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GDE vs. GDMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDE vs. GDMA - Performance Comparison

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

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Returns By Period

In the year-to-date period, GDE achieves a 9.79% return, which is significantly lower than GDMA's 11.18% return.


GDE

1D
-1.35%
1M
1.88%
YTD
9.79%
6M
11.87%
1Y
53.13%
3Y*
46.68%
5Y*
10Y*

GDMA

1D
0.30%
1M
1.83%
YTD
11.18%
6M
14.08%
1Y
32.26%
3Y*
16.91%
5Y*
7.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDE vs. GDMA - Yearly Performance Comparison


2026 (YTD)2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
9.79%73.76%44.79%33.85%-18.67%
GDMA
Gadsden Dynamic Multi-Asset ETF
11.18%25.29%7.44%1.72%-3.72%

Correlation

The correlation between GDE and GDMA is 0.57, 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

0.57

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

0.56

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

0.35

Over the past year, GDE and GDMA have become more correlated (0.57) than their long-term average of 0.35, meaning their price movements have been converging.

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Return for Risk

GDE vs. GDMA — Risk / Return Rank

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

GDE
GDE Risk / Return Rank: 4949
Overall Rank
GDE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4545
Sortino Ratio Rank
GDE Omega Ratio Rank: 5454
Omega Ratio Rank
GDE Calmar Ratio Rank: 4747
Calmar Ratio Rank
GDE Martin Ratio Rank: 4444
Martin Ratio Rank

GDMA
GDMA Risk / Return Rank: 7474
Overall Rank
GDMA Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GDMA Sortino Ratio Rank: 7070
Sortino Ratio Rank
GDMA Omega Ratio Rank: 7777
Omega Ratio Rank
GDMA Calmar Ratio Rank: 8282
Calmar Ratio Rank
GDMA Martin Ratio Rank: 6565
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. GDMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Gadsden Dynamic Multi-Asset ETF (GDMA). 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.


GDEGDMADifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.34

1.47

-0.13

Calmar ratioReturn relative to maximum drawdown

2.36

4.30

-1.95

Martin ratioReturn relative to average drawdown

7.34

11.92

-4.58

GDE vs. GDMA - Sharpe Ratio Comparison

The current GDE Sharpe Ratio is 1.88, which is comparable to the GDMA Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of GDE and GDMA, 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


GDEGDMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.47

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.89

+0.26

Drawdowns

GDE vs. GDMA - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, which is greater than GDMA's maximum drawdown of -16.66%. Use the drawdown chart below to compare losses from any high point for GDE and GDMA.


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Drawdown Indicators


GDEGDMADifference

Max Drawdown

Largest peak-to-trough decline

-32.01%

-16.66%

-15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

-7.53%

-15.13%

Max Drawdown (3Y)

Largest decline over 3 years

-22.66%

-7.53%

-15.13%

Max Drawdown (5Y)

Largest decline over 5 years

-12.74%

Current Drawdown

Current decline from peak

-11.17%

-1.06%

-10.11%

Average Drawdown

Average peak-to-trough decline

-7.88%

-3.78%

-4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.26%

2.71%

+4.55%

Volatility

GDE vs. GDMA - Volatility Comparison

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 6.65% compared to Gadsden Dynamic Multi-Asset ETF (GDMA) at 6.18%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than GDMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDEGDMADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

6.18%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

24.24%

10.03%

+14.21%

Volatility (1Y)

Calculated over the trailing 1-year period

28.39%

13.12%

+15.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.12%

9.67%

+16.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.12%

10.97%

+15.15%

GDE vs. GDMA - Expense Ratio Comparison

GDE has a 0.20% expense ratio, which is lower than GDMA's 0.77% expense ratio.


Dividends

GDE vs. GDMA - Dividend Comparison

GDE's dividend yield for the trailing twelve months is around 3.94%, more than GDMA's 2.51% yield.


PositionTTM2025202420232022202120202019
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.94%4.32%7.14%2.22%0.81%0.00%0.00%0.00%
GDMA
Gadsden Dynamic Multi-Asset ETF
2.51%2.79%2.32%4.14%1.18%2.10%0.62%3.17%

Frequently Asked Questions


GDE and GDMA have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDE has higher volatility (6.65%) compared to GDMA (6.18%). In terms of maximum drawdown, GDE dropped -32.01% vs GDMA's -16.66%.

On 3-year performance, GDE leads with 46.68% vs 16.91% for GDMA. On fees, GDE is cheaper at 0.20% per year. On volatility, GDMA has been the lower-risk option at 6.18%. 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 46.68% return vs 16.91%. 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 0.77% for GDMA.

GDE has the higher dividend yield at 3.94%, compared with 2.51% for GDMA.

GDE is categorized as Gold, while GDMA is Hedge Fund. They also come from different issuers: WisdomTree and Gadsden. Their fees differ too: 0.20% for GDE and 0.77% for GDMA.

GDMA currently has the higher Sharpe Ratio (2.47 vs 1.88), 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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