GDE vs. MSFY

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Kurv Yield Premium Strategy Microsoft ETF (MSFY).

GDE and MSFY 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. MSFY is an actively managed fund by Kurv. It was launched on Oct 30, 2023.

Performance

GDE vs. MSFY - 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 Yield Premium Strategy Microsoft ETF (MSFY). The values are adjusted to include any dividend payments, if applicable.

GDE vs. MSFY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	3.73%	73.76%	44.79%	12.41%
MSFY Kurv Yield Premium Strategy Microsoft ETF	-26.42%	14.11%	10.88%	2.57%

Returns By Period

In the year-to-date period, GDE achieves a 3.73% return, which is significantly higher than MSFY's -26.42% return.

GDE

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

MSFY

• 1D: -0.38%
• 1M: -8.88%
• YTD: -26.42%
• 6M: -28.81%
• 1Y: -8.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GDE vs. MSFY - Expense Ratio Comparison

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

MSFY

Kurv Yield Premium Strategy Microsoft ETF

GDE

WisdomTree Efficient Gold Plus Equity Strategy Fund

Return for Risk

GDE vs. MSFY — 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

MSFY

MSFY Risk / Return Rank: 7
MSFY Sharpe Ratio Rank: 6
MSFY Sortino Ratio Rank: 6
MSFY Omega Ratio Rank: 6
MSFY Calmar Ratio Rank: 9
MSFY Martin Ratio Rank: 8

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. MSFY - 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 Yield Premium Strategy Microsoft ETF (MSFY). 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	MSFY	Difference
Sharpe ratio Return per unit of total volatility	1.95	-0.34	+2.30
Sortino ratio Return per unit of downside risk	2.47	-0.30	+2.77
Omega ratio Gain probability vs. loss probability	1.37	0.96	+0.41
Calmar ratio Return relative to maximum drawdown	2.77	-0.20	+2.97
Martin ratio Return relative to average drawdown	10.77	-0.57	+11.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GDE vs. MSFY - Sharpe Ratio Comparison

The current GDE Sharpe Ratio is 1.95, which is higher than the MSFY Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of GDE and MSFY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GDE	MSFY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	-0.34	+2.30
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	-0.09	+1.22

Correlation

The correlation between GDE and MSFY is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GDE vs. MSFY - Dividend Comparison

GDE's dividend yield for the trailing twelve months is around 4.16%, less than MSFY's 28.39% yield.

	TTM	2025	2024	2023	2022
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.16%	4.32%	7.14%	2.22%	0.81%
MSFY Kurv Yield Premium Strategy Microsoft ETF	28.39%	18.56%	14.35%	1.94%	0.00%

Drawdowns

GDE vs. MSFY - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, smaller than the maximum MSFY drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for GDE and MSFY.

Drawdown Indicators

	GDE	MSFY	Difference
Max Drawdown Largest peak-to-trough decline	-32.01%	-34.21%	+2.20%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	-34.21%	+11.55%
Current Drawdown Current decline from peak	-16.07%	-32.02%	+15.95%
Average Drawdown Average peak-to-trough decline	-7.75%	-6.03%	-1.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.84%	11.86%	-6.02%

Volatility

GDE vs. MSFY - Volatility Comparison

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 12.02% compared to Kurv Yield Premium Strategy Microsoft ETF (MSFY) at 7.07%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than MSFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GDE	MSFY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.02%	7.07%	+4.95%
Volatility (6M) Calculated over the trailing 6-month period	25.26%	20.93%	+4.33%
Volatility (1Y) Calculated over the trailing 1-year period	32.25%	25.80%	+6.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.19%	20.92%	+5.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.19%	20.92%	+5.27%