GDE vs. KGLD

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Kurv Gold Enhanced Income ETF (KGLD).

GDE and KGLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GDE is an actively managed fund by WisdomTree. It was launched on Mar 15, 2022. KGLD is an actively managed fund by Kurv. It was launched on Jul 7, 2025.

Performance

GDE vs. KGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Kurv Gold Enhanced Income ETF (KGLD). The values are adjusted to include any dividend payments, if applicable.

GDE vs. KGLD - Yearly Performance Comparison

	2026 (YTD)	2025
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	3.73%	36.46%
KGLD Kurv Gold Enhanced Income ETF	11.28%	29.75%

Returns By Period

In the year-to-date period, GDE achieves a 3.73% return, which is significantly lower than KGLD's 11.28% return.

GDE

• 1D: 1.62%
• 1M: -13.97%
• YTD: 3.73%
• 6M: 15.80%
• 1Y: 62.68%
• 3Y*: 44.97%
• 5Y*: —
• 10Y*: —

KGLD

• 1D: 1.14%
• 1M: -11.79%
• YTD: 11.28%
• 6M: 24.03%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDE vs. KGLD - Expense Ratio Comparison

GDE has a 0.20% expense ratio, which is lower than KGLD's 1.00% expense ratio.

KGLD

Kurv Gold Enhanced Income ETF

GDE

WisdomTree Efficient Gold Plus Equity Strategy Fund

Return for Risk

GDE vs. KGLD — Risk / Return Rank

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

GDE

GDE Risk / Return Rank: 88
GDE Sharpe Ratio Rank: 89
GDE Sortino Ratio Rank: 88
GDE Omega Ratio Rank: 88
GDE Calmar Ratio Rank: 87
GDE Martin Ratio Rank: 87

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. KGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Kurv Gold Enhanced Income ETF (KGLD). 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	KGLD	Difference
Sharpe ratio Return per unit of total volatility	1.95	—	—
Sortino ratio Return per unit of downside risk	2.47	—	—
Omega ratio Gain probability vs. loss probability	1.37	—	—
Calmar ratio Return relative to maximum drawdown	2.77	—	—
Martin ratio Return relative to average drawdown	10.77	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GDE	KGLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	2.15	-1.02

Correlation

The correlation between GDE and KGLD is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GDE vs. KGLD - Dividend Comparison

GDE's dividend yield for the trailing twelve months is around 4.16%, less than KGLD's 7.44% yield.

	TTM	2025	2024	2023	2022
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.16%	4.32%	7.14%	2.22%	0.81%
KGLD Kurv Gold Enhanced Income ETF	7.44%	4.59%	0.00%	0.00%	0.00%

Drawdowns

GDE vs. KGLD - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, which is greater than KGLD's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for GDE and KGLD.

Drawdown Indicators

	GDE	KGLD	Difference
Max Drawdown Largest peak-to-trough decline	-32.01%	-20.29%	-11.72%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	—	—
Current Drawdown Current decline from peak	-16.07%	-12.91%	-3.16%
Average Drawdown Average peak-to-trough decline	-7.75%	-3.92%	-3.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.84%	—	—

Volatility

Volatility by Period

	GDE	KGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.26%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	32.25%	30.23%	+2.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.19%	30.23%	-4.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.19%	30.23%	-4.04%