DTD vs. GDE
DTD (WisdomTree U.S. Total Dividend Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while GDE is a Gold fund actively managed by WisdomTree. DTD is passively managed, while GDE is actively managed. Over the past 3 years, DTD returned 18.01%/yr vs 41.01%/yr for GDE. Their 0.56 correlation means they have sometimes moved together and sometimes differently. DTD charges 0.28%/yr vs 0.20%/yr for GDE.
Performance
DTD vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, DTD achieves a 15.50% return, which is significantly higher than GDE's 2.73% return.
DTD
- 1D
- 1.08%
- 1M
- 3.44%
- 6M
- 10.65%
- YTD
- 15.50%
- 1Y
- 22.65%
- 3Y*
- 18.01%
- 5Y*
- 12.48%
- 10Y*
- 12.21%
- ALL TIME*
- 9.85%
GDE
- 1D
- 1.88%
- 1M
- 2.00%
- 6M
- -8.97%
- YTD
- 2.73%
- 1Y
- 35.94%
- 3Y*
- 41.01%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 30.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.64M | $1.91M | $1.81M | |
| $5.84M | $8.57M | $9.76M |
DTD vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 15.50% | 14.25% | 18.56% | 10.63% | -1.37% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 2.73% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between DTD and GDE is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.56 |
The correlation between DTD and GDE has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
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Return for Risk
DTD vs. GDE — Risk / Return Rank
DTD
GDE
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DTD | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.22 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 1.59 | +2.02 |
| Martin ratioReturn relative to average drawdown | 15.06 | 3.46 | +11.60 |
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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
| DTD | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -16.89% | +16.89% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -8.27% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 10.42% | -8.91% |
Volatility
DTD vs. GDE - Volatility Comparison
The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.69%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 7.98%. 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
| DTD | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 7.98% | -5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.08% | 24.23% | -17.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.33% | 31.13% | -21.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 27.12% | -13.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 27.12% | -10.95% |
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 1.79%, less than GDE's 4.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 1.79% | 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 | 4.21% | 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 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (7.98%) compared to DTD (2.69%). In terms of maximum drawdown, DTD dropped -58.19% vs GDE's -32.01%.
On 3-year performance, GDE leads with 41.01% vs 18.01% for DTD. On fees, GDE is cheaper at 0.20% per year. On volatility, DTD has been the lower-risk option at 2.69%. 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 41.01% return vs 18.01%. 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 4.21%, compared with 1.79% 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 (2.45 vs 1.16), 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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