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GDE vs. HIMS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDE vs. HIMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Hims & Hers Health, Inc. (HIMS). 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 3.16% return, which is significantly higher than HIMS's -17.40% return.


GDE

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

HIMS

1D
-7.10%
1M
7.07%
YTD
-17.40%
6M
-27.92%
1Y
-51.66%
3Y*
43.69%
5Y*
17.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDE vs. HIMS - Yearly Performance Comparison


2026 (YTD)2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.16%73.76%44.79%33.85%-8.58%
HIMS
Hims & Hers Health, Inc.
-17.40%34.28%171.69%38.85%40.57%

Correlation

The correlation between GDE and HIMS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.26

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

0.29

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Return for Risk

GDE vs. HIMS — 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

HIMS
HIMS Risk / Return Rank: 2020
Overall Rank
HIMS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HIMS Sortino Ratio Rank: 2222
Sortino Ratio Rank
HIMS Omega Ratio Rank: 2222
Omega Ratio Rank
HIMS Calmar Ratio Rank: 1717
Calmar Ratio Rank
HIMS Martin Ratio Rank: 1919
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. HIMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Hims & Hers Health, Inc. (HIMS). 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.


GDEHIMSDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+2.25

Omega ratioGain probability vs. loss probability

1.26

0.95

+0.32

Calmar ratioReturn relative to maximum drawdown

1.83

-0.68

+2.51

Martin ratioReturn relative to average drawdown

5.36

-1.10

+6.47

GDE vs. HIMS - Sharpe Ratio Comparison

The current GDE Sharpe Ratio is 1.39, which is higher than the HIMS Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of GDE and HIMS, 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. HIMS - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, smaller than the maximum HIMS drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for GDE and HIMS.


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Drawdown Indicators


GDEHIMSDifference

Max Drawdown

Largest peak-to-trough decline

-32.01%

-87.29%

+55.28%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

-78.06%

+55.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.66%

-78.88%

+56.22%

Max Drawdown (5Y)

Largest decline over 5 years

-78.88%

Current Drawdown

Current decline from peak

-16.53%

-60.98%

+44.45%

Average Drawdown

Average peak-to-trough decline

-7.93%

-43.23%

+35.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

48.06%

-40.33%

Volatility

GDE vs. HIMS - Volatility Comparison

The current volatility for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) is 10.77%, while Hims & Hers Health, Inc. (HIMS) has a volatility of 21.36%. This indicates that GDE experiences smaller price fluctuations and is considered to be less risky than HIMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDEHIMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

21.36%

-10.59%

Volatility (6M)

Calculated over the trailing 6-month period

25.97%

67.20%

-41.23%

Volatility (1Y)

Calculated over the trailing 1-year period

29.88%

96.46%

-66.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.09%

83.26%

-56.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

77.20%

-50.11%

Dividends

GDE vs. HIMS - Dividend Comparison

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


PositionTTM2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.19%4.32%7.14%2.22%0.81%
HIMS
Hims & Hers Health, Inc.
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GDE and HIMS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIMS has higher volatility (21.36%) compared to GDE (10.77%). In terms of maximum drawdown, GDE dropped -32.01% vs HIMS's -87.29%.

GDE currently has the higher Sharpe Ratio (1.39 vs -0.55), 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.

Portfolio Optimizer

Find the right allocation for GDE and HIMS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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