GDE vs. DRAM

Last updated Jun 13, 2026

GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) and DRAM (Roundhill Memory ETF) are both exchange-traded funds - GDE is a Gold fund actively managed by WisdomTree, while DRAM is a Technology Equities fund actively managed by Roundhill. Both are actively managed. A 0.51 correlation means they provide meaningful diversification when combined. GDE charges 0.20%/yr vs 0.65%/yr for DRAM.

Performance

GDE vs. DRAM - Performance Comparison

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

Returns By Period

GDE

• 1D: 0.67%
• 1M: -9.19%
• YTD: 3.16%
• 6M: 4.00%
• 1Y: 41.34%
• 3Y*: 42.64%
• 5Y*: —
• 10Y*: —

DRAM

• 1D: -0.17%
• 1M: 19.20%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GDE vs. DRAM - Yearly Performance Comparison

	2026 (YTD)
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	-0.55%
DRAM Roundhill Memory ETF	140.78%

Correlation

The correlation between GDE and DRAM is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 2, 2026	0.51

GDE vs. DRAM - Sectors Allocation Comparison

Sectors	GDE	DRAM
Technology	35.6%	100.0%
Financial Services	12.2%	-
Communication Services	12.2%	-
Consumer Cyclical	10.1%	-
Healthcare	8.3%	-
Industrials	7.6%	-
Consumer Defensive	5.5%	-
Energy	3.4%	-
Utilities	2.1%	-
Real Estate	1.6%	-
Basic Materials	1.4%	-

Return for Risk

GDE vs. DRAM — Risk / Return Rank

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

GDE

GDE Risk / Return Rank: 42
GDE Sharpe Ratio Rank: 45
GDE Sortino Ratio Rank: 39
GDE Omega Ratio Rank: 46
GDE Calmar Ratio Rank: 41
GDE Martin Ratio Rank: 38

DRAM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. DRAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Roundhill Memory ETF (DRAM). 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.

	GDE	DRAM	Difference
Sharpe ratio: Return per unit of total volatility	1.39	—	—
Sortino ratio: Return per unit of downside risk	1.81	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	1.83	—	—
Martin ratio: Return relative to average drawdown	5.36	—	—

Drawdowns

GDE vs. DRAM - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, which is greater than DRAM's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for GDE and DRAM.

Drawdown Indicators

	GDE	DRAM	Difference
Max Drawdown Largest peak-to-trough decline	-32.01%	-19.97%	-12.04%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.66%	—	—
Current Drawdown Current decline from peak	-16.53%	-6.74%	-9.79%
Average Drawdown Average peak-to-trough decline	-7.93%	-3.06%	-4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.73%	—	—

Volatility

Volatility by Period

	GDE	DRAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.88%	87.02%	-57.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.09%	87.02%	-59.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.09%	87.02%	-59.93%

GDE vs. DRAM - Expense Ratio Comparison

GDE has a 0.20% expense ratio, which is lower than DRAM's 0.65% expense ratio.

Dividends

GDE vs. DRAM - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022
DRAM Roundhill Memory ETF	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

Can I hold both GDE and DRAM in my portfolio?

GDE and DRAM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GDE or DRAM?

On fees, GDE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GDE or DRAM?

GDE is cheaper with a 0.20% expense ratio, compared with 0.65% for DRAM.

Which ETF pays a higher dividend yield, GDE or DRAM?

GDE has the higher dividend yield at 4.19%, compared with 0.00% for DRAM.

What is the main difference between GDE and DRAM?

GDE is categorized as Gold, while DRAM is Technology Equities. They also come from different issuers: WisdomTree and Roundhill. Their fees differ too: 0.20% for GDE and 0.65% for DRAM.