak-to-trough decline was −42.8% between June 4, 2021 and October 24, 2022. It recovered to the old high on October 3, 2025, 2.9 years after the bottom.
How volatile is NTSE?
Over the past 3 years NTSE had an annualized volatility of 17.4% and a Sharpe ratio of 1.11 (excess return over 1–3 month T-bills per unit of risk).