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DTD vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTD vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Total Dividend Fund (DTD) 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 DTD having a 10.02% return and GDE slightly lower at 9.79%.


DTD

1D
-0.48%
1M
2.79%
YTD
10.02%
6M
9.93%
1Y
21.95%
3Y*
17.94%
5Y*
11.75%
10Y*
12.18%

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)

DTD vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DTD
WisdomTree U.S. Total Dividend Fund
10.02%14.25%18.56%10.63%-2.45%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
9.79%73.76%44.79%33.85%-18.67%

Correlation

The correlation between DTD and GDE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.50

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

0.56

The correlation between DTD and GDE shifts across timeframes, from 0.44 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DTD vs. GDE — Risk / Return Rank

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

DTD
DTD Risk / Return Rank: 7272
Overall Rank
DTD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DTD Sortino Ratio Rank: 7474
Sortino Ratio Rank
DTD Omega Ratio Rank: 7171
Omega Ratio Rank
DTD Calmar Ratio Rank: 7070
Calmar Ratio Rank
DTD Martin Ratio Rank: 7575
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.

DTD vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) 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.


DTDGDEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.43

1.34

+0.09

Calmar ratioReturn relative to maximum drawdown

3.50

2.36

+1.14

Martin ratioReturn relative to average drawdown

14.51

7.34

+7.17

DTD vs. GDE - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.37, which is comparable to the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DTD 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


DTDGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.88

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.15

-0.62

Drawdowns

DTD vs. GDE - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DTD and GDE.


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Drawdown Indicators


DTDGDEDifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-32.01%

-26.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-22.66%

+16.36%

Max Drawdown (3Y)

Largest decline over 3 years

-14.41%

-22.66%

+8.25%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

Max Drawdown (10Y)

Largest decline over 10 years

-37.29%

Current Drawdown

Current decline from peak

-0.48%

-11.17%

+10.69%

Average Drawdown

Average peak-to-trough decline

-7.34%

-7.88%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

7.26%

-5.74%

Volatility

DTD vs. GDE - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.13%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that DTD 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


DTDGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

6.65%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

24.24%

-17.26%

Volatility (1Y)

Calculated over the trailing 1-year period

9.29%

28.39%

-19.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

26.12%

-12.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

26.12%

-9.91%

DTD vs. GDE - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

DTD vs. GDE - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.87%, less than GDE's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
DTD
WisdomTree U.S. Total Dividend Fund
1.87%1.99%2.07%2.43%2.62%2.04%2.73%2.50%2.93%2.36%2.66%2.81%
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


DTD and GDE have a correlation of 0.44, 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 DTD (2.13%). In terms of maximum drawdown, DTD dropped -58.19% vs GDE's -32.01%.

On 3-year performance, GDE leads with 46.68% vs 17.94% for DTD. On fees, GDE is cheaper at 0.20% per year. On volatility, DTD has been the lower-risk option at 2.13%. 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 17.94%. 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 0.28% for DTD.

GDE has the higher dividend yield at 3.94%, compared with 1.87% for DTD.

DTD is categorized as Large Cap Value Equities, while GDE is Gold. Their fees differ too: 0.28% for DTD and 0.20% for GDE.

DTD currently has the higher Sharpe Ratio (2.37 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.

Portfolio Optimizer

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