HUYA vs. GDE
HUYA (HUYA Inc.) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past 3 years, HUYA returned 23.87%/yr vs 39.54%/yr for GDE. At a 0.28 correlation, their price movements are largely independent.
Performance
HUYA vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, HUYA achieves a -12.69% return, which is significantly lower than GDE's -1.12% return.
HUYA
- 1D
- -3.27%
- 1M
- 1.80%
- 6M
- -31.11%
- YTD
- -12.69%
- 1Y
- -1.39%
- 3Y*
- 23.87%
- 5Y*
- -16.85%
- 10Y*
- —
GDE
- 1D
- -3.15%
- 1M
- -4.15%
- 6M
- -7.79%
- YTD
- -1.12%
- 1Y
- 32.65%
- 3Y*
- 39.54%
- 5Y*
- —
- 10Y*
- —
HUYA vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HUYA HUYA Inc. | -12.69% | 61.08% | 21.11% | -7.34% | -22.40% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -1.12% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between HUYA and GDE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.28 |
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Return for Risk
HUYA vs. GDE — Risk / Return Rank
HUYA
GDE
HUYA vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HUYA Inc. (HUYA) 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.
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.
| HUYA | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 1.45 | -1.47 |
| Martin ratioReturn relative to average drawdown | -0.05 | 3.55 | -3.60 |
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Drawdowns
HUYA vs. GDE - Drawdown Comparison
The maximum HUYA drawdown since its inception was -96.38%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for HUYA and GDE.
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Drawdown Indicators
| HUYA | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.38% | -32.01% | -64.37% |
Max Drawdown (1Y)Largest decline over 1 year | -52.39% | -22.66% | -29.73% |
Max Drawdown (3Y)Largest decline over 3 years | -52.39% | -22.66% | -29.73% |
Max Drawdown (5Y)Largest decline over 5 years | -88.87% | — | — |
Current DrawdownCurrent decline from peak | -87.17% | -20.00% | -67.17% |
Average DrawdownAverage peak-to-trough decline | -74.88% | -8.11% | -66.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.60% | 9.22% | +19.38% |
Volatility
HUYA vs. GDE - Volatility Comparison
HUYA Inc. (HUYA) has a higher volatility of 11.78% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 9.33%. This indicates that HUYA'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
| HUYA | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.78% | 9.33% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 43.76% | 26.26% | +17.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.38% | 30.73% | +29.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.34% | 27.13% | +49.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.63% | 27.13% | +46.50% |
Dividends
HUYA vs. GDE - Dividend Comparison
HUYA's dividend yield for the trailing twelve months is around 5.70%, more than GDE's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.37% | 4.32% | 7.14% | 2.22% | 0.81% |
HUYA HUYA Inc. | 5.70% | 51.04% | 56.68% | 0.00% | 0.00% |
Frequently Asked Questions
HUYA and GDE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HUYA has higher volatility (11.78%) compared to GDE (9.33%). In terms of maximum drawdown, HUYA dropped -96.38% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.07 vs -0.02), 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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