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DEW vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEW vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global High Dividend Fund (DEW) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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DEW vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DEW
WisdomTree Global High Dividend Fund
8.14%22.39%11.58%9.39%-2.73%1.78%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
8.77%237.09%28.23%12.97%-14.62%5.11%

Returns By Period

In the year-to-date period, DEW achieves a 8.14% return, which is significantly lower than GDMN's 8.77% return.


DEW

1D
1.36%
1M
-3.63%
YTD
8.14%
6M
11.73%
1Y
22.63%
3Y*
17.01%
5Y*
11.51%
10Y*
9.23%

GDMN

1D
9.38%
1M
-27.72%
YTD
8.77%
6M
31.63%
1Y
140.14%
3Y*
65.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEW vs. GDMN - Expense Ratio Comparison

DEW has a 0.58% expense ratio, which is higher than GDMN's 0.45% expense ratio.


Return for Risk

DEW vs. GDMN — Risk / Return Rank

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

DEW
DEW Risk / Return Rank: 8585
Overall Rank
DEW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEW Omega Ratio Rank: 8787
Omega Ratio Rank
DEW Calmar Ratio Rank: 7777
Calmar Ratio Rank
DEW Martin Ratio Rank: 8888
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
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.

DEW vs. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.


DEWGDMNDifference

Sharpe ratio

Return per unit of total volatility

1.69

2.20

-0.51

Sortino ratio

Return per unit of downside risk

2.30

2.34

-0.04

Omega ratio

Gain probability vs. loss probability

1.35

1.35

0.00

Calmar ratio

Return relative to maximum drawdown

1.98

3.69

-1.71

Martin ratio

Return relative to average drawdown

10.56

12.63

-2.07

DEW vs. GDMN - Sharpe Ratio Comparison

The current DEW Sharpe Ratio is 1.69, which is comparable to the GDMN Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DEW and GDMN, 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


DEWGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

2.20

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.94

-0.66

Correlation

The correlation between DEW and GDMN 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

DEW vs. GDMN - Dividend Comparison

DEW's dividend yield for the trailing twelve months is around 3.33%, more than GDMN's 2.48% yield.


TTM20252024202320222021202020192018201720162015
DEW
WisdomTree Global High Dividend Fund
3.33%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.48%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DEW vs. GDMN - Drawdown Comparison

The maximum DEW drawdown since its inception was -65.55%, which is greater than GDMN's maximum drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DEW and GDMN.


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Drawdown Indicators


DEWGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-65.55%

-52.82%

-12.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-39.03%

+27.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-3.63%

-28.60%

+24.97%

Average Drawdown

Average peak-to-trough decline

-12.54%

-18.45%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

11.39%

-9.18%

Volatility

DEW vs. GDMN - Volatility Comparison

The current volatility for WisdomTree Global High Dividend Fund (DEW) is 4.07%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 24.97%. This indicates that DEW experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEWGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

24.97%

-20.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

53.89%

-46.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

63.99%

-50.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.02%

47.19%

-34.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

47.19%

-31.64%