GDE vs. RSST

Last updated Jun 9, 2026

GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - GDE is a Gold fund actively managed by WisdomTree, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. Both are actively managed. Over the past year, GDE returned 47.93% vs 47.84% for RSST. A 0.63 correlation means they provide meaningful diversification when combined. GDE charges 0.20%/yr vs 1.04%/yr for RSST.

Performance

GDE vs. RSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GDE achieves a 5.74% return, which is significantly lower than RSST's 15.10% return.

GDE

• 1D: 0.95%
• 1M: -7.44%
• YTD: 5.74%
• 6M: 8.50%
• 1Y: 47.93%
• 3Y*: 44.47%
• 5Y*: —
• 10Y*: —

RSST

• 1D: 1.18%
• 1M: -1.24%
• YTD: 15.10%
• 6M: 18.35%
• 1Y: 47.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GDE vs. RSST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	5.74%	73.76%	44.79%	12.98%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	15.10%	19.91%	18.37%	1.56%

Correlation

The correlation between GDE and RSST is 0.65, 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	0.65
Correlation (All Time) Calculated using the full available price history since Sep 7, 2023	0.63

The correlation between GDE and RSST has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.

GDE vs. RSST - Sectors Allocation Comparison

Sectors	GDE	RSST
Technology	35.6%	30.7%
Financial Services	12.2%	14.6%
Communication Services	12.2%	9.6%
Consumer Cyclical	10.1%	9.2%
Healthcare	8.3%	8.2%
Industrials	7.6%	8.8%
Consumer Defensive	5.5%	6.0%
Energy	3.4%	5.4%
Utilities	2.1%	2.7%
Real Estate	1.6%	1.6%
Basic Materials	1.4%	3.4%

Return for Risk

GDE vs. RSST — Risk / Return Rank

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

GDE

GDE Risk / Return Rank: 49
GDE Sharpe Ratio Rank: 54
GDE Sortino Ratio Rank: 47
GDE Omega Ratio Rank: 54
GDE Calmar Ratio Rank: 47
GDE Martin Ratio Rank: 43

RSST

RSST Risk / Return Rank: 72
RSST Sharpe Ratio Rank: 71
RSST Sortino Ratio Rank: 58
RSST Omega Ratio Rank: 66
RSST Calmar Ratio Rank: 84
RSST Martin Ratio Rank: 80

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. RSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). 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	RSST	Difference
Sharpe ratio: Return per unit of total volatility	1.66	2.08	-0.42
Sortino ratio: Return per unit of downside risk	2.07	2.48	-0.41
Omega ratio: Gain probability vs. loss probability	1.31	1.36	-0.05
Calmar ratio: Return relative to maximum drawdown	2.13	4.11	-1.98
Martin ratio: Return relative to average drawdown	6.49	14.27	-7.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GDE vs. RSST - Sharpe Ratio Comparison

The current GDE Sharpe Ratio is 1.66, which is comparable to the RSST Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of GDE and RSST, 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	RSST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	2.08	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	0.83	+0.27

Drawdowns

GDE vs. RSST - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, roughly equal to the maximum RSST drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for GDE and RSST.

Drawdown Indicators

	GDE	RSST	Difference
Max Drawdown Largest peak-to-trough decline	-32.01%	-30.80%	-1.21%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	-11.71%	-10.95%
Max Drawdown (3Y) Largest decline over 3 years	-22.66%	—	—
Current Drawdown Current decline from peak	-14.44%	-6.13%	-8.31%
Average Drawdown Average peak-to-trough decline	-7.90%	-6.02%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.40%	3.36%	+4.04%

Volatility

GDE vs. RSST - Volatility Comparison

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST) have volatilities of 8.25% and 8.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GDE	RSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.25%	8.19%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	25.04%	16.86%	+8.18%
Volatility (1Y) Calculated over the trailing 1-year period	29.09%	23.18%	+5.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.26%	24.45%	+1.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.26%	24.45%	+1.81%

GDE vs. RSST - Expense Ratio Comparison

GDE has a 0.20% expense ratio, which is lower than RSST's 1.04% expense ratio.

Dividends

GDE vs. RSST - Dividend Comparison

GDE's dividend yield for the trailing twelve months is around 4.09%, more than RSST's 0.98% yield.

Position	TTM	2025	2024	2023	2022
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.09%	4.32%	7.14%	2.22%	0.81%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.98%	1.12%	0.09%	0.93%	0.00%

Frequently Asked Questions

Can I hold both GDE and RSST in my portfolio?

GDE and RSST have a correlation of 0.65, 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 RSST?

GDE has higher volatility (8.25%) compared to RSST (8.19%). In terms of maximum drawdown, GDE dropped -32.01% vs RSST's -30.80%.

Which ETF is better, GDE or RSST?

On 1-year performance, GDE leads with 47.93% vs 47.84% for RSST. On fees, GDE is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GDE or RSST?

Over the 1-year period, GDE has performed better with a 47.93% return vs 47.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GDE or RSST?

GDE is cheaper with a 0.20% expense ratio, compared with 1.04% for RSST.

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

GDE has the higher dividend yield at 4.09%, compared with 0.98% for RSST.

What is the main difference between GDE and RSST?

GDE is categorized as Gold, while RSST is Large Cap Blend Equities. They also come from different issuers: WisdomTree and Return Stacked. Their fees differ too: 0.20% for GDE and 1.04% for RSST.

Which has better risk-adjusted returns?

RSST currently has the higher Sharpe Ratio (2.08 vs 1.66), 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.