EPS vs. GDMN

Last updated Jun 25, 2026

EPS (WisdomTree U.S. LargeCap Fund) and GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while GDMN is a Commodities fund actively managed by WisdomTree. EPS is passively managed, while GDMN is actively managed. Over the past 3 years, EPS returned 20.60%/yr vs 52.54%/yr for GDMN. At a 0.23 correlation, their price movements are largely independent. EPS charges 0.08%/yr vs 0.45%/yr for GDMN.

Performance

EPS vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPS achieves a 8.75% return, which is significantly higher than GDMN's -23.40% return.

EPS

• 1D: -0.17%
• 1M: -1.33%
• YTD: 8.75%
• 6M: 7.52%
• 1Y: 23.46%
• 3Y*: 20.60%
• 5Y*: 12.55%
• 10Y*: 14.94%

GDMN

• 1D: -6.72%
• 1M: -21.34%
• YTD: -23.40%
• 6M: -29.26%
• 1Y: 46.18%
• 3Y*: 52.54%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. GDMN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EPS WisdomTree U.S. LargeCap Fund	8.75%	17.40%	23.97%	22.81%	-15.82%	1.00%
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund	-23.40%	237.09%	28.23%	12.97%	-14.62%	6.93%

Correlation

The correlation between EPS and GDMN is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021	0.23

The correlation between EPS and GDMN shifts across timeframes, from 0.23 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

EPS vs. GDMN - Sectors Allocation Comparison

Sectors	EPS	GDMN
Technology	36.2%	-
Financial Services	14.4%	-
Communication Services	12.8%	-
Consumer Cyclical	10.6%	-
Healthcare	9.2%	-
Industrials	5.1%	-
Consumer Defensive	3.9%	-
Energy	3.9%	-
Utilities	1.9%	-
Basic Materials	1.3%	100.0%
Real Estate	0.8%	-

Return for Risk

EPS vs. GDMN — Risk / Return Rank

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

EPS

EPS Risk / Return Rank: 68
EPS Sharpe Ratio Rank: 69
EPS Sortino Ratio Rank: 66
EPS Omega Ratio Rank: 67
EPS Calmar Ratio Rank: 64
EPS Martin Ratio Rank: 75

GDMN

GDMN Risk / Return Rank: 23
GDMN Sharpe Ratio Rank: 22
GDMN Sortino Ratio Rank: 24
GDMN Omega Ratio Rank: 27
GDMN Calmar Ratio Rank: 22
GDMN Martin Ratio Rank: 21

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.

EPS vs. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.

	EPS	GDMN	Difference
Sharpe ratio: Return per unit of total volatility	1.98	0.72	+1.26
Sortino ratio: Return per unit of downside risk	2.69	1.23	+1.47
Omega ratio: Gain probability vs. loss probability	1.36	1.17	+0.18
Calmar ratio: Return relative to maximum drawdown	2.81	0.93	+1.88
Martin ratio: Return relative to average drawdown	12.53	2.41	+10.12

EPS vs. GDMN - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 1.98, which is higher than the GDMN Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EPS and GDMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EPS vs. GDMN - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, roughly equal to the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for EPS and GDMN.

Drawdown Indicators

	EPS	GDMN	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-52.82%	-1.61%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-49.72%	+41.33%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-49.72%	+32.07%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	—	—
Current Drawdown Current decline from peak	-3.18%	-49.72%	+46.54%
Average Drawdown Average peak-to-trough decline	-7.64%	-19.16%	+11.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	19.24%	-17.36%

Volatility

EPS vs. GDMN - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 4.66%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 23.02%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPS	GDMN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.66%	23.02%	-18.36%
Volatility (6M) Calculated over the trailing 6-month period	9.62%	55.58%	-45.96%
Volatility (1Y) Calculated over the trailing 1-year period	11.96%	64.46%	-52.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.11%	48.31%	-32.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	48.31%	-30.65%

EPS vs. GDMN - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than GDMN's 0.45% expense ratio.

Dividends

EPS vs. GDMN - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.17%, less than GDMN's 3.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPS WisdomTree U.S. LargeCap Fund	1.17%	1.26%	1.47%	1.73%	1.95%	1.51%	1.85%	1.70%	2.02%	1.59%	1.99%	2.15%
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund	3.53%	2.70%	9.44%	7.69%	1.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPS and GDMN in my portfolio?

EPS and GDMN have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPS or GDMN?

GDMN has higher volatility (23.02%) compared to EPS (4.66%). In terms of maximum drawdown, EPS dropped -54.43% vs GDMN's -52.82%.

Which ETF is better, EPS or GDMN?

On 3-year performance, GDMN leads with 52.54% vs 20.60% for EPS. On fees, EPS is cheaper at 0.08% per year. On volatility, EPS has been the lower-risk option at 4.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPS or GDMN?

Over the 3-year period, GDMN has performed better with a 52.54% return vs 20.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPS or GDMN?

EPS is cheaper with a 0.08% expense ratio, compared with 0.45% for GDMN.

Which ETF pays a higher dividend yield, EPS or GDMN?

GDMN has the higher dividend yield at 3.53%, compared with 1.17% for EPS.

What is the main difference between EPS and GDMN?

EPS is categorized as Large Cap Growth Equities, while GDMN is Commodities. Their fees differ too: 0.08% for EPS and 0.45% for GDMN.

Which has better risk-adjusted returns?

EPS currently has the higher Sharpe Ratio (1.98 vs 0.72), 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.