DTH vs. GDE

Last updated Jun 4, 2026

DTH (WisdomTree International High Dividend Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index, while GDE is a Gold fund actively managed by WisdomTree. DTH is passively managed, while GDE is actively managed. Over the past 3 years, DTH returned 19.99%/yr vs 46.68%/yr for GDE. A 0.57 correlation means they provide meaningful diversification when combined. DTH charges 0.58%/yr vs 0.20%/yr for GDE.

Performance

DTH vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International High Dividend Fund (DTH) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTH achieves a 8.27% return, which is significantly lower than GDE's 9.79% return.

DTH

• 1D: -0.96%
• 1M: 0.94%
• YTD: 8.27%
• 6M: 11.35%
• 1Y: 26.13%
• 3Y*: 19.99%
• 5Y*: 11.48%
• 10Y*: 8.77%

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)

DTH vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DTH WisdomTree International High Dividend Fund	8.27%	42.37%	2.31%	15.03%	-3.25%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	9.79%	73.76%	44.79%	33.85%	-18.67%

Correlation

The correlation between DTH and GDE is 0.51, 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	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022	0.57

The correlation between DTH and GDE has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

Return for Risk

DTH vs. GDE — Risk / Return Rank

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

DTH

DTH Risk / Return Rank: 59
DTH Sharpe Ratio Rank: 61
DTH Sortino Ratio Rank: 59
DTH Omega Ratio Rank: 59
DTH Calmar Ratio Rank: 58
DTH Martin Ratio Rank: 59

GDE

GDE Risk / Return Rank: 49
GDE Sharpe Ratio Rank: 54
GDE Sortino Ratio Rank: 45
GDE Omega Ratio Rank: 54
GDE Calmar Ratio Rank: 47
GDE Martin Ratio Rank: 44

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.

DTH vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) 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.

	DTH	GDE	Difference
Sharpe ratio Return per unit of total volatility	2.07	1.88	+0.19
Sortino ratio Return per unit of downside risk	2.83	2.32	+0.51
Omega ratio Gain probability vs. loss probability	1.37	1.34	+0.03
Calmar ratio Return relative to maximum drawdown	2.87	2.36	+0.52
Martin ratio Return relative to average drawdown	10.60	7.34	+3.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTH vs. GDE - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 2.07, which is comparable to the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DTH 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.

Sharpe Ratios by Period

	DTH	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	1.88	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	1.15	-0.91

Drawdowns

DTH vs. GDE - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DTH and GDE.

Drawdown Indicators

	DTH	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-64.20%	-32.01%	-32.19%
Max Drawdown (1Y) Largest decline over 1 year	-9.14%	-22.66%	+13.52%
Max Drawdown (3Y) Largest decline over 3 years	-12.23%	-22.66%	+10.43%
Max Drawdown (5Y) Largest decline over 5 years	-23.40%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.75%	—	—
Current Drawdown Current decline from peak	-2.97%	-11.17%	+8.20%
Average Drawdown Average peak-to-trough decline	-15.16%	-7.88%	-7.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	7.26%	-4.79%

Volatility

DTH vs. GDE - Volatility Comparison

The current volatility for WisdomTree International High Dividend Fund (DTH) is 4.18%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that DTH 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.

Volatility by Period

	DTH	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	6.65%	-2.47%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	24.24%	-13.85%
Volatility (1Y) Calculated over the trailing 1-year period	12.68%	28.39%	-15.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	26.12%	-10.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	26.12%	-9.05%

DTH vs. GDE - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than GDE's 0.20% expense ratio.

Dividends

DTH vs. GDE - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.43%, less than GDE's 3.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTH WisdomTree International High Dividend Fund	3.43%	3.80%	5.41%	5.63%	5.70%	4.72%	3.75%	4.27%	4.62%	3.72%	4.14%	4.38%
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

Can I hold both DTH and GDE in my portfolio?

DTH and GDE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTH or GDE?

GDE has higher volatility (6.65%) compared to DTH (4.18%). In terms of maximum drawdown, DTH dropped -64.20% vs GDE's -32.01%.

Which ETF is better, DTH or GDE?

On 3-year performance, GDE leads with 46.68% vs 19.99% for DTH. On fees, GDE is cheaper at 0.20% per year. On volatility, DTH has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTH or GDE?

Over the 3-year period, GDE has performed better with a 46.68% return vs 19.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTH or GDE?

GDE is cheaper with a 0.20% expense ratio, compared with 0.58% for DTH.

Which ETF pays a higher dividend yield, DTH or GDE?

GDE has the higher dividend yield at 3.94%, compared with 3.43% for DTH.

What is the main difference between DTH and GDE?

DTH is categorized as Foreign Large Cap Equities, while GDE is Gold. Their fees differ too: 0.58% for DTH and 0.20% for GDE.

Which has better risk-adjusted returns?

DTH currently has the higher Sharpe Ratio (2.07 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.