Summary
NTSE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 36.48% 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: 20/07/2026

Current price: $44.78

Expense ratio: 0.32%

Assets under management
$57.1M
-0.60% 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

-10.67%

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

2.10%

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

13.75%

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

36.48%

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

60.13%

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

73.10%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.136%

Best day

6.178%

08/04/2026
Worst day

-6.714%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $45.05 $45.13 $44.08 $44.78 2,400
17/07/2026 $44.16 $44.86 $44.16 $44.82 3,700
16/07/2026 $45.39 $45.59 $45.23 $45.30 7,000
15/07/2026 $46.54 $46.55 $45.74 $46.24 3,900
14/07/2026 $45.90 $46.20 $45.87 $46.16 5,700
13/07/2026 $45.43 $45.66 $45.22 $45.22 5,900
10/07/2026 $46.78 $46.96 $46.57 $46.96 2,300
09/07/2026 $47.00 $47.09 $46.86 $46.89 3,000
08/07/2026 $46.03 $46.57 $46.02 $46.57 2,600
07/07/2026 $46.24 $46.24 $46.13 $46.23 1,200