DFWVX vs. GDE
DFWVX (DFA World ex U.S. Value Portfolio Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both funds - DFWVX is a Foreign Large Cap Equities fund managed by Dimensional, while GDE is a Gold fund actively managed by WisdomTree. Over the past 3 years, DFWVX returned 20.89%/yr vs 38.84%/yr for GDE. Their 0.64 correlation means they have sometimes moved together and sometimes differently. DFWVX charges 0.40%/yr vs 0.20%/yr for GDE.
Performance
DFWVX vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, DFWVX achieves a 15.97% return, which is significantly higher than GDE's -0.84% return.
DFWVX
- 1D
- 2.76%
- 1M
- 2.49%
- 6M
- 8.78%
- YTD
- 15.97%
- 1Y
- 34.79%
- 3Y*
- 20.89%
- 5Y*
- 17.30%
- 10Y*
- 29.13%
- ALL TIME*
- 21.56%
GDE
- 1D
- -0.71%
- 1M
- -1.55%
- 6M
- -11.26%
- YTD
- -0.84%
- 1Y
- 33.38%
- 3Y*
- 38.84%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 29.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $4.75M | $8.80M | $9.79M |
DFWVX vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 15.97% | 40.30% | 6.66% | 17.37% | -5.33% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -0.84% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between DFWVX and GDE is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.64 |
The correlation between DFWVX and GDE has been stable across timeframes, ranging from 0.61 to 0.64 - a consistent structural relationship.
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Return for Risk
DFWVX vs. GDE — Risk / Return Rank
DFWVX
GDE
DFWVX vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Value Portfolio Fund (DFWVX) 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.
| DFWVX | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 1.49 | +1.92 |
| Martin ratioReturn relative to average drawdown | 12.00 | 3.27 | +8.73 |
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Drawdowns
DFWVX vs. GDE - Drawdown Comparison
The maximum DFWVX drawdown since its inception was -41.32%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DFWVX and GDE.
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Drawdown Indicators
| DFWVX | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -32.01% | -9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -22.66% | +12.75% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -22.66% | +8.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | — | — |
Current DrawdownCurrent decline from peak | -1.14% | -19.77% | +18.63% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -8.25% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 10.30% | -7.50% |
Volatility
DFWVX vs. GDE - Volatility Comparison
The current volatility for DFA World ex U.S. Value Portfolio Fund (DFWVX) is 5.01%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 7.99%. This indicates that DFWVX 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
| DFWVX | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 7.99% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 26.11% | -13.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 31.06% | -16.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 27.12% | -10.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.79% | 27.12% | +7.67% |
DFWVX vs. GDE - Expense Ratio Comparison
DFWVX has a 0.40% expense ratio, which is higher than GDE's 0.20% expense ratio.
Dividends
DFWVX vs. GDE - Dividend Comparison
DFWVX's dividend yield for the trailing twelve months is around 3.33%, less than GDE's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 3.33% | 3.66% | 4.28% | 4.30% | 3.75% | 15.97% | 2.43% | 110.54% | 5.26% | 2.70% | 2.92% | 2.77% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.36% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFWVX and GDE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (7.99%) compared to DFWVX (5.01%). In terms of maximum drawdown, DFWVX dropped -41.32% vs GDE's -32.01%.
DFWVX currently has the higher Sharpe Ratio (2.40 vs 1.09), 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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