GDMN vs. USFR
GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - GDMN is a Commodities fund actively managed by WisdomTree, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. GDMN is actively managed, while USFR is passively managed. Over the past 3 years, GDMN returned 60.95%/yr vs 4.76%/yr for USFR. At a 0.02 correlation, their price movements are largely independent. GDMN charges 0.45%/yr vs 0.15%/yr for USFR.
Performance
GDMN vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, GDMN achieves a -4.13% return, which is significantly lower than USFR's 1.60% return.
GDMN
- 1D
- -3.68%
- 1M
- -2.43%
- YTD
- -4.13%
- 6M
- 2.73%
- 1Y
- 76.93%
- 3Y*
- 60.95%
- 5Y*
- —
- 10Y*
- —
USFR
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.60%
- 6M
- 1.98%
- 1Y
- 4.03%
- 3Y*
- 4.76%
- 5Y*
- 3.66%
- 10Y*
- 2.47%
GDMN vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -4.13% | 237.09% | 28.23% | 12.97% | -14.62% | 5.11% |
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 5.18% | 1.98% | 0.00% |
Correlation
The correlation between GDMN and USFR is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2021 | 0.02 |
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Return for Risk
GDMN vs. USFR — Risk / Return Rank
GDMN
USFR
GDMN vs. USFR - 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 WisdomTree Floating Rate Treasury Fund (USFR). 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.
| GDMN | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.85 | ||
| Sortino ratioReturn per unit of downside risk | -48.96 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 13.43 | -12.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 203.42 | -201.44 |
| Martin ratioReturn relative to average drawdown | 4.68 | 787.84 | -783.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GDMN | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 15.11 | -13.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 9.26 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 3.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.60 | -0.80 |
Drawdowns
GDMN vs. USFR - Drawdown Comparison
The maximum GDMN drawdown since its inception was -52.82%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for GDMN and USFR.
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Drawdown Indicators
| GDMN | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.82% | -1.36% | -51.46% |
Max Drawdown (1Y)Largest decline over 1 year | -39.03% | -0.02% | -39.01% |
Max Drawdown (3Y)Largest decline over 3 years | -39.03% | -0.06% | -38.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -37.06% | 0.00% | -37.06% |
Average DrawdownAverage peak-to-trough decline | -18.89% | -0.16% | -18.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.51% | 0.01% | +16.50% |
Volatility
GDMN vs. USFR - Volatility Comparison
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a higher volatility of 17.94% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that GDMN's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDMN | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.94% | 0.06% | +17.88% |
Volatility (6M)Calculated over the trailing 6-month period | 51.79% | 0.18% | +51.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.32% | 0.27% | +61.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.59% | 0.40% | +47.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.59% | 0.81% | +46.78% |
GDMN vs. USFR - Expense Ratio Comparison
GDMN has a 0.45% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
GDMN vs. USFR - Dividend Comparison
GDMN's dividend yield for the trailing twelve months is around 2.82%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 2.82% | 2.70% | 9.44% | 7.69% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
GDMN and USFR have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDMN has higher volatility (17.94%) compared to USFR (0.06%). In terms of maximum drawdown, GDMN dropped -52.82% vs USFR's -1.36%.
On 3-year performance, GDMN leads with 60.95% vs 4.76% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. 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 60.95% return vs 4.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USFR is cheaper with a 0.15% expense ratio, compared with 0.45% for GDMN.
USFR has the higher dividend yield at 3.91%, compared with 2.82% for GDMN.
GDMN is categorized as Commodities, while USFR is Government Bonds. Their fees differ too: 0.45% for GDMN and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (15.11 vs 1.26), 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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