GDE vs. USFR
Compare and contrast key facts about WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
GDE and USFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GDE is an actively managed fund by WisdomTree. It was launched on Mar 15, 2022. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Performance
GDE vs. USFR - Performance Comparison
Loading graphics...
GDE vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.73% | 73.76% | 44.79% | 33.85% | -18.67% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.93% | 4.23% | 5.47% | 5.18% | 1.78% |
Returns By Period
In the year-to-date period, GDE achieves a 3.73% return, which is significantly higher than USFR's 0.93% return.
GDE
- 1D
- 1.62%
- 1M
- -13.97%
- YTD
- 3.73%
- 6M
- 15.80%
- 1Y
- 62.68%
- 3Y*
- 44.97%
- 5Y*
- —
- 10Y*
- —
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 0.93%
- 6M
- 2.00%
- 1Y
- 4.10%
- 3Y*
- 4.89%
- 5Y*
- 3.52%
- 10Y*
- 2.41%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GDE vs. USFR - Expense Ratio Comparison
GDE has a 0.20% expense ratio, which is higher than USFR's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
GDE vs. USFR — Risk / Return Rank
GDE
USFR
GDE vs. USFR - 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 Bloomberg Floating Rate Treasury Fund (USFR). 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 | USFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 14.37 | -12.42 |
Sortino ratioReturn per unit of downside risk | 2.47 | 42.77 | -40.30 |
Omega ratioGain probability vs. loss probability | 1.37 | 10.64 | -9.27 |
Calmar ratioReturn relative to maximum drawdown | 2.77 | 103.21 | -100.44 |
Martin ratioReturn relative to average drawdown | 10.77 | 658.56 | -647.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GDE | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 14.37 | -12.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 8.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 3.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.57 | -0.44 |
Correlation
The correlation between GDE and USFR is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GDE vs. USFR - Dividend Comparison
GDE's dividend yield for the trailing twelve months is around 4.16%, more than USFR's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.00% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Drawdowns
GDE vs. USFR - Drawdown Comparison
The maximum GDE drawdown since its inception was -32.01%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for GDE and USFR.
Loading graphics...
Drawdown Indicators
| GDE | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -1.36% | -30.65% |
Max Drawdown (1Y)Largest decline over 1 year | -22.66% | -0.04% | -22.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -16.07% | 0.00% | -16.07% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -0.16% | -7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 0.01% | +5.83% |
Volatility
GDE vs. USFR - Volatility Comparison
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 12.02% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GDE | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 0.08% | +11.94% |
Volatility (6M)Calculated over the trailing 6-month period | 25.26% | 0.19% | +25.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.25% | 0.29% | +31.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.19% | 0.41% | +25.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.19% | 0.81% | +25.38% |