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BDGS vs. GDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BDGS and GDE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

BDGS vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridges Capital Tactical ETF (BDGS) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
27.80%
90.10%
BDGS
GDE

Key characteristics

Sharpe Ratio

BDGS:

1.35

GDE:

1.71

Sortino Ratio

BDGS:

2.16

GDE:

2.33

Omega Ratio

BDGS:

1.40

GDE:

1.33

Calmar Ratio

BDGS:

1.70

GDE:

2.78

Martin Ratio

BDGS:

8.29

GDE:

11.11

Ulcer Index

BDGS:

1.87%

GDE:

4.12%

Daily Std Dev

BDGS:

11.48%

GDE:

26.72%

Max Drawdown

BDGS:

-9.12%

GDE:

-32.01%

Current Drawdown

BDGS:

-3.52%

GDE:

0.00%

Returns By Period

In the year-to-date period, BDGS achieves a -0.90% return, which is significantly lower than GDE's 15.18% return.


BDGS

YTD

-0.90%

1M

-1.29%

6M

3.70%

1Y

15.17%

5Y*

N/A

10Y*

N/A

GDE

YTD

15.18%

1M

4.29%

6M

12.29%

1Y

44.16%

5Y*

N/A

10Y*

N/A

*Annualized

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BDGS vs. GDE - Expense Ratio Comparison

BDGS has a 0.85% expense ratio, which is higher than GDE's 0.20% expense ratio.


Expense ratio chart for BDGS: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BDGS: 0.85%
Expense ratio chart for GDE: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GDE: 0.20%

Risk-Adjusted Performance

BDGS vs. GDE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BDGS
The Risk-Adjusted Performance Rank of BDGS is 9191
Overall Rank
The Sharpe Ratio Rank of BDGS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BDGS is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BDGS is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BDGS is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BDGS is 9191
Martin Ratio Rank

GDE
The Risk-Adjusted Performance Rank of GDE is 9393
Overall Rank
The Sharpe Ratio Rank of GDE is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GDE is 9292
Sortino Ratio Rank
The Omega Ratio Rank of GDE is 9292
Omega Ratio Rank
The Calmar Ratio Rank of GDE is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GDE is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BDGS vs. GDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridges Capital Tactical ETF (BDGS) 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.


The chart of Sharpe ratio for BDGS, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.00
BDGS: 1.35
GDE: 1.71
The chart of Sortino ratio for BDGS, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.00
BDGS: 2.16
GDE: 2.33
The chart of Omega ratio for BDGS, currently valued at 1.40, compared to the broader market0.501.001.502.00
BDGS: 1.40
GDE: 1.33
The chart of Calmar ratio for BDGS, currently valued at 1.70, compared to the broader market0.002.004.006.008.0010.0012.00
BDGS: 1.70
GDE: 2.78
The chart of Martin ratio for BDGS, currently valued at 8.29, compared to the broader market0.0020.0040.0060.00
BDGS: 8.29
GDE: 11.11

The current BDGS Sharpe Ratio is 1.35, which is comparable to the GDE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BDGS and GDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.35
1.71
BDGS
GDE

Dividends

BDGS vs. GDE - Dividend Comparison

BDGS's dividend yield for the trailing twelve months is around 1.83%, less than GDE's 6.20% yield.


TTM202420232022
BDGS
Bridges Capital Tactical ETF
1.83%1.81%0.84%0.00%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
6.20%7.14%2.22%0.81%

Drawdowns

BDGS vs. GDE - Drawdown Comparison

The maximum BDGS drawdown since its inception was -9.12%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for BDGS and GDE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.52%
0
BDGS
GDE

Volatility

BDGS vs. GDE - Volatility Comparison

The current volatility for Bridges Capital Tactical ETF (BDGS) is 9.10%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 17.30%. This indicates that BDGS experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.10%
17.30%
BDGS
GDE