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EZM vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EZM vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. MidCap Earnings Fund (EZM) 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

The year-to-date returns for both stocks are quite close, with EZM having a 11.29% return and GDE slightly lower at 11.25%.


EZM

1D
0.68%
1M
2.22%
YTD
11.29%
6M
11.02%
1Y
24.69%
3Y*
16.06%
5Y*
8.11%
10Y*
10.61%

GDE

1D
1.33%
1M
2.08%
YTD
11.25%
6M
13.51%
1Y
54.50%
3Y*
47.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZM vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EZM
WisdomTree U.S. MidCap Earnings Fund
11.29%8.42%10.29%19.69%-9.94%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
11.25%73.76%44.79%33.85%-18.67%

Correlation

The correlation between EZM and GDE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.53

The correlation between EZM and GDE shifts across timeframes, from 0.39 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EZM vs. GDE — Risk / Return Rank

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

EZM
EZM Risk / Return Rank: 5353
Overall Rank
EZM Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EZM Sortino Ratio Rank: 5353
Sortino Ratio Rank
EZM Omega Ratio Rank: 4848
Omega Ratio Rank
EZM Calmar Ratio Rank: 5858
Calmar Ratio Rank
EZM Martin Ratio Rank: 5555
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 5252
Overall Rank
GDE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4949
Sortino Ratio Rank
GDE Omega Ratio Rank: 5858
Omega Ratio Rank
GDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
GDE Martin Ratio Rank: 4646
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.

EZM vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Earnings Fund (EZM) 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.


EZMGDEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

2.85

2.42

+0.43

Martin ratioReturn relative to average drawdown

9.66

7.50

+2.16

EZM vs. GDE - Sharpe Ratio Comparison

The current EZM Sharpe Ratio is 1.67, which is comparable to the GDE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of EZM 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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Sharpe Ratios by Period


EZMGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.93

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.17

-0.75

Drawdowns

EZM vs. GDE - Drawdown Comparison

The maximum EZM drawdown since its inception was -59.58%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for EZM and GDE.


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Drawdown Indicators


EZMGDEDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-32.01%

-27.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-22.66%

+13.96%

Max Drawdown (3Y)

Largest decline over 3 years

-23.53%

-22.66%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

Max Drawdown (10Y)

Largest decline over 10 years

-47.26%

Current Drawdown

Current decline from peak

0.00%

-9.99%

+9.99%

Average Drawdown

Average peak-to-trough decline

-8.27%

-7.89%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

7.29%

-4.73%

Volatility

EZM vs. GDE - Volatility Comparison

The current volatility for WisdomTree U.S. MidCap Earnings Fund (EZM) is 3.33%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.68%. This indicates that EZM 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


EZMGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

6.68%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

24.27%

-14.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.84%

28.41%

-13.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

26.12%

-5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

26.12%

-3.77%

EZM vs. GDE - Expense Ratio Comparison

EZM has a 0.38% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

EZM vs. GDE - Dividend Comparison

EZM's dividend yield for the trailing twelve months is around 1.25%, less than GDE's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
EZM
WisdomTree U.S. MidCap Earnings Fund
1.25%1.39%1.22%1.25%1.57%1.08%1.67%1.34%1.57%1.14%1.55%1.30%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.88%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


EZM and GDE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDE has higher volatility (6.68%) compared to EZM (3.33%). In terms of maximum drawdown, EZM dropped -59.58% vs GDE's -32.01%.

On 3-year performance, GDE leads with 47.08% vs 16.06% for EZM. On fees, GDE is cheaper at 0.20% per year. On volatility, EZM has been the lower-risk option at 3.33%. 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 47.08% return vs 16.06%. 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 0.38% for EZM.

GDE has the higher dividend yield at 3.88%, compared with 1.25% for EZM.

EZM is categorized as Mid Cap Blend Equities, while GDE is Gold. Their fees differ too: 0.38% for EZM and 0.20% for GDE.

GDE currently has the higher Sharpe Ratio (1.93 vs 1.67), 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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