Summary
NTSE
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 66.58% Volatility 20.47% Sharpe 1.58
Official loaded data — not a live quote.

WISDOMTREE EMERGING MARKETS EFFICIENT CORE FUND

Symbol: NTSE

Exchange: NYSE

Sector: Technology

Category: Multi-Asset Overlay

Inception date: 18/05/2021

Latest date: 02/06/2026

Current price: $50.29

Expense ratio: 0.32%

Assets under management
$52.0M
0.58% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

12.64%

Ann. -66.19% (Sharpe / Sortino numerator)

Volatility

36.46%

Sharpe ratio

-1.915

VaR 95%

-3.66%

CVaR 95%: -4.43%
Max drawdown: -8.21%
Sortino ratio: -2.921
Calmar ratio: -8.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.56%

Ann. 7.59% (Sharpe / Sortino numerator)

Volatility

26.53%

Sharpe ratio

0.149

VaR 95%

-3.33%

CVaR 95%: -3.95%
Max drawdown: -14.39%
Sortino ratio: 0.198
Calmar ratio: 0.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.81%

Ann. 18.28% (Sharpe / Sortino numerator)

Volatility

21.84%

Sharpe ratio

0.671

VaR 95%

-2.11%

CVaR 95%: -3.32%
Max drawdown: -14.39%
Sortino ratio: 0.894
Calmar ratio: 1.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.58%

Ann. 35.96% (Sharpe / Sortino numerator)

Volatility

20.47%

Sharpe ratio

1.579

VaR 95%

-1.80%

CVaR 95%: -3.15%
Max drawdown: -14.39%
Sortino ratio: 2.009
Calmar ratio: 2.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

85.13%

Ann. 22.07% (Sharpe / Sortino numerator)

Volatility

18.57%

Sharpe ratio

0.993

VaR 95%

-1.81%

CVaR 95%: -2.67%
Max drawdown: -18.73%
Sortino ratio: 1.345
Calmar ratio: 1.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

97.34%

Ann. 15.51% (Sharpe / Sortino numerator)

Volatility

17.61%

Sharpe ratio

0.675

VaR 95%

-1.75%

CVaR 95%: -2.49%
Max drawdown: -18.73%
Sortino ratio: 0.959
Calmar ratio: 0.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.212%

Best day

6.178%

08/04/2026
Worst day

-4.851%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $50.00 $50.29 $50.00 $50.29 1,600
01/06/2026 $49.19 $49.97 $49.08 $49.68 12,000
29/05/2026 $48.70 $48.73 $48.55 $48.56 4,500
28/05/2026 $47.48 $48.37 $47.48 $48.36 16,700
27/05/2026 $48.53 $48.53 $47.96 $48.16 18,400
26/05/2026 $47.66 $48.04 $47.65 $48.04 3,500
22/05/2026 $46.19 $46.31 $46.16 $46.16 1,700
21/05/2026 $45.66 $46.23 $45.66 $46.22 1,100
20/05/2026 $45.03 $45.76 $45.03 $45.76 1,600
19/05/2026 $44.69 $45.23 $44.39 $44.86 2,900