IQDG vs. GDE
IQDG (WisdomTree International Quality Dividend Growth Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - IQDG is a Foreign Large Cap Equities fund tracking the WisdomTree International Quality Dividend Growth Index, while GDE is a Gold fund actively managed by WisdomTree. IQDG is passively managed, while GDE is actively managed. Over the past 3 years, IQDG returned 10.23%/yr vs 46.68%/yr for GDE. A 0.63 correlation means they provide meaningful diversification when combined. IQDG charges 0.42%/yr vs 0.20%/yr for GDE.
Performance
IQDG vs. GDE - Performance Comparison
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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*
- —
IQDG vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
IQDG
GDE
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.
| IQDG | GDE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQDG | GDE | Difference | |
|---|---|---|---|
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
| IQDG | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.71% | -11.17% | +7.46% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -7.88% | +0.36% |
Ulcer IndexDepth 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
| IQDG | GDE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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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