CCFE vs. GDE

Last updated Apr 1, 2026

Compare and contrast key facts about Concourse Capital Focused Equity ETF (CCFE) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE).

CCFE and GDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CCFE is an actively managed fund by Concourse Capital. It was launched on Jun 11, 2025. GDE is an actively managed fund by WisdomTree. It was launched on Mar 15, 2022.

Performance

CCFE vs. GDE - Performance Comparison

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

CCFE vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025
CCFE Concourse Capital Focused Equity ETF	-2.65%	7.81%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	2.08%	37.01%

Returns By Period

In the year-to-date period, CCFE achieves a -2.65% return, which is significantly lower than GDE's 2.08% return.

CCFE

• 1D: 3.17%
• 1M: -14.58%
• YTD: -2.65%
• 6M: -6.34%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GDE

• 1D: 5.90%
• 1M: -13.55%
• YTD: 2.08%
• 6M: 14.59%
• 1Y: 60.26%
• 3Y*: 44.20%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCFE vs. GDE - Expense Ratio Comparison

CCFE has a 0.95% expense ratio, which is higher than GDE's 0.20% expense ratio.

CCFE

Concourse Capital Focused Equity ETF

GDE

WisdomTree Efficient Gold Plus Equity Strategy Fund

Return for Risk

CCFE vs. GDE — Risk / Return Rank

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

GDE

GDE Risk / Return Rank: 89
GDE Sharpe Ratio Rank: 90
GDE Sortino Ratio Rank: 89
GDE Omega Ratio Rank: 89
GDE Calmar Ratio Rank: 89
GDE Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCFE vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Concourse Capital Focused Equity ETF (CCFE) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CCFE	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	1.11	-0.86

Correlation

The correlation between CCFE and GDE is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CCFE vs. GDE - Dividend Comparison

CCFE's dividend yield for the trailing twelve months is around 0.02%, less than GDE's 4.23% yield.

	TTM	2025	2024	2023	2022
CCFE Concourse Capital Focused Equity ETF	0.02%	0.02%	0.00%	0.00%	0.00%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.23%	4.32%	7.14%	2.22%	0.81%

Drawdowns

CCFE vs. GDE - Drawdown Comparison

The maximum CCFE drawdown since its inception was -21.15%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for CCFE and GDE.

Drawdown Indicators

	CCFE	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-21.15%	-32.01%	+10.86%
Max Drawdown (1Y) Largest decline over 1 year	—	-22.66%	—
Current Drawdown Current decline from peak	-18.66%	-17.41%	-1.25%
Average Drawdown Average peak-to-trough decline	-4.81%	-7.74%	+2.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.75%	—

Volatility

Volatility by Period

	CCFE	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	25.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.50%	32.26%	-7.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.50%	26.19%	-1.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.50%	26.19%	-1.69%