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DON vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DON vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US MidCap Dividend ETF (DON) 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

In the year-to-date period, DON achieves a 7.24% return, which is significantly lower than GDE's 9.79% return.


DON

1D
-0.45%
1M
0.47%
YTD
7.24%
6M
6.89%
1Y
14.24%
3Y*
13.37%
5Y*
7.54%
10Y*
9.16%

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)

DON vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DON
WisdomTree US MidCap Dividend ETF
7.24%3.86%14.20%14.04%-4.23%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
9.79%73.76%44.79%33.85%-18.67%

Correlation

The correlation between DON and GDE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.42

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

0.50

The correlation between DON and GDE shifts across timeframes, from 0.36 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DON vs. GDE — Risk / Return Rank

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

DON
DON Risk / Return Rank: 3131
Overall Rank
DON Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DON Sortino Ratio Rank: 3131
Sortino Ratio Rank
DON Omega Ratio Rank: 2727
Omega Ratio Rank
DON Calmar Ratio Rank: 3131
Calmar Ratio Rank
DON Martin Ratio Rank: 3232
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.

DON vs. GDE - Risk-Adjusted Trends Comparison

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


DONGDEDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.19

1.34

-0.15

Calmar ratioReturn relative to maximum drawdown

1.58

2.36

-0.78

Martin ratioReturn relative to average drawdown

4.93

7.34

-2.42

DON vs. GDE - Sharpe Ratio Comparison

The current DON Sharpe Ratio is 1.10, which is lower than the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DON 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


DONGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.88

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.15

-0.73

Drawdowns

DON vs. GDE - Drawdown Comparison

The maximum DON drawdown since its inception was -61.94%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DON and GDE.


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Drawdown Indicators


DONGDEDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-32.01%

-29.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-22.66%

+13.61%

Max Drawdown (3Y)

Largest decline over 3 years

-21.46%

-22.66%

+1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

Max Drawdown (10Y)

Largest decline over 10 years

-46.80%

Current Drawdown

Current decline from peak

-1.93%

-11.17%

+9.24%

Average Drawdown

Average peak-to-trough decline

-7.90%

-7.88%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

7.26%

-4.36%

Volatility

DON vs. GDE - Volatility Comparison

The current volatility for WisdomTree US MidCap Dividend ETF (DON) is 3.06%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that DON 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


DONGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

6.65%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

24.24%

-15.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.97%

28.39%

-15.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.77%

26.12%

-8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

26.12%

-5.86%

DON vs. GDE - Expense Ratio Comparison

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


Dividends

DON vs. GDE - Dividend Comparison

DON's dividend yield for the trailing twelve months is around 2.36%, less than GDE's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
DON
WisdomTree US MidCap Dividend ETF
2.36%2.53%2.27%2.41%2.71%2.12%2.77%2.38%2.55%2.25%2.48%2.89%
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


DON and GDE have a correlation of 0.36, 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 DON (3.06%). In terms of maximum drawdown, DON dropped -61.94% vs GDE's -32.01%.

On 3-year performance, GDE leads with 46.68% vs 13.37% for DON. On fees, GDE is cheaper at 0.20% per year. On volatility, DON has been the lower-risk option at 3.06%. 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 13.37%. 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 DON.

GDE has the higher dividend yield at 3.94%, compared with 2.36% for DON.

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

GDE currently has the higher Sharpe Ratio (1.88 vs 1.10), 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.

Portfolio Optimizer

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