GDT vs. DXJ

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Efficient TIPS Plus Gold Fund (GDT) and WisdomTree Japan Hedged Equity Fund (DXJ).

GDT and DXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GDT is an actively managed fund by WisdomTree. It was launched on Jan 22, 2026. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006.

Performance

GDT vs. DXJ - Performance Comparison

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

GDT vs. DXJ - Yearly Performance Comparison

	2026 (YTD)
GDT WisdomTree Efficient TIPS Plus Gold Fund	-3.92%
DXJ WisdomTree Japan Hedged Equity Fund	2.51%

Returns By Period

GDT

• 1D: 3.36%
• 1M: -10.31%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DXJ

• 1D: 2.59%
• 1M: -6.49%
• YTD: 10.00%
• 6M: 24.19%
• 1Y: 46.21%
• 3Y*: 34.37%
• 5Y*: 24.33%
• 10Y*: 17.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDT vs. DXJ - Expense Ratio Comparison

GDT has a 0.30% expense ratio, which is lower than DXJ's 0.48% expense ratio.

DXJ

WisdomTree Japan Hedged Equity Fund

GDT

WisdomTree Efficient TIPS Plus Gold Fund

Return for Risk

GDT vs. DXJ — Risk / Return Rank

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

DXJ

DXJ Risk / Return Rank: 93
DXJ Sharpe Ratio Rank: 92
DXJ Sortino Ratio Rank: 92
DXJ Omega Ratio Rank: 93
DXJ Calmar Ratio Rank: 93
DXJ Martin Ratio Rank: 94

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. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient TIPS Plus Gold Fund (GDT) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.

Sharpe Ratios by Period

	GDT	DXJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.04	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	0.41	-0.86

Correlation

The correlation between GDT and DXJ is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GDT vs. DXJ - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 0.09%, less than DXJ's 1.18% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GDT WisdomTree Efficient TIPS Plus Gold Fund	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DXJ WisdomTree Japan Hedged Equity Fund	1.18%	1.29%	3.48%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%

Drawdowns

GDT vs. DXJ - Drawdown Comparison

The maximum GDT drawdown since its inception was -18.06%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for GDT and DXJ.

Drawdown Indicators

	GDT	DXJ	Difference
Max Drawdown Largest peak-to-trough decline	-18.06%	-49.63%	+31.57%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.65%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.14%	—
Current Drawdown Current decline from peak	-12.30%	-6.79%	-5.51%
Average Drawdown Average peak-to-trough decline	-7.30%	-14.44%	+7.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.31%	—

Volatility

Volatility by Period

	GDT	DXJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.80%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	43.16%	22.77%	+20.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.16%	18.91%	+24.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.16%	20.50%	+22.66%