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GDE vs. ATZ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDE vs. ATZ.TO - Performance Comparison

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

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Different Trading Currencies

GDE is traded in USD, while ATZ.TO is traded in CAD. To make them comparable, the ATZ.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GDE achieves a 3.16% return, which is significantly lower than ATZ.TO's 40.75% return.


GDE

1D
0.67%
1M
-9.22%
YTD
3.16%
6M
4.00%
1Y
40.98%
3Y*
42.64%
5Y*
10Y*

ATZ.TO

1D
1.41%
1M
18.58%
YTD
40.75%
6M
45.97%
1Y
151.51%
3Y*
64.97%
5Y*
34.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDE vs. ATZ.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.16%73.76%44.79%33.85%-8.58%
ATZ.TO
Aritzia Inc.
40.75%130.10%79.16%-40.51%-6.16%

Correlation

The correlation between GDE and ATZ.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.29

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

0.34

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Return for Risk

GDE vs. ATZ.TO — Risk / Return Rank

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

GDE
GDE Risk / Return Rank: 4242
Overall Rank
GDE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 3939
Sortino Ratio Rank
GDE Omega Ratio Rank: 4646
Omega Ratio Rank
GDE Calmar Ratio Rank: 4141
Calmar Ratio Rank
GDE Martin Ratio Rank: 3838
Martin Ratio Rank

ATZ.TO
ATZ.TO Risk / Return Rank: 9696
Overall Rank
ATZ.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ATZ.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
ATZ.TO Omega Ratio Rank: 9696
Omega Ratio Rank
ATZ.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
ATZ.TO Martin Ratio Rank: 9595
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.

GDE vs. ATZ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Aritzia Inc. (ATZ.TO). 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.


GDEATZ.TODifference
Sharpe ratioReturn per unit of total volatility

-2.54

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.26

1.55

-0.29

Calmar ratioReturn relative to maximum drawdown

1.83

6.51

-4.68

Martin ratioReturn relative to average drawdown

5.36

18.75

-13.39

GDE vs. ATZ.TO - Sharpe Ratio Comparison

The current GDE Sharpe Ratio is 1.39, which is lower than the ATZ.TO Sharpe Ratio of 3.93. The chart below compares the historical Sharpe Ratios of GDE and ATZ.TO, 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

GDE vs. ATZ.TO - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, smaller than the maximum ATZ.TO drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for GDE and ATZ.TO.


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Drawdown Indicators


GDEATZ.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.01%

-68.29%

+36.28%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

-22.22%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-22.66%

-46.23%

+23.57%

Max Drawdown (5Y)

Largest decline over 5 years

-68.29%

Current Drawdown

Current decline from peak

-16.53%

0.00%

-16.53%

Average Drawdown

Average peak-to-trough decline

-7.93%

-21.44%

+13.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

7.70%

+0.03%

Volatility

GDE vs. ATZ.TO - Volatility Comparison

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Aritzia Inc. (ATZ.TO) have volatilities of 10.77% and 10.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDEATZ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

10.34%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

25.97%

30.40%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

29.88%

36.88%

-7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.09%

47.26%

-20.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

43.72%

-16.63%

Dividends

GDE vs. ATZ.TO - Dividend Comparison

GDE's dividend yield for the trailing twelve months is around 4.19%, while ATZ.TO has not paid dividends to shareholders.


PositionTTM2025202420232022
ATZ.TO
Aritzia Inc.
0.00%0.00%0.00%0.00%0.00%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.19%4.32%7.14%2.22%0.81%

Frequently Asked Questions


GDE and ATZ.TO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for GDE and ATZ.TO

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