Summary
NTSX
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 25.27% Volatility 18.42% Sharpe 0.66
Official loaded data — not a live quote.

WISDOMTREE U.S. EFFICIENT CORE FUND

Symbol: NTSX

Exchange: NYSE

Sector: Technology

Category: Multi-Asset Overlay

Inception date: 02/08/2018

Latest date: 03/06/2026

Current price: $59.37

Expense ratio: 0.20%

Assets under management
$1.3B
-0.70% 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

4.38%

Ann. -42.46% (Sharpe / Sortino numerator)

Volatility

20.56%

Sharpe ratio

-2.242

VaR 95%

-2.19%

CVaR 95%: -2.35%
Max drawdown: -7.81%
Sortino ratio: -3.496
Calmar ratio: -5.43

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

8.64%

Ann. -15.66% (Sharpe / Sortino numerator)

Volatility

15.40%

Sharpe ratio

-1.252

VaR 95%

-1.98%

CVaR 95%: -2.23%
Max drawdown: -9.41%
Sortino ratio: -1.634
Calmar ratio: -1.66

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

7.82%

Ann. -4.83% (Sharpe / Sortino numerator)

Volatility

13.74%

Sharpe ratio

-0.616

VaR 95%

-1.60%

CVaR 95%: -2.07%
Max drawdown: -9.41%
Sortino ratio: -0.836
Calmar ratio: -0.51

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

25.27%

Ann. 15.87% (Sharpe / Sortino numerator)

Volatility

18.42%

Sharpe ratio

0.664

VaR 95%

-1.80%

CVaR 95%: -2.82%
Max drawdown: -9.41%
Sortino ratio: 0.761
Calmar ratio: 1.69

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

42.88%

Ann. 13.05% (Sharpe / Sortino numerator)

Volatility

16.32%

Sharpe ratio

0.577

VaR 95%

-1.58%

CVaR 95%: -2.40%
Max drawdown: -16.82%
Sortino ratio: 0.715
Calmar ratio: 0.78

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

69.86%

Ann. 15.83% (Sharpe / Sortino numerator)

Volatility

15.13%

Sharpe ratio

0.807

VaR 95%

-1.44%

CVaR 95%: -2.16%
Max drawdown: -16.82%
Sortino ratio: 1.050
Calmar ratio: 0.94

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.093%

Best day

2.779%

31/03/2026
Worst day

-2.467%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $59.79 $59.81 $59.36 $59.37 37,200
02/06/2026 $59.81 $60.00 $59.72 $60.00 48,400
01/06/2026 $59.57 $60.00 $59.47 $59.94 40,900
29/05/2026 $59.67 $59.86 $59.53 $59.79 64,500
28/05/2026 $59.13 $59.68 $59.06 $59.63 129,700
27/05/2026 $58.99 $59.26 $58.99 $59.11 35,900
26/05/2026 $59.08 $59.26 $58.88 $58.99 32,200
22/05/2026 $58.68 $59.11 $58.59 $58.70 44,300
21/05/2026 $57.98 $58.50 $57.98 $58.50 24,300
20/05/2026 $57.76 $58.39 $57.71 $58.35 27,700