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GDE vs. NTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDE vs. NTSX - Performance Comparison

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

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GDE vs. NTSX - Yearly Performance Comparison


2026 (YTD)2025202420232022
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

GDE
GDE Risk / Return Rank: 8888
Overall Rank
GDE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDE Omega Ratio Rank: 8888
Omega Ratio Rank
GDE Calmar Ratio Rank: 8787
Calmar Ratio Rank
GDE Martin Ratio Rank: 8787
Martin Ratio Rank

NTSX
NTSX Risk / Return Rank: 5353
Overall Rank
NTSX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
NTSX Omega Ratio Rank: 5151
Omega Ratio Rank
NTSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
NTSX Martin Ratio Rank: 6363
Martin Ratio Rank
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. 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.


GDENTSXDifference

Sharpe ratio

Return per unit of total volatility

1.95

0.89

+1.07

Sortino ratio

Return per unit of downside risk

2.47

1.30

+1.17

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratio

Return relative to maximum drawdown

2.77

1.52

+1.25

Martin ratio

Return relative to average drawdown

10.77

6.52

+4.26

GDE vs. NTSX - Sharpe Ratio Comparison

The current GDE Sharpe Ratio is 1.95, which is higher than the NTSX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of GDE and NTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GDENTSXDifference

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.


TTM20252024202320222021202020192018
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


GDENTSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.07%

-6.04%

-10.03%

Average Drawdown

Average peak-to-trough decline

-7.75%

-6.92%

-0.83%

Ulcer Index

Depth 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


GDENTSXDifference

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%