BBW vs. GDE
BBW (Build-A-Bear Workshop, Inc.) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past 3 years, BBW returned 12.16%/yr vs 42.44%/yr for GDE. At a 0.27 correlation, their price movements are largely independent.
Performance
BBW vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, BBW achieves a -50.67% return, which is significantly lower than GDE's 1.66% return.
BBW
- 1D
- -3.80%
- 1M
- -11.53%
- 6M
- -52.49%
- YTD
- -50.67%
- 1Y
- -41.16%
- 3Y*
- 12.16%
- 5Y*
- 16.92%
- 10Y*
- 10.05%
GDE
- 1D
- -1.45%
- 1M
- -2.96%
- 6M
- -3.23%
- YTD
- 1.66%
- 1Y
- 37.49%
- 3Y*
- 42.44%
- 5Y*
- —
- 10Y*
- —
BBW vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BBW Build-A-Bear Workshop, Inc. | -50.67% | 35.39% | 105.62% | 2.79% | 34.01% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 1.66% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between BBW and GDE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.27 |
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Return for Risk
BBW vs. GDE — Risk / Return Rank
BBW
GDE
BBW vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Build-A-Bear Workshop, Inc. (BBW) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BBW | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.23 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.66 | -2.35 |
| Martin ratioReturn relative to average drawdown | -1.19 | 4.21 | -5.40 |
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Drawdowns
BBW vs. GDE - Drawdown Comparison
The maximum BBW drawdown since its inception was -97.24%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for BBW and GDE.
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Drawdown Indicators
| BBW | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.24% | -32.01% | -65.23% |
Max Drawdown (1Y)Largest decline over 1 year | -59.86% | -22.66% | -37.20% |
Max Drawdown (3Y)Largest decline over 3 years | -59.86% | -22.66% | -37.20% |
Max Drawdown (5Y)Largest decline over 5 years | -59.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -93.40% | — | — |
Current DrawdownCurrent decline from peak | -59.86% | -17.75% | -42.11% |
Average DrawdownAverage peak-to-trough decline | -59.69% | -8.07% | -51.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.64% | 8.92% | +25.72% |
Volatility
BBW vs. GDE - Volatility Comparison
Build-A-Bear Workshop, Inc. (BBW) has a higher volatility of 13.00% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 11.87%. This indicates that BBW's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBW | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.00% | 11.87% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 31.13% | 26.29% | +4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.12% | 30.48% | +20.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.54% | 27.12% | +28.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.89% | 27.12% | +38.77% |
Dividends
BBW vs. GDE - Dividend Comparison
BBW's dividend yield for the trailing twelve months is around 3.02%, less than GDE's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BBW Build-A-Bear Workshop, Inc. | 3.02% | 1.44% | 1.74% | 6.52% | 0.00% | 6.40% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.25% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% |
Frequently Asked Questions
BBW and GDE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBW has higher volatility (13.00%) compared to GDE (11.87%). In terms of maximum drawdown, BBW dropped -97.24% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.24 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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