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DLN vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLN vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US LargeCap Dividend ETF (DLN) 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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DLN vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DLN
WisdomTree US LargeCap Dividend ETF
1.84%15.53%19.66%9.95%-3.78%1.41%
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, DLN achieves a 1.84% return, which is significantly lower than GDMN's 8.77% return.


DLN

1D
1.95%
1M
-3.99%
YTD
1.84%
6M
3.62%
1Y
14.82%
3Y*
15.51%
5Y*
11.68%
10Y*
12.01%

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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DLN vs. GDMN - Expense Ratio Comparison

DLN has a 0.28% expense ratio, which is lower than GDMN's 0.45% expense ratio.


Return for Risk

DLN vs. GDMN — Risk / Return Rank

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

DLN
DLN Risk / Return Rank: 6565
Overall Rank
DLN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DLN Sortino Ratio Rank: 6262
Sortino Ratio Rank
DLN Omega Ratio Rank: 6767
Omega Ratio Rank
DLN Calmar Ratio Rank: 6161
Calmar Ratio Rank
DLN Martin Ratio Rank: 7373
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.

DLN vs. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US LargeCap Dividend ETF (DLN) 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.


DLNGDMNDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.20

-1.15

Sortino ratio

Return per unit of downside risk

1.52

2.34

-0.82

Omega ratio

Gain probability vs. loss probability

1.24

1.35

-0.12

Calmar ratio

Return relative to maximum drawdown

1.45

3.69

-2.24

Martin ratio

Return relative to average drawdown

7.13

12.63

-5.50

DLN vs. GDMN - Sharpe Ratio Comparison

The current DLN Sharpe Ratio is 1.06, which is lower than the GDMN Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DLN 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


DLNGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.20

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.94

-0.43

Correlation

The correlation between DLN and GDMN is 0.25, 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

DLN vs. GDMN - Dividend Comparison

DLN's dividend yield for the trailing twelve months is around 1.91%, less than GDMN's 2.48% yield.


TTM20252024202320222021202020192018201720162015
DLN
WisdomTree US LargeCap Dividend ETF
1.91%1.90%2.00%2.43%2.53%2.01%2.66%2.51%2.90%2.33%2.64%2.80%
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

DLN vs. GDMN - Drawdown Comparison

The maximum DLN drawdown since its inception was -57.84%, which is greater than GDMN's maximum drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DLN and GDMN.


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Drawdown Indicators


DLNGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-57.84%

-52.82%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-39.03%

+27.95%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

Max Drawdown (10Y)

Largest decline over 10 years

-35.82%

Current Drawdown

Current decline from peak

-4.27%

-28.60%

+24.33%

Average Drawdown

Average peak-to-trough decline

-7.58%

-18.45%

+10.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

11.39%

-9.14%

Volatility

DLN vs. GDMN - Volatility Comparison

The current volatility for WisdomTree US LargeCap Dividend ETF (DLN) is 3.80%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 24.97%. This indicates that DLN 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


DLNGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

24.97%

-21.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

53.89%

-47.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

63.99%

-49.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

47.19%

-33.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%

47.19%

-31.02%