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That's the view of the bookmakers, who have set New Zealand at their longest odds of the tournament to win the Cricket World Cup final against England at Lord's on Sunday.
The Black Caps have been placed at $3.75 to beat England and raise the Cup, with England the short favourites at $1.28.
Those are longer odds than the Black Caps were at to topple India in their stunning semifinal victory, with several factors weighing in England's favour.
Their eight-wicket semifinal mauling of Australia, home advantage, a thrashing of the Black Caps in the group stage, and their dominant displays over the past four years, would all be major factors in their significant favouritism to win their first World Cup.
Fortunately for the Black Caps, being the underdogs is where they like to be, with batting coach Craig McMillan hoping that people write off the team's chances once again.
"One thing about this side is it's got a lot of character in it, they keep fighting, we find ways to win when people write us off.
"I hope people keep writing us off, it seems to be [what] people have done right throughout the tournament – we'll keep doing our thing, fly under the radar and hopefully at the end of it we've got something pretty special to celebrate."
Black Caps batsman Ross Taylor is hoping that the side can tap into their scrappy mentality for one more game in order to spoil England's party.
"Apart from the All Blacks, most New Zealand sides are underdogs, no matter what sport they play. It's something we have embraced. It doesn't sit well when we're the favourites, we try to talk it down as much as possible.
"No one really gave us a shot here, and if we go there and have a similar mindset of just scrapping and giving it our best, then hopefully we can get across the line - and go one better than any side that New Zealand's ever produced."