GDT vs. WEEI

Last updated Jul 17, 2026

GDT (WisdomTree Efficient TIPS Plus Gold Fund) and WEEI (Westwood Salient Enhanced Energy Income ETF) are both exchange-traded funds - GDT is a Tactical Allocation fund actively managed by WisdomTree, while WEEI is a Energy Equities fund actively managed by Westwood. Both are actively managed. At a correlation of -0.10, they often move in opposite directions. GDT charges 0.30%/yr vs 0.85%/yr for WEEI.

Performance

GDT vs. WEEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient TIPS Plus Gold Fund (GDT) and Westwood Salient Enhanced Energy Income ETF (WEEI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GDT

• 1D: -1.65%
• 1M: -7.70%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEEI

• 1D: 0.68%
• 1M: 2.90%
• 6M: 12.52%
• YTD: 16.66%
• 1Y: 25.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GDT vs. WEEI - Yearly Performance Comparison

	2026 (YTD)
GDT WisdomTree Efficient TIPS Plus Gold Fund	-16.63%
WEEI Westwood Salient Enhanced Energy Income ETF	10.63%

Correlation

The correlation between GDT and WEEI is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 22, 2026	-0.10

Return for Risk

GDT vs. WEEI — Risk / Return Rank

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

GDT

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

WEEI

WEEI Risk / Return Rank: 62
WEEI Sharpe Ratio Rank: 68
WEEI Sortino Ratio Rank: 61
WEEI Omega Ratio Rank: 62
WEEI Calmar Ratio Rank: 63
WEEI Martin Ratio Rank: 55

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. WEEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient TIPS Plus Gold Fund (GDT) and Westwood Salient Enhanced Energy Income ETF (WEEI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GDT	WEEI	Difference
Sharpe ratio: Return per unit of total volatility	—	1.76	—
Sortino ratio: Return per unit of downside risk	—	2.32	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.51	—
Martin ratio: Return relative to average drawdown	—	7.62	—

Drawdowns

GDT vs. WEEI - Drawdown Comparison

The maximum GDT drawdown since its inception was -24.66%, which is greater than WEEI's maximum drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for GDT and WEEI.

Drawdown Indicators

	GDT	WEEI	Difference
Max Drawdown Largest peak-to-trough decline	-24.66%	-18.78%	-5.88%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.27%	—
Current Drawdown Current decline from peak	-24.60%	-4.54%	-20.06%
Average Drawdown Average peak-to-trough decline	-12.64%	-4.30%	-8.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.37%	—

Volatility

Volatility by Period

	GDT	WEEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.99%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	31.69%	14.63%	+17.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.69%	18.33%	+13.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.69%	18.33%	+13.36%

GDT vs. WEEI - Expense Ratio Comparison

GDT has a 0.30% expense ratio, which is lower than WEEI's 0.85% expense ratio.

Dividends

GDT vs. WEEI - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 2.78%, less than WEEI's 11.55% yield.

Position	TTM	2025	2024
GDT WisdomTree Efficient TIPS Plus Gold Fund	2.78%	0.00%	0.00%
WEEI Westwood Salient Enhanced Energy Income ETF	11.55%	12.59%	7.20%

Frequently Asked Questions

Can I hold both GDT and WEEI in my portfolio?

GDT and WEEI have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GDT or WEEI?

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.

Which ETF is cheaper, GDT or WEEI?

GDT is cheaper with a 0.30% expense ratio, compared with 0.85% for WEEI.

Which ETF pays a higher dividend yield, GDT or WEEI?

WEEI has the higher dividend yield at 11.55%, compared with 2.78% for GDT.

What is the main difference between GDT and WEEI?

GDT is categorized as Tactical Allocation, while WEEI is Energy Equities. They also come from different issuers: WisdomTree and Westwood. Their fees differ too: 0.30% for GDT and 0.85% for WEEI.