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DGRE vs. GDMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRE vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) 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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Returns By Period

In the year-to-date period, DGRE achieves a 31.30% return, which is significantly higher than GDMN's -4.13% return.


DGRE

1D
-0.94%
1M
8.34%
YTD
31.30%
6M
36.66%
1Y
58.03%
3Y*
24.56%
5Y*
8.61%
10Y*
9.71%

GDMN

1D
-3.68%
1M
-2.43%
YTD
-4.13%
6M
2.73%
1Y
76.93%
3Y*
60.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRE vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
31.30%27.47%3.63%18.46%-21.86%1.98%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
-4.13%237.09%28.23%12.97%-14.62%5.11%

Correlation

The correlation between DGRE and GDMN is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.41

DGRE vs. GDMN - Sectors Allocation Comparison


Sectors
DGRE
GDMN

Technology

38.6%

-

Financial Services

11.8%

-

Industrials

7.8%

-

Basic Materials

4.4%
100.0%

Consumer Cyclical

2.7%

-

Healthcare

2.6%

-

Consumer Defensive

2.3%

-

Energy

1.1%

-

Utilities

0.9%

-

Communication Services

0.8%

-

Real Estate

0.3%

-

Technology

DGRE
38.6%
GDMN

-

Financial Services

DGRE
11.8%
GDMN

-

Industrials

DGRE
7.8%
GDMN

-

Basic Materials

DGRE
4.4%
GDMN
100.0%

Consumer Cyclical

DGRE
2.7%
GDMN

-

Healthcare

DGRE
2.6%
GDMN

-

Consumer Defensive

DGRE
2.3%
GDMN

-

Energy

DGRE
1.1%
GDMN

-

Utilities

DGRE
0.9%
GDMN

-

Communication Services

DGRE
0.8%
GDMN

-

Real Estate

DGRE
0.3%
GDMN

-

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Return for Risk

DGRE vs. GDMN — Risk / Return Rank

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

DGRE
DGRE Risk / Return Rank: 8484
Overall Rank
DGRE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 8282
Sortino Ratio Rank
DGRE Omega Ratio Rank: 8585
Omega Ratio Rank
DGRE Calmar Ratio Rank: 8181
Calmar Ratio Rank
DGRE Martin Ratio Rank: 8484
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 3434
Overall Rank
GDMN Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 3030
Sortino Ratio Rank
GDMN Omega Ratio Rank: 3636
Omega Ratio Rank
GDMN Calmar Ratio Rank: 3939
Calmar Ratio Rank
GDMN Martin Ratio Rank: 3131
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.

DGRE vs. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) 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.


DGREGDMNDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.52

1.25

+0.27

Calmar ratioReturn relative to maximum drawdown

4.26

1.98

+2.28

Martin ratioReturn relative to average drawdown

17.40

4.68

+12.73

DGRE vs. GDMN - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 2.91, which is higher than the GDMN Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DGRE and GDMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DGREGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

1.26

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.80

-0.48

Drawdowns

DGRE vs. GDMN - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DGRE and GDMN.


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Drawdown Indicators


DGREGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-52.82%

+15.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-39.03%

+25.35%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-39.03%

+18.38%

Max Drawdown (5Y)

Largest decline over 5 years

-34.82%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-0.94%

-37.06%

+36.12%

Average Drawdown

Average peak-to-trough decline

-12.00%

-18.89%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

16.51%

-13.17%

Volatility

DGRE vs. GDMN - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) is 8.88%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 17.94%. This indicates that DGRE 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


DGREGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

17.94%

-9.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.97%

51.79%

-33.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

61.32%

-41.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

47.59%

-29.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

47.59%

-27.95%

DGRE vs. GDMN - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than GDMN's 0.45% expense ratio.


Dividends

DGRE vs. GDMN - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.18%, less than GDMN's 2.82% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.18%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.82%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DGRE and GDMN have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDMN has higher volatility (17.94%) compared to DGRE (8.88%). In terms of maximum drawdown, DGRE dropped -36.95% vs GDMN's -52.82%.

On 3-year performance, GDMN leads with 60.95% vs 24.56% for DGRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, DGRE has been the lower-risk option at 8.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GDMN has performed better with a 60.95% return vs 24.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRE is cheaper with a 0.32% expense ratio, compared with 0.45% for GDMN.

GDMN has the higher dividend yield at 2.82%, compared with 1.18% for DGRE.

DGRE is categorized as Emerging Markets Equities, while GDMN is Commodities. Their fees differ too: 0.32% for DGRE and 0.45% for GDMN.

DGRE currently has the higher Sharpe Ratio (2.91 vs 1.26), 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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