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NTSI vs VXX

Comparison between WISDOMTREE INTERNATIONAL EFFICIENT CORE FUND (NTSI, ETF) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX, ETF).

5-Year PerformanceNTSI has outperformed VXX, delivering a return of +5.5% compared to -45.3%

NTSI vs VXX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
NTSI
$500M
Winner
VXX
$501M
Expense Ratio
Winner
NTSI
0.26%
VXX
0.89%
Max Drawdown
Winner
NTSI
36.12%
VXX
100.00%
Sharpe Ratio
Winner
NTSI
1.03
VXX
-1.08
5Y Beta
NTSI
0.66
Winner
VXX
0.00

NTSI vs VXX - Historical Returns

Returns include dividend reinvestment.

1M
Winner
NTSI
+2.06%
VXX
-12.89%
3M
Winner
NTSI
+6.90%
VXX
-29.75%
6M
Winner
NTSI
+9.39%
VXX
-18.05%
1Y
Winner
NTSI
+19.16%
VXX
-52.70%
5Y(CAGR)
Winner
NTSI
+5.49%
VXX
-45.26%
10Y(CAGR)
NTSI
N/A
VXX
-48.07%
Max(CAGR)
Winner
NTSI
+6.03%
VXX
-51.47%

NTSI vs VXX - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearNTSIVXX
2026+6.74%-7.28%
2025+30.60%-43.49%
2024+2.34%-26.22%
2023+15.02%-72.27%
2022-19.23%-21.12%
2021+1.76%-74.62%
2020N/A+15.71%
2019N/A-66.77%
2018N/A+73.95%
2017N/A-70.55%
2016N/A-70.11%
2015N/A-35.14%
2014N/A-27.46%
2013N/A-62.08%
2012N/A-76.38%
2011N/A-2.63%
2010N/A-71.25%
2009N/A-67.41%

NTSI vs VXX Drawdown Comparison

The maximum drawdown for NTSI was -34.02%, occurring on Sep 27, 2022. Recovery took 746 trading sessions.

The maximum drawdown for VXX was -100.00%, occurring on Jun 4, 2026. This drawdown has not yet recovered.

The current NTSI drawdown is -1.92%. The current VXX drawdown is -100.00%.

RankNTSIVXX
#1-34.02%
Sep 3, 2021 - Aug 23, 2024
-100.00%
Feb 23, 2009 - Jun 4, 2026
#2-13.21%
Sep 26, 2024 - Apr 29, 2025
-6.55%
Jan 30, 2009 - Feb 10, 2009
#3-12.33%
Feb 25, 2026 - Mar 20, 2026
-2.50%
Feb 10, 2009 - Feb 17, 2009
#4-5.00%
Nov 12, 2025 - Dec 11, 2025
N/A
#5-3.98%
Jul 23, 2025 - Aug 12, 2025
N/A
#6-3.75%
Jun 15, 2021 - Aug 3, 2021
N/A
#7-2.96%
Aug 23, 2024 - Sep 19, 2024
N/A
#8-2.82%
Jun 12, 2025 - Jun 27, 2025
N/A
#9-2.73%
Oct 6, 2025 - Oct 16, 2025
N/A
#10-2.52%
Aug 22, 2025 - Sep 8, 2025
N/A
#11-2.38%
Oct 28, 2025 - Nov 12, 2025
N/A
#12-2.22%
Aug 13, 2021 - Sep 2, 2021
N/A
#13-2.19%
Jul 10, 2025 - Jul 23, 2025
N/A
#14-2.05%
Jan 12, 2026 - Jan 23, 2026
N/A
#15-1.68%
Sep 16, 2025 - Oct 1, 2025
N/A

Correlation

Correlation between NTSI and VXX is -0.46 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.46
-101

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