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DDI vs. GDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDI vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubledown Interactive Co Ltd (DDI) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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DDI vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DDI
Doubledown Interactive Co Ltd
1.74%-17.34%42.05%-13.02%-26.52%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.73%73.76%44.79%33.85%-18.67%

Returns By Period

In the year-to-date period, DDI achieves a 1.74% return, which is significantly lower than GDE's 3.73% return.


DDI

1D
3.91%
1M
-4.25%
YTD
1.74%
6M
-6.10%
1Y
-11.49%
3Y*
3.24%
5Y*
10Y*

GDE

1D
1.62%
1M
-13.97%
YTD
3.73%
6M
15.80%
1Y
62.68%
3Y*
44.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DDI vs. GDE — Risk / Return Rank

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

DDI
DDI Risk / Return Rank: 2626
Overall Rank
DDI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DDI Sortino Ratio Rank: 2626
Sortino Ratio Rank
DDI Omega Ratio Rank: 2525
Omega Ratio Rank
DDI Calmar Ratio Rank: 2626
Calmar Ratio Rank
DDI Martin Ratio Rank: 2828
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 8888
Overall Rank
GDE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDE Omega Ratio Rank: 8888
Omega Ratio Rank
GDE Calmar Ratio Rank: 8787
Calmar Ratio Rank
GDE Martin Ratio Rank: 8787
Martin Ratio Rank
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.

DDI vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubledown Interactive Co Ltd (DDI) 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.


DDIGDEDifference

Sharpe ratio

Return per unit of total volatility

-0.29

1.95

-2.24

Sortino ratio

Return per unit of downside risk

-0.12

2.47

-2.59

Omega ratio

Gain probability vs. loss probability

0.98

1.37

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.44

2.77

-3.21

Martin ratio

Return relative to average drawdown

-0.72

10.77

-11.49

DDI vs. GDE - Sharpe Ratio Comparison

The current DDI Sharpe Ratio is -0.29, which is lower than the GDE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of DDI 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.


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Sharpe Ratios by Period


DDIGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

1.95

-2.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

1.13

-1.40

Correlation

The correlation between DDI and GDE is 0.13, 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

DDI vs. GDE - Dividend Comparison

DDI has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.16%.


TTM2025202420232022
DDI
Doubledown Interactive Co Ltd
0.00%0.00%0.00%0.00%0.00%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.16%4.32%7.14%2.22%0.81%

Drawdowns

DDI vs. GDE - Drawdown Comparison

The maximum DDI drawdown since its inception was -58.87%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DDI and GDE.


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Drawdown Indicators


DDIGDEDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-32.01%

-26.86%

Max Drawdown (1Y)

Largest decline over 1 year

-25.64%

-22.66%

-2.98%

Current Drawdown

Current decline from peak

-50.87%

-16.07%

-34.80%

Average Drawdown

Average peak-to-trough decline

-39.93%

-7.75%

-32.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.78%

5.84%

+9.94%

Volatility

DDI vs. GDE - Volatility Comparison

The current volatility for Doubledown Interactive Co Ltd (DDI) is 9.13%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 12.02%. This indicates that DDI 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.


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Volatility by Period


DDIGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

12.02%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

22.08%

25.26%

-3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

39.90%

32.25%

+7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.60%

26.19%

+28.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.60%

26.19%

+28.41%