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ELME vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELME vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elme Communities (ELME) 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, ELME achieves a -39.72% return, which is significantly lower than GDE's -0.84% return.


ELME

1D
-0.62%
1M
1.26%
6M
-26.82%
YTD
-39.72%
1Y
-29.84%
3Y*
-9.07%
5Y*
-12.50%
10Y*
-7.59%
ALL TIME*
3.82%

GDE

1D
-0.71%
1M
-1.55%
6M
-11.26%
YTD
-0.84%
1Y
33.38%
3Y*
38.84%
5Y*
10Y*
ALL TIME*
29.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.68M$2.19M$2.72M
$4.75M$8.80M$9.79M

ELME vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ELME
Elme Communities
-39.72%17.69%9.65%-14.09%-24.18%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
-0.84%73.76%44.79%33.85%-8.58%

Correlation

The correlation between ELME and GDE is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.28

The correlation between ELME and GDE shifts across timeframes, from 0.17 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ELME vs. GDE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ELME
ELME Risk / Return Rank: 1919
Overall Rank
ELME Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ELME Sortino Ratio Rank: 2222
Sortino Ratio Rank
ELME Omega Ratio Rank: 1111
Omega Ratio Rank
ELME Calmar Ratio Rank: 2626
Calmar Ratio Rank
ELME Martin Ratio Rank: 2020
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 4141
Overall Rank
GDE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4040
Sortino Ratio Rank
GDE Omega Ratio Rank: 4545
Omega Ratio Rank
GDE Calmar Ratio Rank: 4242
Calmar Ratio Rank
GDE Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ELME vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elme Communities (ELME) 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.


ELMEGDEDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

0.86

1.21

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.52

1.49

-2.01

Martin ratioReturn relative to average drawdown

-1.08

3.27

-4.35

ELME vs. GDE - Sharpe Ratio Comparison

The current ELME Sharpe Ratio is -0.62, which is lower than the GDE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ELME 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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Drawdowns

ELME vs. GDE - Drawdown Comparison

The maximum ELME drawdown since its inception was -64.73%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for ELME and GDE.


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Drawdown Indicators


ELMEGDEDifference

Max Drawdown

Largest peak-to-trough decline

-64.73%

-32.01%

-32.72%

Max Drawdown (1Y)

Largest decline over 1 year

-57.55%

-22.66%

-34.89%

Max Drawdown (3Y)

Largest decline over 3 years

-57.55%

-22.66%

-34.89%

Max Drawdown (5Y)

Largest decline over 5 years

-61.35%

Max Drawdown (10Y)

Largest decline over 10 years

-64.73%

Current Drawdown

Current decline from peak

-57.93%

-19.77%

-38.16%

Average Drawdown

Average peak-to-trough decline

-15.91%

-8.25%

-7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.55%

10.30%

+17.25%

Volatility

ELME vs. GDE - Volatility Comparison

Elme Communities (ELME) has a higher volatility of 10.90% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 7.99%. This indicates that ELME's price experiences larger fluctuations and is considered to be riskier 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


ELMEGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.90%

7.99%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

44.44%

26.11%

+18.33%

Volatility (1Y)

Calculated over the trailing 1-year period

48.35%

31.06%

+17.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.74%

27.12%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

27.12%

+2.84%

Dividends

ELME vs. GDE - Dividend Comparison

ELME's dividend yield for the trailing twelve months is around 922.36%, more than GDE's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
ELME
Elme Communities
922.36%3.10%4.72%4.93%3.82%3.64%5.55%4.11%5.22%3.86%3.67%4.43%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.36%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


ELME and GDE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELME has higher volatility (10.90%) compared to GDE (7.99%). In terms of maximum drawdown, ELME dropped -64.73% vs GDE's -32.01%.

GDE currently has the higher Sharpe Ratio (1.09 vs -0.62), 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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