GDE vs. EAOA
GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) and EAOA (iShares ESG Aware Aggressive Allocation ETF) are both exchange-traded funds - GDE is a Gold fund actively managed by WisdomTree, while EAOA is a Diversified Portfolio fund tracking the BlackRock ESG Aware Aggressive Allocation Index. GDE is actively managed, while EAOA is passively managed. Over the past 3 years, GDE returned 47.08%/yr vs 17.42%/yr for EAOA. A 0.69 correlation means they provide meaningful diversification when combined. GDE charges 0.20%/yr vs 0.18%/yr for EAOA.
Performance
GDE vs. EAOA - Performance Comparison
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Returns By Period
In the year-to-date period, GDE achieves a 11.25% return, which is significantly higher than EAOA's 10.26% return.
GDE
- 1D
- 1.33%
- 1M
- 2.08%
- YTD
- 11.25%
- 6M
- 13.51%
- 1Y
- 54.50%
- 3Y*
- 47.08%
- 5Y*
- —
- 10Y*
- —
EAOA
- 1D
- 0.30%
- 1M
- 3.78%
- YTD
- 10.26%
- 6M
- 10.73%
- 1Y
- 24.34%
- 3Y*
- 17.42%
- 5Y*
- 8.58%
- 10Y*
- —
GDE vs. EAOA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 11.25% | 73.76% | 44.79% | 33.85% | -18.67% |
EAOA iShares ESG Aware Aggressive Allocation ETF | 10.26% | 18.41% | 13.79% | 18.27% | -11.02% |
Correlation
The correlation between GDE and EAOA is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.69 |
The correlation between GDE and EAOA has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
GDE vs. EAOA — Risk / Return Rank
GDE
EAOA
GDE vs. EAOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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.
| GDE | EAOA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.99 | -0.58 |
| Martin ratioReturn relative to average drawdown | 7.50 | 13.28 | -5.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GDE | EAOA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.28 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.93 | +0.24 |
Drawdowns
GDE vs. EAOA - Drawdown Comparison
The maximum GDE drawdown since its inception was -32.01%, which is greater than EAOA's maximum drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for GDE and EAOA.
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Drawdown Indicators
| GDE | EAOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -25.06% | -6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -22.66% | -8.17% | -14.49% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -13.84% | -8.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.06% | — |
Current DrawdownCurrent decline from peak | -9.99% | -0.41% | -9.58% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -5.31% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.29% | 1.84% | +5.45% |
Volatility
GDE vs. EAOA - Volatility Comparison
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 6.68% compared to iShares ESG Aware Aggressive Allocation ETF (EAOA) at 3.33%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDE | EAOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 3.33% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 24.27% | 8.65% | +15.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.41% | 10.75% | +17.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.12% | 13.24% | +12.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.12% | 13.14% | +12.98% |
GDE vs. EAOA - Expense Ratio Comparison
GDE has a 0.20% expense ratio, which is higher than EAOA's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GDE vs. EAOA - Dividend Comparison
GDE's dividend yield for the trailing twelve months is around 3.88%, more than EAOA's 1.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 1.95% | 2.10% | 2.09% | 2.21% | 1.93% | 1.48% | 1.12% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.88% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% |
Frequently Asked Questions
GDE and EAOA have a correlation of 0.60, 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 EAOA (3.33%). In terms of maximum drawdown, GDE dropped -32.01% vs EAOA's -25.06%.
On 3-year performance, GDE leads with 47.08% vs 17.42% for EAOA. On fees, EAOA is cheaper at 0.18% per year. On volatility, EAOA 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 17.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOA is cheaper with a 0.18% expense ratio, compared with 0.20% for GDE.
GDE has the higher dividend yield at 3.88%, compared with 1.95% for EAOA.
GDE is categorized as Gold, while EAOA is Diversified Portfolio. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.20% for GDE and 0.18% for EAOA.
EAOA currently has the higher Sharpe Ratio (2.28 vs 1.93), 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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