HAFN vs. GDE

Last updated Apr 1, 2026

Compare and contrast key facts about Hafnia Limited (HAFN) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE).

GDE is an actively managed fund by WisdomTree. It was launched on Mar 15, 2022.

Performance

HAFN vs. GDE - Performance Comparison

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

HAFN vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
HAFN Hafnia Limited	46.02%	2.71%	-12.52%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	2.08%	73.76%	20.57%

Returns By Period

In the year-to-date period, HAFN achieves a 46.02% return, which is significantly higher than GDE's 2.08% return.

HAFN

• 1D: 1.74%
• 1M: 1.21%
• YTD: 46.02%
• 6M: 33.25%
• 1Y: 99.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GDE

• 1D: 5.90%
• 1M: -13.55%
• YTD: 2.08%
• 6M: 14.59%
• 1Y: 60.26%
• 3Y*: 44.20%
• 5Y*: —
• 10Y*: —

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

Return for Risk

HAFN vs. GDE — Risk / Return Rank

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

HAFN

HAFN Risk / Return Rank: 93
HAFN Sharpe Ratio Rank: 95
HAFN Sortino Ratio Rank: 93
HAFN Omega Ratio Rank: 92
HAFN Calmar Ratio Rank: 94
HAFN Martin Ratio Rank: 93

GDE

GDE Risk / Return Rank: 89
GDE Sharpe Ratio Rank: 90
GDE Sortino Ratio Rank: 89
GDE Omega Ratio Rank: 89
GDE Calmar Ratio Rank: 89
GDE Martin Ratio Rank: 90

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.

HAFN vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hafnia Limited (HAFN) 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.

	HAFN	GDE	Difference
Sharpe ratio Return per unit of total volatility	2.68	1.88	+0.80
Sortino ratio Return per unit of downside risk	3.24	2.40	+0.85
Omega ratio Gain probability vs. loss probability	1.42	1.36	+0.06
Calmar ratio Return relative to maximum drawdown	5.05	2.79	+2.27
Martin ratio Return relative to average drawdown	13.76	10.98	+2.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAFN vs. GDE - Sharpe Ratio Comparison

The current HAFN Sharpe Ratio is 2.68, which is higher than the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of HAFN and GDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HAFN	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	1.88	+0.80
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	1.11	-0.73

Correlation

The correlation between HAFN and GDE is 0.20, 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

HAFN vs. GDE - Dividend Comparison

HAFN's dividend yield for the trailing twelve months is around 7.18%, more than GDE's 4.23% yield.

	TTM	2025	2024	2023	2022
HAFN Hafnia Limited	7.18%	7.48%	20.25%	0.00%	0.00%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.23%	4.32%	7.14%	2.22%	0.81%

Drawdowns

HAFN vs. GDE - Drawdown Comparison

The maximum HAFN drawdown since its inception was -53.75%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for HAFN and GDE.

Drawdown Indicators

	HAFN	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-53.75%	-32.01%	-21.74%
Max Drawdown (1Y) Largest decline over 1 year	-19.04%	-22.66%	+3.62%
Current Drawdown Current decline from peak	-0.98%	-17.41%	+16.43%
Average Drawdown Average peak-to-trough decline	-22.64%	-7.74%	-14.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.99%	5.75%	+1.24%

Volatility

HAFN vs. GDE - Volatility Comparison

Hafnia Limited (HAFN) has a higher volatility of 13.80% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 12.84%. This indicates that HAFN'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.

Volatility by Period

	HAFN	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.80%	12.84%	+0.96%
Volatility (6M) Calculated over the trailing 6-month period	24.98%	25.23%	-0.25%
Volatility (1Y) Calculated over the trailing 1-year period	37.36%	32.26%	+5.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.53%	26.19%	+12.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.53%	26.19%	+12.34%