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DHS vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHS vs. GDE - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with DHS having a 9.88% return and GDE slightly lower at 9.79%.


DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%

GDE

1D
-1.35%
1M
1.88%
YTD
9.79%
6M
11.87%
1Y
53.13%
3Y*
46.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DHS
WisdomTree US High Dividend Fund
9.88%12.87%18.02%-0.19%2.74%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
9.79%73.76%44.79%33.85%-18.67%

Correlation

The correlation between DHS and GDE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.41

The correlation between DHS and GDE shifts across timeframes, from 0.22 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DHS vs. GDE — Risk / Return Rank

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

DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 4949
Overall Rank
GDE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4545
Sortino Ratio Rank
GDE Omega Ratio Rank: 5454
Omega Ratio Rank
GDE Calmar Ratio Rank: 4747
Calmar Ratio Rank
GDE Martin Ratio Rank: 4444
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.

DHS vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) 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.


DHSGDEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

3.28

2.36

+0.92

Martin ratioReturn relative to average drawdown

12.04

7.34

+4.70

DHS vs. GDE - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.06, which is comparable to the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DHS and GDE, 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


DHSGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.88

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.15

-0.75

Drawdowns

DHS vs. GDE - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DHS and GDE.


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Drawdown Indicators


DHSGDEDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-32.01%

-35.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-22.66%

+16.36%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-22.66%

+10.79%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-2.60%

-11.17%

+8.57%

Average Drawdown

Average peak-to-trough decline

-9.55%

-7.88%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

7.26%

-5.55%

Volatility

DHS vs. GDE - Volatility Comparison

The current volatility for WisdomTree US High Dividend Fund (DHS) is 2.88%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that DHS 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


DHSGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

6.65%

-3.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

24.24%

-16.92%

Volatility (1Y)

Calculated over the trailing 1-year period

10.01%

28.39%

-18.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

26.12%

-12.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

26.12%

-10.04%

DHS vs. GDE - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

DHS vs. GDE - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.35%, less than GDE's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.94%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


DHS and GDE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDE has higher volatility (6.65%) compared to DHS (2.88%). In terms of maximum drawdown, DHS dropped -67.25% vs GDE's -32.01%.

On 3-year performance, GDE leads with 46.68% vs 16.39% for DHS. On fees, GDE is cheaper at 0.20% per year. On volatility, DHS has been the lower-risk option at 2.88%. 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 46.68% return vs 16.39%. 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 DHS.

GDE has the higher dividend yield at 3.94%, compared with 3.35% for DHS.

DHS is categorized as Large Cap Value Equities, while GDE is Gold. Their fees differ too: 0.38% for DHS and 0.20% for GDE.

DHS currently has the higher Sharpe Ratio (2.06 vs 1.88), 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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