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GDE vs. IAUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDE vs. IAUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and NEOS Gold High Income ETF (IAUI). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDE vs. IAUI - Yearly Performance Comparison


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

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

IAUI
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. 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.


GDEIAUIDifference
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

GDE vs. IAUI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GDEIAUIDifference

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


GDEIAUIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.17%

-13.80%

+2.63%

Average Drawdown

Average peak-to-trough decline

-7.88%

-3.45%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.26%

Volatility

GDE vs. IAUI - Volatility Comparison


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Volatility by Period


GDEIAUIDifference

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.


PositionTTM2025202420232022
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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