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GDT vs. GDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDT vs. GDE - Performance Comparison

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

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GDT vs. GDE - Yearly Performance Comparison


Returns By Period


GDT

1D
1.43%
1M
-10.12%
YTD
6M
1Y
3Y*
5Y*
10Y*

GDE

1D
1.62%
1M
-13.97%
YTD
3.73%
6M
15.80%
1Y
62.68%
3Y*
44.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDT vs. GDE - Expense Ratio Comparison

GDT has a 0.30% expense ratio, which is higher than GDE's 0.20% expense ratio.


Return for Risk

GDT vs. GDE — Risk / Return Rank

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

GDT

GDE
GDE Risk / Return Rank: 8888
Overall Rank
GDE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDE Omega Ratio Rank: 8888
Omega Ratio Rank
GDE Calmar Ratio Rank: 8787
Calmar Ratio Rank
GDE Martin Ratio Rank: 8787
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. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient TIPS Plus Gold Fund (GDT) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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. GDE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GDTGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

1.13

-1.43

Correlation

The correlation between GDT and GDE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GDT vs. GDE - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 0.09%, less than GDE's 4.16% yield.


TTM2025202420232022
GDT
WisdomTree Efficient TIPS Plus Gold Fund
0.09%0.00%0.00%0.00%0.00%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.16%4.32%7.14%2.22%0.81%

Drawdowns

GDT vs. GDE - Drawdown Comparison

The maximum GDT drawdown since its inception was -18.06%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for GDT and GDE.


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Drawdown Indicators


GDTGDEDifference

Max Drawdown

Largest peak-to-trough decline

-18.06%

-32.01%

+13.95%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

Current Drawdown

Current decline from peak

-11.04%

-16.07%

+5.03%

Average Drawdown

Average peak-to-trough decline

-7.38%

-7.75%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

Volatility

GDT vs. GDE - Volatility Comparison


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Volatility by Period


GDTGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.02%

Volatility (6M)

Calculated over the trailing 6-month period

25.26%

Volatility (1Y)

Calculated over the trailing 1-year period

42.83%

32.25%

+10.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.83%

26.19%

+16.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.83%

26.19%

+16.64%