GDE vs. SFM
GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree, while SFM (Sprouts Farmers Market, Inc.) is a stock. Over the past 3 years, GDE returned 42.64%/yr vs 35.31%/yr for SFM. At a 0.14 correlation, their price movements are largely independent.
Performance
GDE vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, GDE achieves a 3.16% return, which is significantly lower than SFM's 8.36% return.
GDE
- 1D
- 0.67%
- 1M
- -9.22%
- YTD
- 3.16%
- 6M
- 4.00%
- 1Y
- 40.98%
- 3Y*
- 42.64%
- 5Y*
- —
- 10Y*
- —
SFM
- 1D
- -2.03%
- 1M
- 0.96%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.33%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
GDE vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.16% | 73.76% | 44.79% | 33.85% | -8.58% |
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 4.39% |
Correlation
The correlation between GDE and SFM is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.14 |
The correlation between GDE and SFM shifts across timeframes, from -0.09 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GDE vs. SFM — Risk / Return Rank
GDE
SFM
GDE vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Sprouts Farmers Market, Inc. (SFM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GDE | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.37 | ||
| Sortino ratioReturn per unit of downside risk | +3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.81 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.73 | +2.56 |
| Martin ratioReturn relative to average drawdown | 5.36 | -0.99 | +6.35 |
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Drawdowns
GDE vs. SFM - Drawdown Comparison
The maximum GDE drawdown since its inception was -32.01%, smaller than the maximum SFM drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for GDE and SFM.
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Drawdown Indicators
| GDE | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -72.88% | +40.87% |
Max Drawdown (1Y)Largest decline over 1 year | -22.66% | -62.17% | +39.51% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -63.48% | +40.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -63.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.48% | — |
Current DrawdownCurrent decline from peak | -16.53% | -51.91% | +35.38% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -40.28% | +32.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 45.41% | -37.68% |
Volatility
GDE vs. SFM - Volatility Comparison
The current volatility for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) is 10.77%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 12.50%. This indicates that GDE experiences smaller price fluctuations and is considered to be less risky than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDE | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.77% | 12.50% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 25.97% | 30.32% | -4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.88% | 46.09% | -16.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.09% | 39.23% | -12.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.09% | 37.82% | -10.73% |
Dividends
GDE vs. SFM - Dividend Comparison
GDE's dividend yield for the trailing twelve months is around 4.19%, while SFM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% |
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GDE and SFM have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (12.50%) compared to GDE (10.77%). In terms of maximum drawdown, GDE dropped -32.01% vs SFM's -72.88%.
GDE currently has the higher Sharpe Ratio (1.39 vs -0.98), 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.
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