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WisdomTree International Efficient Core Fund NTSI
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NTSI | Replication |
|---|---|---|
| Annualized growth | 5.4% | 5.6% |
| Annualized volatility | 15.2% | 13.0% |
| Sharpe ratio | 0.42 | 0.49 |
| Maximum drawdown | 32.0% | 27.1% |
| Replication fit (R²) | 0.90 · Tracking error 4.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model NTSI’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFG | Intl · Growth | 35.6% |
| EFV | Intl · Value | 28.3% |
| SPTL | FI · Long Gov | 21.3% |
| DBEF | Intl · Dev Hedged | 14.8% |