PortfoliosLab logoPortfoliosLab logo
ELD vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELD vs. GDE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ELD achieves a 0.74% return, which is significantly lower than GDE's 9.79% return.


ELD

1D
-0.42%
1M
0.61%
YTD
0.74%
6M
1.87%
1Y
10.72%
3Y*
7.80%
5Y*
2.31%
10Y*
2.86%

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)

ELD vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ELD
WisdomTree Emerging Markets Local Debt Fund
0.74%21.77%-4.56%14.29%-2.27%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
9.79%73.76%44.79%33.85%-18.67%

Correlation

The correlation between ELD and GDE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.43

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ELD vs. GDE — Risk / Return Rank

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

ELD
ELD Risk / Return Rank: 3434
Overall Rank
ELD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ELD Sortino Ratio Rank: 3636
Sortino Ratio Rank
ELD Omega Ratio Rank: 3434
Omega Ratio Rank
ELD Calmar Ratio Rank: 3030
Calmar Ratio Rank
ELD Martin Ratio Rank: 3535
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.

ELD vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Local Debt Fund (ELD) 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.


ELDGDEDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratioReturn relative to maximum drawdown

1.51

2.36

-0.85

Martin ratioReturn relative to average drawdown

5.31

7.34

-2.03

ELD vs. GDE - Sharpe Ratio Comparison

The current ELD Sharpe Ratio is 1.27, which is lower than the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ELD 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.


Loading charts...

Sharpe Ratios by Period


ELDGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.88

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

1.15

-1.03

Drawdowns

ELD vs. GDE - Drawdown Comparison

The maximum ELD drawdown since its inception was -31.92%, roughly equal to the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for ELD and GDE.


Loading charts...

Drawdown Indicators


ELDGDEDifference

Max Drawdown

Largest peak-to-trough decline

-31.92%

-32.01%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-22.66%

+15.51%

Max Drawdown (3Y)

Largest decline over 3 years

-10.89%

-22.66%

+11.77%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

Current Drawdown

Current decline from peak

-2.75%

-11.17%

+8.42%

Average Drawdown

Average peak-to-trough decline

-13.31%

-7.88%

-5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

7.26%

-5.24%

Volatility

ELD vs. GDE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Local Debt Fund (ELD) is 2.73%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that ELD 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.


Loading charts...

Volatility by Period


ELDGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

6.65%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

24.24%

-17.12%

Volatility (1Y)

Calculated over the trailing 1-year period

8.52%

28.39%

-19.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.93%

26.12%

-15.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.27%

26.12%

-14.85%

ELD vs. GDE - Expense Ratio Comparison

ELD has a 0.55% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

ELD vs. GDE - Dividend Comparison

ELD's dividend yield for the trailing twelve months is around 5.82%, more than GDE's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
ELD
WisdomTree Emerging Markets Local Debt Fund
5.82%5.38%5.75%4.85%5.29%4.98%4.70%4.92%6.30%4.68%4.86%5.57%
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


ELD and GDE have a correlation of 0.49, 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 ELD (2.73%). In terms of maximum drawdown, ELD dropped -31.92% vs GDE's -32.01%.

On 3-year performance, GDE leads with 46.68% vs 7.80% for ELD. On fees, GDE is cheaper at 0.20% per year. On volatility, ELD has been the lower-risk option at 2.73%. 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 7.80%. 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 0.55% for ELD.

ELD has the higher dividend yield at 5.82%, compared with 3.94% for GDE.

ELD is categorized as Emerging Markets Bonds, while GDE is Gold. Their fees differ too: 0.55% for ELD and 0.20% for GDE.

GDE currently has the higher Sharpe Ratio (1.88 vs 1.27), 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

Find the right allocation for ELD and GDE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer