GDMN vs. COM
GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) and COM (Direxion Auspice Broad Commodity Strategy ETF) are both Commodities funds. GDMN is actively managed, while COM is passively managed. Over the past 3 years, GDMN returned 54.79%/yr vs 8.10%/yr for COM. Their 0.49 correlation means their historical movements had little consistent relationship. GDMN charges 0.45%/yr vs 0.70%/yr for COM.
Performance
GDMN vs. COM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GDMN achieves a -21.29% return, which is significantly lower than COM's 15.98% return.
GDMN
- 1D
- 1.66%
- 1M
- -4.40%
- 6M
- -30.05%
- YTD
- -21.29%
- 1Y
- 49.41%
- 3Y*
- 54.79%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 31.15%
COM
- 1D
- -0.01%
- 1M
- 3.62%
- 6M
- 12.15%
- YTD
- 15.98%
- 1Y
- 25.71%
- 3Y*
- 8.10%
- 5Y*
- 8.38%
- 10Y*
- —
- ALL TIME*
- 7.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.46M | $1.65M | $5.10M | |
| $1.47M | $2.23M | $3.42M |
GDMN vs. COM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -21.29% | 237.09% | 28.23% | 12.97% | -14.62% | 6.93% |
COM Direxion Auspice Broad Commodity Strategy ETF | 15.98% | 7.72% | 5.81% | -2.09% | 9.17% | 1.99% |
Correlation
The correlation between GDMN and COM is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021 | 0.49 |
The correlation between GDMN and COM shifts across timeframes, from 0.39 (1 year) to 0.52 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GDMN vs. COM — Risk / Return Rank
GDMN
COM
GDMN vs. COM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.
| GDMN | COM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.49 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 3.38 | -2.43 |
| Martin ratioReturn relative to average drawdown | 1.99 | 10.17 | -8.18 |
Loading charts...
Drawdowns
GDMN vs. COM - Drawdown Comparison
The maximum GDMN drawdown since its inception was -52.82%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for GDMN and COM.
Loading charts...
Drawdown Indicators
| GDMN | COM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.82% | -15.95% | -36.87% |
Max Drawdown (1Y)Largest decline over 1 year | -52.02% | -7.63% | -44.39% |
Max Drawdown (3Y)Largest decline over 3 years | -52.02% | -8.50% | -43.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.02% | — |
Current DrawdownCurrent decline from peak | -48.33% | -3.70% | -44.63% |
Average DrawdownAverage peak-to-trough decline | -19.85% | -6.26% | -13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.95% | 2.54% | +22.41% |
Volatility
GDMN vs. COM - Volatility Comparison
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a higher volatility of 14.93% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 2.00%. This indicates that GDMN's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GDMN | COM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.93% | 2.00% | +12.93% |
Volatility (6M)Calculated over the trailing 6-month period | 49.31% | 7.48% | +41.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.05% | 10.08% | +54.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.34% | 9.44% | +38.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.34% | 9.73% | +38.61% |
GDMN vs. COM - Expense Ratio Comparison
GDMN has a 0.45% expense ratio, which is lower than COM's 0.70% expense ratio.
Dividends
GDMN vs. COM - Dividend Comparison
GDMN's dividend yield for the trailing twelve months is around 3.43%, more than COM's 2.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.51% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 3.43% | 2.70% | 9.44% | 7.69% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GDMN and COM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDMN has higher volatility (14.93%) compared to COM (2.00%). In terms of maximum drawdown, GDMN dropped -52.82% vs COM's -15.95%.
On 3-year performance, GDMN leads with 54.79% vs 8.10% for COM. On fees, GDMN is cheaper at 0.45% per year. On volatility, COM has been the lower-risk option at 2.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDMN has performed better with a 54.79% return vs 8.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDMN is cheaper with a 0.45% expense ratio, compared with 0.70% for COM.
GDMN has the higher dividend yield at 3.43%, compared with 2.51% for COM.
They also come from different issuers: WisdomTree and Direxion. Their fees differ too: 0.45% for GDMN and 0.70% for COM.
COM currently has the higher Sharpe Ratio (2.57 vs 0.76), 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.
Find the right allocation for GDMN and COM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer