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GDMN vs. VST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDMN vs. VST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) and Vistra Corp. (VST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDMN achieves a -11.31% return, which is significantly lower than VST's 1.64% return.


GDMN

1D
-2.56%
1M
-10.55%
YTD
-11.31%
6M
-13.58%
1Y
65.62%
3Y*
56.96%
5Y*
10Y*

VST

1D
3.10%
1M
4.79%
YTD
1.64%
6M
0.72%
1Y
-11.19%
3Y*
89.26%
5Y*
59.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDMN vs. VST - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
-11.31%237.09%28.23%12.97%-14.62%6.93%
VST
Vistra Corp.
1.64%17.66%261.52%70.73%5.08%10.00%

Correlation

The correlation between GDMN and VST is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2021

0.19

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Return for Risk

GDMN vs. VST — Risk / Return Rank

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

GDMN
GDMN Risk / Return Rank: 2929
Overall Rank
GDMN Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 2828
Sortino Ratio Rank
GDMN Omega Ratio Rank: 3333
Omega Ratio Rank
GDMN Calmar Ratio Rank: 2828
Calmar Ratio Rank
GDMN Martin Ratio Rank: 2626
Martin Ratio Rank

VST
VST Risk / Return Rank: 3434
Overall Rank
VST Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VST Sortino Ratio Rank: 3333
Sortino Ratio Rank
VST Omega Ratio Rank: 3333
Omega Ratio Rank
VST Calmar Ratio Rank: 3434
Calmar Ratio Rank
VST Martin Ratio Rank: 3535
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.

GDMN vs. VST - 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 Vistra Corp. (VST). 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.


GDMNVSTDifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.21

1.01

+0.20

Calmar ratioReturn relative to maximum drawdown

1.31

-0.24

+1.55

Martin ratioReturn relative to average drawdown

3.42

-0.44

+3.86

GDMN vs. VST - Sharpe Ratio Comparison

The current GDMN Sharpe Ratio is 1.00, which is higher than the VST Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of GDMN and VST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GDMN vs. VST - Drawdown Comparison

The maximum GDMN drawdown since its inception was -52.82%, roughly equal to the maximum VST drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for GDMN and VST.


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Drawdown Indicators


GDMNVSTDifference

Max Drawdown

Largest peak-to-trough decline

-52.82%

-53.32%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-48.76%

-38.01%

-10.75%

Max Drawdown (3Y)

Largest decline over 3 years

-48.76%

-48.80%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-48.80%

Current Drawdown

Current decline from peak

-41.78%

-24.65%

-17.13%

Average Drawdown

Average peak-to-trough decline

-19.09%

-13.74%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.58%

21.01%

-2.43%

Volatility

GDMN vs. VST - Volatility Comparison

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a higher volatility of 22.11% compared to Vistra Corp. (VST) at 15.35%. This indicates that GDMN's price experiences larger fluctuations and is considered to be riskier than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDMNVSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.11%

15.35%

+6.76%

Volatility (6M)

Calculated over the trailing 6-month period

54.94%

37.77%

+17.17%

Volatility (1Y)

Calculated over the trailing 1-year period

63.83%

48.88%

+14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.18%

48.01%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.18%

42.22%

+5.96%

Dividends

GDMN vs. VST - Dividend Comparison

GDMN's dividend yield for the trailing twelve months is around 3.05%, more than VST's 0.42% yield.


PositionTTM2025202420232022202120202019201820172016
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
3.05%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%
VST
Vistra Corp.
0.42%0.56%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%

Frequently Asked Questions


GDMN and VST have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDMN has higher volatility (22.11%) compared to VST (15.35%). In terms of maximum drawdown, GDMN dropped -52.82% vs VST's -53.32%.

GDMN currently has the higher Sharpe Ratio (1.00 vs -0.19), 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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