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GDT vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDT vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient TIPS Plus Gold Fund (GDT) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GDT

1D
-0.85%
1M
-1.71%
YTD
6M
1Y
3Y*
5Y*
10Y*

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDT vs. DHS - Yearly Performance Comparison


Correlation

The correlation between GDT and DHS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 23, 2026

0.18

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Return for Risk

GDT vs. DHS — Risk / Return Rank

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

GDT

DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
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.

GDT vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient TIPS Plus Gold Fund (GDT) and WisdomTree US High Dividend Fund (DHS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GDT vs. DHS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GDTDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

0.41

-1.03

Drawdowns

GDT vs. DHS - Drawdown Comparison

The maximum GDT drawdown since its inception was -18.06%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for GDT and DHS.


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Drawdown Indicators


GDTDHSDifference

Max Drawdown

Largest peak-to-trough decline

-18.06%

-67.25%

+49.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-16.07%

-2.60%

-13.47%

Average Drawdown

Average peak-to-trough decline

-9.90%

-9.55%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

Volatility

GDT vs. DHS - Volatility Comparison


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Volatility by Period


GDTDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

33.36%

10.01%

+23.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.36%

13.89%

+19.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.36%

16.08%

+17.28%

GDT vs. DHS - Expense Ratio Comparison

GDT has a 0.30% expense ratio, which is lower than DHS's 0.38% expense ratio.


Dividends

GDT vs. DHS - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 1.77%, less than DHS's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
GDT
WisdomTree Efficient TIPS Plus Gold Fund
1.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GDT and DHS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GDT is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GDT is cheaper with a 0.30% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.35%, compared with 1.77% for GDT.

GDT is categorized as Tactical Allocation, while DHS is Large Cap Value Equities. Their fees differ too: 0.30% for GDT and 0.38% for DHS.

Portfolio Optimizer

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