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GDE vs. WTV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 US Value ETF (WTV). The values are adjusted to include any dividend payments, if applicable.

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GDE vs. WTV - Yearly Performance Comparison


2026 (YTD)2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.73%73.76%44.79%33.85%-18.67%
WTV
WisdomTree US Value ETF
1.78%13.51%23.99%22.35%-5.70%

Returns By Period

In the year-to-date period, GDE achieves a 3.73% return, which is significantly higher than WTV's 1.78% return.


GDE

1D
1.62%
1M
-13.97%
YTD
3.73%
6M
15.80%
1Y
62.68%
3Y*
44.97%
5Y*
10Y*

WTV

1D
-0.31%
1M
-4.51%
YTD
1.78%
6M
4.75%
1Y
16.77%
3Y*
19.30%
5Y*
12.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 8888
Overall Rank
GDE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDE Omega Ratio Rank: 8888
Omega Ratio Rank
GDE Calmar Ratio Rank: 8787
Calmar Ratio Rank
GDE Martin Ratio Rank: 8787
Martin Ratio Rank

WTV
WTV Risk / Return Rank: 5151
Overall Rank
WTV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 5151
Sortino Ratio Rank
WTV Omega Ratio Rank: 5454
Omega Ratio Rank
WTV Calmar Ratio Rank: 4848
Calmar Ratio Rank
WTV Martin Ratio Rank: 5555
Martin Ratio Rank
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 US Value ETF (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.


GDEWTVDifference

Sharpe ratio

Return per unit of total volatility

1.95

0.93

+1.02

Sortino ratio

Return per unit of downside risk

2.47

1.42

+1.05

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.16

Calmar ratio

Return relative to maximum drawdown

2.77

1.29

+1.48

Martin ratio

Return relative to average drawdown

10.77

5.61

+5.16

GDE vs. WTV - Sharpe Ratio Comparison

The current GDE Sharpe Ratio is 1.95, which is higher than the WTV Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of GDE and WTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GDEWTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

0.93

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.62

+0.51

Correlation

The correlation between GDE and WTV is 0.53, 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.


Dividends

GDE vs. WTV - Dividend Comparison

GDE's dividend yield for the trailing twelve months is around 4.16%, more than WTV's 1.79% yield.


TTM202520242023202220212020201920182017
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%
WTV
WisdomTree US Value ETF
1.79%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%

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.


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Drawdown Indicators


GDEWTVDifference

Max Drawdown

Largest peak-to-trough decline

-32.01%

-42.18%

+10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

-13.20%

-9.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

Current Drawdown

Current decline from peak

-16.07%

-5.71%

-10.36%

Average Drawdown

Average peak-to-trough decline

-7.75%

-5.13%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

3.04%

+2.80%

Volatility

GDE vs. WTV - Volatility Comparison

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a higher volatility of 12.02% compared to WisdomTree US Value ETF (WTV) at 3.56%. 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.


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Volatility by Period


GDEWTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.02%

3.56%

+8.46%

Volatility (6M)

Calculated over the trailing 6-month period

25.26%

8.77%

+16.49%

Volatility (1Y)

Calculated over the trailing 1-year period

32.25%

18.01%

+14.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.19%

17.14%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.19%

20.36%

+5.83%