GDE vs. WTV

Last updated Jun 25, 2026

GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) and WTV (WisdomTree U.S. Value Fund) are both exchange-traded funds - GDE is a Gold fund actively managed by WisdomTree, while WTV is a Mid Cap Value Equities fund actively managed by WisdomTree. Both are actively managed. Over the past 3 years, GDE returned 39.47%/yr vs 21.36%/yr for WTV. A 0.53 correlation means they provide meaningful diversification when combined. GDE charges 0.20%/yr vs 0.12%/yr for WTV.

Performance

GDE vs. WTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) and WisdomTree U.S. Value Fund (WTV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GDE achieves a -3.38% return, which is significantly lower than WTV's 10.25% return.

GDE

• 1D: -2.89%
• 1M: -12.63%
• YTD: -3.38%
• 6M: -7.83%
• 1Y: 34.32%
• 3Y*: 39.47%
• 5Y*: —
• 10Y*: —

WTV

• 1D: 0.17%
• 1M: 0.43%
• YTD: 10.25%
• 6M: 9.28%
• 1Y: 21.61%
• 3Y*: 21.36%
• 5Y*: 13.27%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDE vs. WTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	-3.38%	73.76%	44.79%	33.85%	-8.58%
WTV WisdomTree U.S. Value Fund	10.25%	13.51%	23.99%	22.35%	-4.57%

Correlation

The correlation between GDE and WTV is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022	0.53

The correlation between GDE and WTV shifts across timeframes, from 0.37 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GDE vs. WTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GDE

GDE Risk / Return Rank: 33
GDE Sharpe Ratio Rank: 34
GDE Sortino Ratio Rank: 30
GDE Omega Ratio Rank: 35
GDE Calmar Ratio Rank: 33
GDE Martin Ratio Rank: 31

WTV

WTV Risk / Return Rank: 63
WTV Sharpe Ratio Rank: 61
WTV Sortino Ratio Rank: 65
WTV Omega Ratio Rank: 60
WTV Calmar Ratio Rank: 67
WTV Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GDE vs. WTV - 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 U.S. Value Fund (WTV). 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	WTV	Difference
Sharpe ratio: Return per unit of total volatility	1.13	1.83	-0.70
Sortino ratio: Return per unit of downside risk	1.54	2.67	-1.13
Omega ratio: Gain probability vs. loss probability	1.22	1.33	-0.11
Calmar ratio: Return relative to maximum drawdown	1.52	3.04	-1.51
Martin ratio: Return relative to average drawdown	4.18	9.83	-5.65

GDE vs. WTV - Sharpe Ratio Comparison

The current GDE Sharpe Ratio is 1.13, which is lower than the WTV Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GDE and WTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GDE vs. WTV - Drawdown Comparison

The maximum GDE drawdown since its inception was -32.01%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for GDE and WTV.

Drawdown Indicators

	GDE	WTV	Difference
Max Drawdown Largest peak-to-trough decline	-32.01%	-42.18%	+10.17%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	-7.15%	-15.51%
Max Drawdown (3Y) Largest decline over 3 years	-22.66%	-18.49%	-4.17%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.30%	—
Current Drawdown Current decline from peak	-21.82%	-1.38%	-20.44%
Average Drawdown Average peak-to-trough decline	-7.99%	-5.03%	-2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.23%	2.20%	+6.03%

Volatility

GDE vs. WTV - Volatility Comparison

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 11.66% compared to WisdomTree U.S. Value Fund (WTV) at 3.36%. This indicates that GDE's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GDE	WTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.66%	3.36%	+8.30%
Volatility (6M) Calculated over the trailing 6-month period	26.64%	8.20%	+18.44%
Volatility (1Y) Calculated over the trailing 1-year period	30.45%	11.88%	+18.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.18%	17.08%	+10.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.18%	20.16%	+7.02%

GDE vs. WTV - Expense Ratio Comparison

GDE has a 0.20% expense ratio, which is higher than WTV's 0.12% 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. WTV - Dividend Comparison

GDE's dividend yield for the trailing twelve months is around 4.47%, more than WTV's 1.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.47%	4.32%	7.14%	2.22%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%
WTV WisdomTree U.S. Value Fund	1.65%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%

Frequently Asked Questions

Can I hold both GDE and WTV in my portfolio?

GDE and WTV have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GDE or WTV?

GDE has higher volatility (11.66%) compared to WTV (3.36%). In terms of maximum drawdown, GDE dropped -32.01% vs WTV's -42.18%.

Which ETF is better, GDE or WTV?

On 3-year performance, GDE leads with 39.47% vs 21.36% for WTV. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GDE or WTV?

Over the 3-year period, GDE has performed better with a 39.47% return vs 21.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GDE or WTV?

WTV is cheaper with a 0.12% expense ratio, compared with 0.20% for GDE.

Which ETF pays a higher dividend yield, GDE or WTV?

GDE has the higher dividend yield at 4.47%, compared with 1.65% for WTV.

What is the main difference between GDE and WTV?

GDE is categorized as Gold, while WTV is Mid Cap Value Equities. Their fees differ too: 0.20% for GDE and 0.12% for WTV.

Which has better risk-adjusted returns?

WTV currently has the higher Sharpe Ratio (1.83 vs 1.13), 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.