WisdomTree International Efficient Core Fund (NTSI) Performance
NTSI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +6.1% since Dec 31, 2025
- 1 year
- +8.6% total return
- 5 years
- +5.5% a year
- Since first price
- +5.3% a year since 2021
NTSI trailing returns vs SPY, QQQ, AGG
| Period | NTSI total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.0% | −1.0% | −1.0% | −5.0% | +0.9% |
| 3 months | −0.3% | −0.3% | +3.2% | +1.9% | −0.4% |
| 6 months | +2.3% | +1.0% | +7.8% | +8.4% | −1.5% |
| YTD | +6.1% | +4.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +8.6% | +5.2% | +14.4% | +15.9% | −1.1% |
| 3 years | +63.4%+17.8%/yr | +50.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +30.5%+5.5%/yr | +13.7% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionMay 20, 2021 | +32.5%+5.3%/yr | +14.9% | — | — | — |
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: NTSI vs SPY
From May 20, 2021: NTSI grew to $13,254, SPY to $19,693.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
NTSI returns by calendar year
3 of 4 full years positive. Best 2025 (+30.4%), worst 2022 (−19.3%). 2026 is year to date.
NTSI annual returns table
| Year | NTSI | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +6.1% | −12.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +30.4% | −13.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +1.1% | −11.1% | +24.9% | +25.6% | +1.3% |
| 2023 | +15.4% | −13.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −19.3% | −32.6% | −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.
NTSI largest drawdowns
Now 5.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Sep 3, 2021 | −34.0% | Sep 27, 2022 | Aug 23, 2024 | 1.1 years | 3.0 years |
| Sep 26, 2024 | −13.2% | Apr 8, 2025 | May 2, 2025 | 6 months | 7 months |
| Feb 25, 2026 | −12.3% | Mar 20, 2026 | Jul 30, 2026 | 23 days | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
NTSI risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +16.1% | +5.9% | +5.1% |
| Volatility (annualized) | 13.1% | 16.8% | 16.3% |
| Sharpe ratio | 0.88 | 0.21 | 0.18 |
| Sortino ratio | 1.35 | 0.30 | 0.26 |
| Best month | +9.6% | +14.0% | +14.0% |
| Worst month | −8.5% | −10.8% | −10.8% |
| Best 12 months | +31.7% | +31.7% | +31.7% |
| Worst 12 months | +1.1% | −29.4% | −29.4% |
| Positive months | 69% | 60% | 59% |
| Beta vs S&P 500 | 0.65 | 0.83 | — |
| Correlation with S&P 500 | 0.62 | 0.77 | — |
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.
NTSI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 54 | −29.4% | +10.8% | +31.7% | 80% |
| 3-year (a year) | 30 | −2.0% | +12.2% | +19.3% | 87% |
| 5-year (a year) | 6 | +5.4% | +5.9% | +6.1% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
NTSI performance overview
WisdomTree International Efficient Core Fund (NTSI) returned +8.6% over the past year and +5.5% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +5.3% a year, turning $10,000 into about $13,254. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −34.0%, from Sep 3, 2021 to Sep 27, 2022, and it took 1.9 years to get back to the old high. NTSI finished 3 of its 4 full calendar years with a gain; the best year was 2025 (+30.4%) and the worst 2022 (−19.3%). Volatility has been 16.3% a year.
Related: NTSI chart, NTSI holdings, NTSI dividends. See the NTSI overview for the latest quote and fund facts.
NTSI performance FAQ
What is the NTSI return over the past year?
NTSI returned +8.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 5.2%.
What is the average annual return of NTSI?
NTSI has returned +5.5% a year over 5 years, +5.3% a year since May 20, 2021 (total return, distributions reinvested).
How much would $10,000 invested in NTSI be worth?
$10,000 invested in NTSI at its first recorded close on May 20, 2021 would be worth about $13,254 on October 23, 2026 with distributions reinvested.
What was the worst year for NTSI?
The worst calendar year was 2022, with a total return of −19.3%. The best was 2025 at +30.4%.
What is the biggest drawdown of NTSI?
The largest peak-to-trough decline was −34.0% between September 3, 2021 and September 27, 2022. It recovered to the old high on August 23, 2024, 1.9 years after the bottom.
How volatile is NTSI?
Over the past 3 years NTSI had an annualized volatility of 13.1% and a Sharpe ratio of 0.88 (excess return over 1–3 month T-bills per unit of risk).