DGRS vs. GDE
DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - DGRS is a Small Cap Value Equities fund tracking the WisdomTree U.S. SmallCap Quality Dividend Growth Index, while GDE is a Gold fund actively managed by WisdomTree. DGRS is passively managed, while GDE is actively managed. Over the past 3 years, DGRS returned 15.78%/yr vs 40.85%/yr for GDE. At a 0.47 correlation, their price movements are largely independent. DGRS charges 0.38%/yr vs 0.20%/yr for GDE.
Performance
DGRS vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, DGRS achieves a 20.55% return, which is significantly higher than GDE's -2.79% return.
DGRS
- 1D
- 1.08%
- 1M
- 4.94%
- YTD
- 20.55%
- 6M
- 18.43%
- 1Y
- 32.24%
- 3Y*
- 15.78%
- 5Y*
- 7.48%
- 10Y*
- 10.72%
GDE
- 1D
- 0.60%
- 1M
- -12.14%
- YTD
- -2.79%
- 6M
- -7.27%
- 1Y
- 34.15%
- 3Y*
- 40.85%
- 5Y*
- —
- 10Y*
- —
DGRS vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 20.55% | -0.43% | 10.40% | 21.16% | -8.37% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -2.79% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between DGRS and GDE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.47 |
The correlation between DGRS and GDE shifts across timeframes, from 0.35 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGRS vs. GDE — Risk / Return Rank
DGRS
GDE
DGRS vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) 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.
| DGRS | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 1.51 | +1.83 |
| Martin ratioReturn relative to average drawdown | 10.32 | 4.10 | +6.22 |
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Drawdowns
DGRS vs. GDE - Drawdown Comparison
The maximum DGRS drawdown since its inception was -44.83%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DGRS and GDE.
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Drawdown Indicators
| DGRS | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.83% | -32.01% | -12.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -22.66% | +12.98% |
Max Drawdown (3Y)Largest decline over 3 years | -27.57% | -22.66% | -4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.83% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -21.35% | +21.35% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -8.00% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 8.34% | -5.21% |
Volatility
DGRS vs. GDE - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 3.95%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 11.71%. This indicates that DGRS 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
| DGRS | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 11.71% | -7.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 26.56% | -15.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 30.44% | -12.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 27.16% | -6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.61% | 27.16% | -3.55% |
DGRS vs. GDE - Expense Ratio Comparison
DGRS has a 0.38% expense ratio, which is higher than GDE's 0.20% expense ratio.
Dividends
DGRS vs. GDE - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 2.03%, less than GDE's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 2.03% | 2.68% | 2.15% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 1.90% | 1.82% | 2.55% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.44% | 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
DGRS and GDE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (11.71%) compared to DGRS (3.95%). In terms of maximum drawdown, DGRS dropped -44.83% vs GDE's -32.01%.
On 3-year performance, GDE leads with 40.85% vs 15.78% for DGRS. On fees, GDE is cheaper at 0.20% per year. On volatility, DGRS has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 40.85% return vs 15.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDE is cheaper with a 0.20% expense ratio, compared with 0.38% for DGRS.
GDE has the higher dividend yield at 4.44%, compared with 2.03% for DGRS.
DGRS is categorized as Small Cap Value Equities, while GDE is Gold. Their fees differ too: 0.38% for DGRS and 0.20% for GDE.
DGRS currently has the higher Sharpe Ratio (1.81 vs 1.13), 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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