Summary
NTSX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 17.05% 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: 20/07/2026

Current price: $58.47

Expense ratio: 0.20%

Assets under management
$1.4B
-0.51% 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

-0.13%

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

3.59%

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

8.31%

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

17.05%

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

34.02%

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

60.51%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

2.779%

31/03/2026
Worst day

-2.874%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $58.77 $58.84 $58.29 $58.47 23,300
17/07/2026 $58.46 $58.90 $58.46 $58.65 20,000
16/07/2026 $59.25 $59.38 $58.98 $59.18 26,500
15/07/2026 $59.31 $59.48 $59.14 $59.48 21,700
14/07/2026 $58.93 $59.80 $58.93 $59.13 21,200
13/07/2026 $59.30 $59.74 $58.74 $58.97 49,500
10/07/2026 $59.28 $59.41 $58.86 $59.26 31,000
09/07/2026 $58.76 $59.35 $58.71 $59.35 25,000
08/07/2026 $58.66 $58.82 $58.34 $58.74 27,800
07/07/2026 $59.19 $59.19 $58.84 $59.17 24,100