IBIO vs. GDE

Last updated Apr 2, 2026

Compare and contrast key facts about iBio, Inc. (IBIO) 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

IBIO vs. GDE - Performance Comparison

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

IBIO vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IBIO iBio, Inc.	1.04%	-21.22%	78.83%	-84.59%	-95.38%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	2.45%	73.76%	44.79%	33.85%	-18.67%

Returns By Period

In the year-to-date period, IBIO achieves a 1.04% return, which is significantly lower than GDE's 2.45% return.

IBIO

• 1D: 2.63%
• 1M: -27.51%
• YTD: 1.04%
• 6M: 136.71%
• 1Y: -50.13%
• 3Y*: -63.94%
• 5Y*: -70.09%
• 10Y*: -51.79%

GDE

• 1D: -1.24%
• 1M: -10.19%
• YTD: 2.45%
• 6M: 14.49%
• 1Y: 59.03%
• 3Y*: 43.74%
• 5Y*: —
• 10Y*: —

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

Return for Risk

IBIO vs. GDE — Risk / Return Rank

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

IBIO

IBIO Risk / Return Rank: 29
IBIO Sharpe Ratio Rank: 24
IBIO Sortino Ratio Rank: 36
IBIO Omega Ratio Rank: 36
IBIO Calmar Ratio Rank: 21
IBIO Martin Ratio Rank: 28

GDE

GDE Risk / Return Rank: 83
GDE Sharpe Ratio Rank: 86
GDE Sortino Ratio Rank: 84
GDE Omega Ratio Rank: 84
GDE Calmar Ratio Rank: 81
GDE Martin Ratio Rank: 82

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.

IBIO vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iBio, Inc. (IBIO) 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.

	IBIO	GDE	Difference
Sharpe ratio Return per unit of total volatility	-0.37	1.84	-2.21
Sortino ratio Return per unit of downside risk	0.29	2.36	-2.07
Omega ratio Gain probability vs. loss probability	1.04	1.35	-0.31
Calmar ratio Return relative to maximum drawdown	-0.60	2.68	-3.28
Martin ratio Return relative to average drawdown	-0.75	10.22	-10.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBIO vs. GDE - Sharpe Ratio Comparison

The current IBIO Sharpe Ratio is -0.37, which is lower than the GDE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IBIO 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

	IBIO	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.37	1.84	-2.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.46	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	1.12	-1.34

Correlation

The correlation between IBIO and GDE is 0.19, 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

IBIO vs. GDE - Dividend Comparison

IBIO has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.22%.

	TTM	2025	2024	2023	2022
IBIO iBio, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.22%	4.32%	7.14%	2.22%	0.81%

Drawdowns

IBIO vs. GDE - Drawdown Comparison

The maximum IBIO drawdown since its inception was -100.00%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for IBIO and GDE.

Drawdown Indicators

	IBIO	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-32.01%	-67.99%
Max Drawdown (1Y) Largest decline over 1 year	-86.09%	-22.66%	-63.43%
Max Drawdown (5Y) Largest decline over 5 years	-99.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.98%	—	—
Current Drawdown Current decline from peak	-99.99%	-17.11%	-82.88%
Average Drawdown Average peak-to-trough decline	-86.54%	-7.76%	-78.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	68.87%	5.93%	+62.94%

Volatility

IBIO vs. GDE - Volatility Comparison

iBio, Inc. (IBIO) has a higher volatility of 31.99% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 11.78%. This indicates that IBIO'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

	IBIO	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.99%	11.78%	+20.21%
Volatility (6M) Calculated over the trailing 6-month period	95.92%	25.29%	+70.63%
Volatility (1Y) Calculated over the trailing 1-year period	135.26%	32.28%	+102.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	153.63%	26.18%	+127.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	156.81%	26.18%	+130.63%