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GDXJ vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXJ vs. GDE - Performance Comparison

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

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Returns By Period

In the year-to-date period, GDXJ achieves a -11.59% return, which is significantly lower than GDE's 4.75% return.


GDXJ

1D
-10.11%
1M
-18.05%
YTD
-11.59%
6M
-3.54%
1Y
45.51%
3Y*
40.69%
5Y*
15.20%
10Y*
11.93%

GDE

1D
-5.84%
1M
-7.30%
YTD
4.75%
6M
6.10%
1Y
46.80%
3Y*
43.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXJ vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
GDXJ
VanEck Junior Gold Miners ETF
-11.59%172.28%15.67%7.12%-24.54%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.75%73.76%44.79%33.85%-18.67%

Correlation

The correlation between GDXJ and GDE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.71

The correlation between GDXJ and GDE has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

GDXJ vs. GDE — Risk / Return Rank

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

GDXJ
GDXJ Risk / Return Rank: 2626
Overall Rank
GDXJ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 2828
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 2727
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 2525
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 4444
Overall Rank
GDE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4141
Sortino Ratio Rank
GDE Omega Ratio Rank: 4848
Omega Ratio Rank
GDE Calmar Ratio Rank: 4343
Calmar Ratio Rank
GDE Martin Ratio Rank: 4141
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.

GDXJ vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Junior Gold Miners ETF (GDXJ) 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.


GDXJGDEDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratioReturn relative to maximum drawdown

1.28

2.07

-0.79

Martin ratioReturn relative to average drawdown

3.38

6.39

-3.00

GDXJ vs. GDE - Sharpe Ratio Comparison

The current GDXJ Sharpe Ratio is 0.90, which is lower than the GDE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of GDXJ and GDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GDXJGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.62

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.09

-1.04

Drawdowns

GDXJ vs. GDE - Drawdown Comparison

The maximum GDXJ drawdown since its inception was -88.66%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for GDXJ and GDE.


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Drawdown Indicators


GDXJGDEDifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-32.01%

-56.65%

Max Drawdown (1Y)

Largest decline over 1 year

-35.60%

-22.66%

-12.94%

Max Drawdown (3Y)

Largest decline over 3 years

-35.60%

-22.66%

-12.94%

Max Drawdown (5Y)

Largest decline over 5 years

-50.99%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

Current Drawdown

Current decline from peak

-35.60%

-15.24%

-20.36%

Average Drawdown

Average peak-to-trough decline

-60.49%

-7.89%

-52.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.49%

7.35%

+6.14%

Volatility

GDXJ vs. GDE - Volatility Comparison

VanEck Junior Gold Miners ETF (GDXJ) has a higher volatility of 17.56% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 8.15%. This indicates that GDXJ's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXJGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.56%

8.15%

+9.41%

Volatility (6M)

Calculated over the trailing 6-month period

42.70%

25.02%

+17.68%

Volatility (1Y)

Calculated over the trailing 1-year period

50.84%

29.04%

+21.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.33%

26.27%

+15.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.16%

26.27%

+17.89%

GDXJ vs. GDE - Expense Ratio Comparison

GDXJ has a 0.52% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

GDXJ vs. GDE - Dividend Comparison

GDXJ's dividend yield for the trailing twelve months is around 2.63%, less than GDE's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.12%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDXJ
VanEck Junior Gold Miners ETF
2.63%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%

Frequently Asked Questions


GDXJ and GDE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXJ has higher volatility (17.56%) compared to GDE (8.15%). In terms of maximum drawdown, GDXJ dropped -88.66% vs GDE's -32.01%.

On 3-year performance, GDE leads with 43.91% vs 40.69% for GDXJ. On fees, GDE is cheaper at 0.20% per year. On volatility, GDE has been the lower-risk option at 8.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GDE has performed better with a 43.91% return vs 40.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDE is cheaper with a 0.20% expense ratio, compared with 0.52% for GDXJ.

GDE has the higher dividend yield at 4.12%, compared with 2.63% for GDXJ.

They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.52% for GDXJ and 0.20% for GDE.

GDE currently has the higher Sharpe Ratio (1.62 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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