DOL vs. GDE
DOL (WisdomTree International LargeCap Dividend Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - DOL is a Foreign Large Cap Equities fund tracking the WisdomTree International LargeCap Dividend Index, while GDE is a Gold fund actively managed by WisdomTree. DOL is passively managed, while GDE is actively managed. Over the past 3 years, DOL returned 21.22%/yr vs 47.08%/yr for GDE. A 0.61 correlation means they provide meaningful diversification when combined. DOL charges 0.48%/yr vs 0.20%/yr for GDE.
Performance
DOL vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, DOL achieves a 14.42% return, which is significantly higher than GDE's 11.25% return.
DOL
- 1D
- 0.13%
- 1M
- 3.59%
- YTD
- 14.42%
- 6M
- 18.21%
- 1Y
- 29.53%
- 3Y*
- 21.22%
- 5Y*
- 12.17%
- 10Y*
- 9.53%
GDE
- 1D
- 1.33%
- 1M
- 2.08%
- YTD
- 11.25%
- 6M
- 13.51%
- 1Y
- 54.50%
- 3Y*
- 47.08%
- 5Y*
- —
- 10Y*
- —
DOL vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOL WisdomTree International LargeCap Dividend Fund | 14.42% | 37.35% | 4.08% | 16.77% | -4.01% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 11.25% | 73.76% | 44.79% | 33.85% | -18.67% |
Correlation
The correlation between DOL and GDE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.61 |
The correlation between DOL and GDE has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
DOL vs. GDE — Risk / Return Rank
DOL
GDE
DOL vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) 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.
| DOL | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.42 | +0.20 |
| Martin ratioReturn relative to average drawdown | 9.84 | 7.50 | +2.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOL | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.93 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.17 | -0.89 |
Drawdowns
DOL vs. GDE - Drawdown Comparison
The maximum DOL drawdown since its inception was -60.79%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DOL and GDE.
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Drawdown Indicators
| DOL | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.79% | -32.01% | -28.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -22.66% | +11.33% |
Max Drawdown (3Y)Largest decline over 3 years | -12.44% | -22.66% | +10.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.99% | — | — |
Current DrawdownCurrent decline from peak | -0.29% | -9.99% | +9.70% |
Average DrawdownAverage peak-to-trough decline | -13.63% | -7.89% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 7.29% | -4.28% |
Volatility
DOL vs. GDE - Volatility Comparison
The current volatility for WisdomTree International LargeCap Dividend Fund (DOL) is 5.08%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.68%. This indicates that DOL 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
| DOL | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 6.68% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 24.27% | -11.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 28.41% | -13.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 26.12% | -10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 26.12% | -9.42% |
DOL vs. GDE - Expense Ratio Comparison
DOL has a 0.48% expense ratio, which is higher than GDE's 0.20% expense ratio.
Dividends
DOL vs. GDE - Dividend Comparison
DOL's dividend yield for the trailing twelve months is around 2.44%, less than GDE's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOL WisdomTree International LargeCap Dividend Fund | 2.44% | 2.83% | 3.78% | 4.02% | 4.47% | 3.58% | 2.82% | 3.50% | 4.03% | 3.17% | 3.58% | 3.66% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.88% | 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
DOL and GDE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (6.68%) compared to DOL (5.08%). In terms of maximum drawdown, DOL dropped -60.79% vs GDE's -32.01%.
On 3-year performance, GDE leads with 47.08% vs 21.22% for DOL. On fees, GDE is cheaper at 0.20% per year. On volatility, DOL has been the lower-risk option at 5.08%. 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 47.08% return vs 21.22%. 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 0.48% for DOL.
GDE has the higher dividend yield at 3.88%, compared with 2.44% for DOL.
DOL is categorized as Foreign Large Cap Equities, while GDE is Gold. Their fees differ too: 0.48% for DOL and 0.20% for GDE.
DOL currently has the higher Sharpe Ratio (1.98 vs 1.93), 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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