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IQDG vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQDG vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Quality Dividend Growth Fund (IQDG) 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, IQDG achieves a 3.16% return, which is significantly lower than GDE's 9.79% return.


IQDG

1D
-0.65%
1M
3.47%
YTD
3.16%
6M
5.94%
1Y
12.72%
3Y*
10.23%
5Y*
3.78%
10Y*
7.63%

GDE

1D
-1.35%
1M
1.88%
YTD
9.79%
6M
11.87%
1Y
53.13%
3Y*
46.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQDG vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQDG
WisdomTree International Quality Dividend Growth Fund
3.16%24.19%-3.38%20.76%-12.54%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
9.79%73.76%44.79%33.85%-18.67%

Correlation

The correlation between IQDG and GDE is 0.56, 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

0.56

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

0.59

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

0.63

The correlation between IQDG and GDE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

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Return for Risk

IQDG vs. GDE — Risk / Return Rank

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

IQDG
IQDG Risk / Return Rank: 2323
Overall Rank
IQDG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2222
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2222
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2323
Calmar Ratio Rank
IQDG Martin Ratio Rank: 2525
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 4949
Overall Rank
GDE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4545
Sortino Ratio Rank
GDE Omega Ratio Rank: 5454
Omega Ratio Rank
GDE Calmar Ratio Rank: 4747
Calmar Ratio Rank
GDE Martin Ratio Rank: 4444
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.

IQDG vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) 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.


IQDGGDEDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.15

1.34

-0.19

Calmar ratioReturn relative to maximum drawdown

1.03

2.36

-1.32

Martin ratioReturn relative to average drawdown

3.38

7.34

-3.97

IQDG vs. GDE - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.79, which is lower than the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of IQDG 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


IQDGGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.88

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.15

-0.70

Drawdowns

IQDG vs. GDE - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for IQDG and GDE.


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Drawdown Indicators


IQDGGDEDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-32.01%

-2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-22.66%

+10.31%

Max Drawdown (3Y)

Largest decline over 3 years

-18.12%

-22.66%

+4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-3.71%

-11.17%

+7.46%

Average Drawdown

Average peak-to-trough decline

-7.52%

-7.88%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

7.26%

-3.48%

Volatility

IQDG vs. GDE - Volatility Comparison

The current volatility for WisdomTree International Quality Dividend Growth Fund (IQDG) is 5.18%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that IQDG experiences smaller price fluctuations and is considered to be less risky 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


IQDGGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

6.65%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

24.24%

-10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

28.39%

-12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

26.12%

-8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

26.12%

-8.59%

IQDG vs. GDE - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

IQDG vs. GDE - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.14%, less than GDE's 3.94% yield.


PositionTTM2025202420232022202120202019201820172016
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.94%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%
IQDG
WisdomTree International Quality Dividend Growth Fund
2.14%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%

Frequently Asked Questions


IQDG and GDE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDE has higher volatility (6.65%) compared to IQDG (5.18%). In terms of maximum drawdown, IQDG dropped -34.97% vs GDE's -32.01%.

On 3-year performance, GDE leads with 46.68% vs 10.23% for IQDG. On fees, GDE is cheaper at 0.20% per year. On volatility, IQDG has been the lower-risk option at 5.18%. 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 46.68% return vs 10.23%. 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 0.42% for IQDG.

GDE has the higher dividend yield at 3.94%, compared with 2.14% for IQDG.

IQDG is categorized as Foreign Large Cap Equities, while GDE is Gold. Their fees differ too: 0.42% for IQDG and 0.20% for GDE.

GDE currently has the higher Sharpe Ratio (1.88 vs 0.79), 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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