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GDE vs. SPUC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GDE vs. SPUC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Simplify US Equity PLUS Upside Convexity ETF (SPUC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.96%
13.56%
GDE
SPUC

Returns By Period

In the year-to-date period, GDE achieves a 46.51% return, which is significantly higher than SPUC's 32.73% return.


GDE

YTD

46.51%

1M

-1.63%

6M

18.95%

1Y

57.52%

5Y (annualized)

N/A

10Y (annualized)

N/A

SPUC

YTD

32.73%

1M

1.38%

6M

13.56%

1Y

41.93%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


GDESPUC
Sharpe Ratio2.912.08
Sortino Ratio3.522.78
Omega Ratio1.471.36
Calmar Ratio5.482.86
Martin Ratio19.528.70
Ulcer Index3.01%4.78%
Daily Std Dev20.20%19.99%
Max Drawdown-32.01%-29.20%
Current Drawdown-3.22%-3.26%

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GDE vs. SPUC - Expense Ratio Comparison

GDE has a 0.20% expense ratio, which is lower than SPUC's 0.29% expense ratio.


SPUC
Simplify US Equity PLUS Upside Convexity ETF
Expense ratio chart for SPUC: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for GDE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Correlation

-0.50.00.51.00.7

The correlation between GDE and SPUC is 0.70, 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.

Risk-Adjusted Performance

GDE vs. SPUC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Simplify US Equity PLUS Upside Convexity ETF (SPUC). 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.


Sharpe ratio
The chart of Sharpe ratio for GDE, currently valued at 2.91, compared to the broader market0.002.004.006.002.912.08
The chart of Sortino ratio for GDE, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.0012.003.522.78
The chart of Omega ratio for GDE, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.36
The chart of Calmar ratio for GDE, currently valued at 5.48, compared to the broader market0.005.0010.0015.005.482.86
The chart of Martin ratio for GDE, currently valued at 19.52, compared to the broader market0.0020.0040.0060.0080.00100.0019.528.70
GDE
SPUC

The current GDE Sharpe Ratio is 2.91, which is higher than the SPUC Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of GDE and SPUC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.91
2.08
GDE
SPUC

Dividends

GDE vs. SPUC - Dividend Comparison

GDE's dividend yield for the trailing twelve months is around 6.95%, more than SPUC's 0.99% yield.


TTM2023202220212020
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
6.95%2.22%0.81%0.00%0.00%
SPUC
Simplify US Equity PLUS Upside Convexity ETF
0.99%1.33%1.53%2.10%0.75%

Drawdowns

GDE vs. SPUC - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, which is greater than SPUC's maximum drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for GDE and SPUC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.22%
-3.26%
GDE
SPUC

Volatility

GDE vs. SPUC - Volatility Comparison

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Simplify US Equity PLUS Upside Convexity ETF (SPUC) have volatilities of 6.77% and 6.46%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
6.46%
GDE
SPUC