GDE vs. IAUI
GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) and IAUI (NEOS Gold High Income ETF) are both exchange-traded funds - GDE is a Gold fund actively managed by WisdomTree, while IAUI is a Derivative Income fund actively managed by Neos. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. GDE charges 0.20%/yr vs 0.78%/yr for IAUI.
Performance
GDE vs. IAUI - Performance Comparison
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Returns By Period
In the year-to-date period, GDE achieves a 9.79% return, which is significantly higher than IAUI's 1.64% return.
GDE
- 1D
- -1.35%
- 1M
- 1.88%
- YTD
- 9.79%
- 6M
- 11.87%
- 1Y
- 53.13%
- 3Y*
- 46.68%
- 5Y*
- —
- 10Y*
- —
IAUI
- 1D
- -0.88%
- 1M
- -1.01%
- YTD
- 1.64%
- 6M
- 4.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDE vs. IAUI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 9.79% | 40.13% |
IAUI NEOS Gold High Income ETF | 1.64% | 20.56% |
Correlation
The correlation between GDE and IAUI is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025 | 0.83 |
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Return for Risk
GDE vs. IAUI — Risk / Return Rank
GDE
IAUI
GDE vs. IAUI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and NEOS Gold High Income ETF (IAUI). 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 | IAUI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | — | — |
| Martin ratioReturn relative to average drawdown | 7.34 | — | — |
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 | IAUI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 1.13 | +0.02 |
Drawdowns
GDE vs. IAUI - Drawdown Comparison
The maximum GDE drawdown since its inception was -32.01%, which is greater than IAUI's maximum drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for GDE and IAUI.
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Drawdown Indicators
| GDE | IAUI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -16.88% | -15.13% |
Max Drawdown (1Y)Largest decline over 1 year | -22.66% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | — | — |
Current DrawdownCurrent decline from peak | -11.17% | -13.80% | +2.63% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -3.45% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | — | — |
Volatility
GDE vs. IAUI - Volatility Comparison
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Volatility by Period
| GDE | IAUI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 24.24% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 28.39% | 20.31% | +8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.12% | 20.31% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.12% | 20.31% | +5.81% |
GDE vs. IAUI - Expense Ratio Comparison
GDE has a 0.20% expense ratio, which is lower than IAUI's 0.78% expense ratio.
Dividends
GDE vs. IAUI - Dividend Comparison
GDE's dividend yield for the trailing twelve months is around 3.94%, less than IAUI's 12.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.94% | 4.32% | 7.14% | 2.22% | 0.81% |
IAUI NEOS Gold High Income ETF | 12.65% | 6.88% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GDE and IAUI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
GDE is cheaper with a 0.20% expense ratio, compared with 0.78% for IAUI.
IAUI has the higher dividend yield at 12.65%, compared with 3.94% for GDE.
GDE is categorized as Gold, while IAUI is Derivative Income. They also come from different issuers: WisdomTree and Neos. Their fees differ too: 0.20% for GDE and 0.78% for IAUI.
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