GDE vs. QGRW

Last updated Jun 5, 2026

GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - GDE is a Gold fund actively managed by WisdomTree, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. GDE is actively managed, while QGRW is passively managed. Over the past 3 years, GDE returned 47.08%/yr vs 29.12%/yr for QGRW. A 0.55 correlation means they provide meaningful diversification when combined. GDE charges 0.20%/yr vs 0.28%/yr for QGRW.

Performance

GDE vs. QGRW - 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. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GDE achieves a 11.25% return, which is significantly lower than QGRW's 15.43% return.

GDE

• 1D: 1.33%
• 1M: 2.08%
• YTD: 11.25%
• 6M: 13.51%
• 1Y: 54.50%
• 3Y*: 47.08%
• 5Y*: —
• 10Y*: —

QGRW

• 1D: 0.00%
• 1M: 8.02%
• YTD: 15.43%
• 6M: 14.33%
• 1Y: 35.04%
• 3Y*: 29.12%
• 5Y*: —
• 10Y*: —

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

GDE vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	11.25%	73.76%	44.79%	33.85%	1.12%
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	34.85%	56.05%	-3.30%

Correlation

The correlation between GDE and QGRW is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.55

The correlation between GDE and QGRW has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.

Return for Risk

GDE vs. QGRW — Risk / Return Rank

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

GDE

GDE Risk / Return Rank: 52
GDE Sharpe Ratio Rank: 58
GDE Sortino Ratio Rank: 49
GDE Omega Ratio Rank: 58
GDE Calmar Ratio Rank: 50
GDE Martin Ratio Rank: 46

QGRW

QGRW Risk / Return Rank: 55
QGRW Sharpe Ratio Rank: 62
QGRW Sortino Ratio Rank: 58
QGRW Omega Ratio Rank: 58
QGRW Calmar Ratio Rank: 47
QGRW Martin Ratio Rank: 53

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. QGRW - 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. Quality Growth Fund (QGRW). 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	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.02	-0.10
Sortino ratio: Return per unit of downside risk	2.36	2.71	-0.35
Omega ratio: Gain probability vs. loss probability	1.35	1.35	0.00
Calmar ratio: Return relative to maximum drawdown	2.42	2.28	+0.14
Martin ratio: Return relative to average drawdown	7.50	8.92	-1.42
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. QGRW - Sharpe Ratio Comparison

The current GDE Sharpe Ratio is 1.93, which is comparable to the QGRW Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of GDE and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GDE	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	2.02	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	1.17	1.65	-0.49

Drawdowns

GDE vs. QGRW - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for GDE and QGRW.

Drawdown Indicators

	GDE	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-32.01%	-24.40%	-7.61%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	-15.44%	-7.22%
Max Drawdown (3Y) Largest decline over 3 years	-22.66%	-24.40%	+1.74%
Current Drawdown Current decline from peak	-9.99%	-1.33%	-8.66%
Average Drawdown Average peak-to-trough decline	-7.89%	-3.26%	-4.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.29%	3.94%	+3.35%

Volatility

GDE vs. QGRW - Volatility Comparison

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 6.68% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 4.69%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GDE	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.68%	4.69%	+1.99%
Volatility (6M) Calculated over the trailing 6-month period	24.27%	13.67%	+10.60%
Volatility (1Y) Calculated over the trailing 1-year period	28.41%	17.39%	+11.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.12%	21.07%	+5.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.12%	21.07%	+5.05%

GDE vs. QGRW - Expense Ratio Comparison

GDE has a 0.20% expense ratio, which is lower than QGRW's 0.28% expense ratio.

Dividends

GDE vs. QGRW - Dividend Comparison

GDE's dividend yield for the trailing twelve months is around 3.88%, more than QGRW's 0.07% yield.

Position	TTM	2025	2024	2023	2022
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	3.88%	4.32%	7.14%	2.22%	0.81%
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%	0.00%

Frequently Asked Questions

Can I hold both GDE and QGRW in my portfolio?

GDE and QGRW have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GDE or QGRW?

GDE has higher volatility (6.68%) compared to QGRW (4.69%). In terms of maximum drawdown, GDE dropped -32.01% vs QGRW's -24.40%.

Which ETF is better, GDE or QGRW?

On 3-year performance, GDE leads with 47.08% vs 29.12% for QGRW. On fees, GDE is cheaper at 0.20% per year. On volatility, QGRW has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GDE or QGRW?

Over the 3-year period, GDE has performed better with a 47.08% return vs 29.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GDE or QGRW?

GDE is cheaper with a 0.20% expense ratio, compared with 0.28% for QGRW.

Which ETF pays a higher dividend yield, GDE or QGRW?

GDE has the higher dividend yield at 3.88%, compared with 0.07% for QGRW.

What is the main difference between GDE and QGRW?

GDE is categorized as Gold, while QGRW is Large Cap Growth Equities. Their fees differ too: 0.20% for GDE and 0.28% for QGRW.

Which has better risk-adjusted returns?

QGRW currently has the higher Sharpe Ratio (2.02 vs 1.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.