GDE vs. IDEQ
GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) and IDEQ (Lazard International Dynamic Equity ETF) are both exchange-traded funds - GDE is a Gold fund actively managed by WisdomTree, while IDEQ is a Foreign Large Cap Equities fund actively managed by Lazard. Both are actively managed. A 0.67 correlation means they provide meaningful diversification when combined. GDE charges 0.20%/yr vs 0.40%/yr for IDEQ.
Performance
GDE vs. IDEQ - Performance Comparison
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Returns By Period
In the year-to-date period, GDE achieves a 5.74% return, which is significantly lower than IDEQ's 13.67% return.
GDE
- 1D
- 0.95%
- 1M
- -7.44%
- YTD
- 5.74%
- 6M
- 8.50%
- 1Y
- 47.93%
- 3Y*
- 44.47%
- 5Y*
- —
- 10Y*
- —
IDEQ
- 1D
- 1.29%
- 1M
- -1.82%
- YTD
- 13.67%
- 6M
- 17.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDE vs. IDEQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 5.74% | 26.62% |
IDEQ Lazard International Dynamic Equity ETF | 13.67% | 11.77% |
Correlation
The correlation between GDE and IDEQ is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 2, 2025 | 0.67 |
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Return for Risk
GDE vs. IDEQ — Risk / Return Rank
GDE
IDEQ
GDE vs. IDEQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Lazard International Dynamic Equity ETF (IDEQ). 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 | IDEQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | — | — |
| Martin ratioReturn relative to average drawdown | 6.49 | — | — |
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 | IDEQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.94 | -0.85 |
Drawdowns
GDE vs. IDEQ - Drawdown Comparison
The maximum GDE drawdown since its inception was -32.01%, which is greater than IDEQ's maximum drawdown of -12.95%. Use the drawdown chart below to compare losses from any high point for GDE and IDEQ.
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Drawdown Indicators
| GDE | IDEQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -12.95% | -19.06% |
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 | -14.44% | -3.42% | -11.02% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -2.11% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | — | — |
Volatility
GDE vs. IDEQ - Volatility Comparison
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Volatility by Period
| GDE | IDEQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.25% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 25.04% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.09% | 18.93% | +10.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.26% | 18.93% | +7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.26% | 18.93% | +7.33% |
GDE vs. IDEQ - Expense Ratio Comparison
GDE has a 0.20% expense ratio, which is lower than IDEQ's 0.40% expense ratio.
Dividends
GDE vs. IDEQ - Dividend Comparison
GDE's dividend yield for the trailing twelve months is around 4.09%, more than IDEQ's 0.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.09% | 4.32% | 7.14% | 2.22% | 0.81% |
IDEQ Lazard International Dynamic Equity ETF | 0.53% | 0.60% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GDE and IDEQ have a correlation of 0.67, 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 0.40% for IDEQ.
GDE has the higher dividend yield at 4.09%, compared with 0.53% for IDEQ.
GDE is categorized as Gold, while IDEQ is Foreign Large Cap Equities. They also come from different issuers: WisdomTree and Lazard. Their fees differ too: 0.20% for GDE and 0.40% for IDEQ.
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