PortfoliosLab logoPortfoliosLab logo
GDT vs. QGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDT vs. QGRW - Performance Comparison

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

Loading graphics...

GDT vs. QGRW - Yearly Performance Comparison


Returns By Period


GDT

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

QGRW

1D
1.24%
1M
-4.85%
YTD
-7.80%
6M
-6.06%
1Y
22.02%
3Y*
24.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GDT vs. QGRW - Expense Ratio Comparison

GDT has a 0.30% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Return for Risk

GDT vs. QGRW — Risk / Return Rank

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

GDT

QGRW
QGRW Risk / Return Rank: 5353
Overall Rank
QGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5353
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5252
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5656
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5555
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. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient TIPS Plus Gold Fund (GDT) and WisdomTree U.S. Quality Growth Fund (QGRW). 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. QGRW - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


GDTQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

1.32

-1.61

Correlation

The correlation between GDT and QGRW is 0.29, 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. QGRW - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 0.09%, which matches QGRW's 0.09% yield.


TTM202520242023
GDT
WisdomTree Efficient TIPS Plus Gold Fund
0.09%0.00%0.00%0.00%
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%

Drawdowns

GDT vs. QGRW - Drawdown Comparison

The maximum GDT drawdown since its inception was -18.06%, smaller than the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for GDT and QGRW.


Loading graphics...

Drawdown Indicators


GDTQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-18.06%

-24.40%

+6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

Current Drawdown

Current decline from peak

-11.04%

-10.67%

-0.37%

Average Drawdown

Average peak-to-trough decline

-7.38%

-3.33%

-4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

Volatility

GDT vs. QGRW - Volatility Comparison


Loading graphics...

Volatility by Period


GDTQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

Volatility (1Y)

Calculated over the trailing 1-year period

42.83%

24.20%

+18.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.83%

21.23%

+21.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.83%

21.23%

+21.60%