GDE vs. WRB
GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree, while WRB (W. R. Berkley Corporation) is a stock. Over the past 3 years, GDE returned 42.64%/yr vs 24.41%/yr for WRB. At a 0.13 correlation, their price movements are largely independent.
Performance
GDE vs. WRB - Performance Comparison
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Returns By Period
In the year-to-date period, GDE achieves a 3.16% return, which is significantly higher than WRB's -2.51% return.
GDE
- 1D
- 0.67%
- 1M
- -9.22%
- YTD
- 3.16%
- 6M
- 4.00%
- 1Y
- 40.98%
- 3Y*
- 42.64%
- 5Y*
- —
- 10Y*
- —
WRB
- 1D
- 1.08%
- 1M
- 2.74%
- YTD
- -2.51%
- 6M
- 0.17%
- 1Y
- -4.36%
- 3Y*
- 24.41%
- 5Y*
- 17.90%
- 10Y*
- 17.92%
GDE vs. WRB - 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% |
WRB W. R. Berkley Corporation | -2.51% | 23.02% | 27.19% | 0.25% | 17.16% |
Correlation
The correlation between GDE and WRB is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.13 |
The correlation between GDE and WRB shifts across timeframes, from -0.06 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GDE vs. WRB — Risk / Return Rank
GDE
WRB
GDE vs. WRB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and W. R. Berkley Corporation (WRB). 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 | WRB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.98 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.29 | +2.12 |
| Martin ratioReturn relative to average drawdown | 5.36 | -0.54 | +5.90 |
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Drawdowns
GDE vs. WRB - Drawdown Comparison
The maximum GDE drawdown since its inception was -32.01%, smaller than the maximum WRB drawdown of -69.33%. Use the drawdown chart below to compare losses from any high point for GDE and WRB.
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Drawdown Indicators
| GDE | WRB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -69.33% | +37.32% |
Max Drawdown (1Y)Largest decline over 1 year | -22.66% | -17.62% | -5.04% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -17.62% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.35% | — |
Current DrawdownCurrent decline from peak | -16.53% | -11.49% | -5.04% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -14.58% | +6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 9.29% | -1.56% |
Volatility
GDE vs. WRB - Volatility Comparison
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 10.77% compared to W. R. Berkley Corporation (WRB) at 7.63%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than WRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDE | WRB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.77% | 7.63% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 25.97% | 15.08% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.88% | 21.37% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.09% | 22.83% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.09% | 24.56% | +2.53% |
Dividends
GDE vs. WRB - Dividend Comparison
GDE's dividend yield for the trailing twelve months is around 4.19%, more than WRB's 2.72% 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% |
WRB W. R. Berkley Corporation | 2.72% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Frequently Asked Questions
GDE and WRB have a correlation of -0.06, 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 WRB (7.63%). In terms of maximum drawdown, GDE dropped -32.01% vs WRB's -69.33%.
GDE currently has the higher Sharpe Ratio (1.39 vs -0.24), 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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