GDE vs. VTI
GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - GDE is a Gold fund actively managed by WisdomTree, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. GDE is actively managed, while VTI is passively managed. Over the past 3 years, GDE returned 42.64%/yr vs 20.60%/yr for VTI. A 0.65 correlation means they provide meaningful diversification when combined. GDE charges 0.20%/yr vs 0.03%/yr for VTI.
Performance
GDE vs. VTI - 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 VTI's 9.62% return.
GDE
- 1D
- 0.67%
- 1M
- -9.22%
- YTD
- 3.16%
- 6M
- 4.00%
- 1Y
- 40.98%
- 3Y*
- 42.64%
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- 0.57%
- 1M
- -0.28%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 26.27%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
GDE vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -11.54% |
Correlation
The correlation between GDE and VTI is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.65 |
The correlation between GDE and VTI has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
GDE vs. VTI — Risk / Return Rank
GDE
VTI
GDE vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.79 | -0.96 |
| Martin ratioReturn relative to average drawdown | 5.36 | 12.52 | -7.16 |
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Drawdowns
GDE vs. VTI - Drawdown Comparison
The maximum GDE drawdown since its inception was -32.01%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GDE and VTI.
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Drawdown Indicators
| GDE | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -55.45% | +23.44% |
Max Drawdown (1Y)Largest decline over 1 year | -22.66% | -8.92% | -13.74% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -19.30% | -3.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -16.53% | -2.14% | -14.39% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -8.02% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 1.99% | +5.74% |
Volatility
GDE vs. VTI - Volatility Comparison
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 10.77% compared to Vanguard Total Stock Market ETF (VTI) at 4.50%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDE | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.77% | 4.50% | +6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 25.97% | 9.82% | +16.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.88% | 12.64% | +17.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.09% | 17.47% | +9.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.09% | 18.33% | +8.76% |
GDE vs. VTI - Expense Ratio Comparison
GDE has a 0.20% expense ratio, which is higher than VTI's 0.03% 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%.
Dividends
GDE vs. VTI - Dividend Comparison
GDE's dividend yield for the trailing twelve months is around 4.19%, more than VTI's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
GDE and VTI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (10.77%) compared to VTI (4.50%). In terms of maximum drawdown, GDE dropped -32.01% vs VTI's -55.45%.
On 3-year performance, GDE leads with 42.64% vs 20.60% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 42.64% return vs 20.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.20% for GDE.
GDE has the higher dividend yield at 4.19%, compared with 1.03% for VTI.
GDE is categorized as Gold, while VTI is Large Cap Blend Equities. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.20% for GDE and 0.03% for VTI.
VTI currently has the higher Sharpe Ratio (1.97 vs 1.39), 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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