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GDT vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDT vs. GDMN - 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 Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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GDT vs. GDMN - Yearly Performance Comparison


Returns By Period


GDT

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

GDMN

1D
9.38%
1M
-27.72%
YTD
8.77%
6M
31.63%
1Y
140.14%
3Y*
65.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDT vs. GDMN - Expense Ratio Comparison

GDT has a 0.30% expense ratio, which is lower than GDMN's 0.45% expense ratio.


Return for Risk

GDT vs. GDMN — Risk / Return Rank

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

GDT

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
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. GDMN - 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 Gold Miners Strategy Fund (GDMN). 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. GDMN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GDTGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

0.94

-1.39

Correlation

The correlation between GDT and GDMN 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. GDMN - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 0.09%, less than GDMN's 2.48% yield.


TTM2025202420232022
GDT
WisdomTree Efficient TIPS Plus Gold Fund
0.09%0.00%0.00%0.00%0.00%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.48%2.70%9.44%7.69%1.44%

Drawdowns

GDT vs. GDMN - Drawdown Comparison

The maximum GDT drawdown since its inception was -18.06%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for GDT and GDMN.


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Drawdown Indicators


GDTGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-18.06%

-52.82%

+34.76%

Max Drawdown (1Y)

Largest decline over 1 year

-39.03%

Current Drawdown

Current decline from peak

-12.30%

-28.60%

+16.30%

Average Drawdown

Average peak-to-trough decline

-7.30%

-18.45%

+11.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

Volatility

GDT vs. GDMN - Volatility Comparison


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Volatility by Period


GDTGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.97%

Volatility (6M)

Calculated over the trailing 6-month period

53.89%

Volatility (1Y)

Calculated over the trailing 1-year period

43.16%

63.99%

-20.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.16%

47.19%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.16%

47.19%

-4.03%