GDE vs. NTSX
Compare and contrast key facts about WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and WisdomTree U.S. Efficient Core Fund (NTSX).
GDE and NTSX 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. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Performance
GDE vs. NTSX - Performance Comparison
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GDE vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.73% | 73.76% | 44.79% | 33.85% | -18.67% |
NTSX WisdomTree U.S. Efficient Core Fund | -4.22% | 18.82% | 20.20% | 22.70% | -17.52% |
Returns By Period
In the year-to-date period, GDE achieves a 3.73% return, which is significantly higher than NTSX's -4.22% return.
GDE
- 1D
- 1.62%
- 1M
- -13.97%
- YTD
- 3.73%
- 6M
- 15.80%
- 1Y
- 62.68%
- 3Y*
- 44.97%
- 5Y*
- —
- 10Y*
- —
NTSX
- 1D
- 0.38%
- 1M
- -5.07%
- YTD
- -4.22%
- 6M
- -2.82%
- 1Y
- 16.25%
- 3Y*
- 15.70%
- 5Y*
- 8.07%
- 10Y*
- —
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GDE vs. NTSX - Expense Ratio Comparison
Both GDE and NTSX have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
GDE vs. NTSX — Risk / Return Rank
GDE
NTSX
GDE vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.89 | +1.07 |
Sortino ratioReturn per unit of downside risk | 2.47 | 1.30 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.20 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.77 | 1.52 | +1.25 |
Martin ratioReturn relative to average drawdown | 10.77 | 6.52 | +4.26 |
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 | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.89 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.62 | +0.51 |
Correlation
The correlation between GDE and NTSX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GDE vs. NTSX - Dividend Comparison
GDE's dividend yield for the trailing twelve months is around 4.16%, more than NTSX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.16% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.22% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% |
Drawdowns
GDE vs. NTSX - Drawdown Comparison
The maximum GDE drawdown since its inception was -32.01%, roughly equal to the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for GDE and NTSX.
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Drawdown Indicators
| GDE | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -31.34% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -22.66% | -11.13% | -11.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -16.07% | -6.04% | -10.03% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -6.92% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 2.60% | +3.24% |
Volatility
GDE vs. NTSX - Volatility Comparison
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 12.02% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 6.11%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDE | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 6.11% | +5.91% |
Volatility (6M)Calculated over the trailing 6-month period | 25.26% | 9.65% | +15.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.25% | 18.38% | +13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.19% | 17.04% | +9.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.19% | 18.38% | +7.81% |