LSE vs. GDE
LSE (Leishen Energy Holding Co., Ltd) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past year, LSE returned -23.73% vs 32.65% for GDE. At a 0.05 correlation, their price movements are largely independent.
Performance
LSE vs. GDE - Performance Comparison
Loading charts...
Returns By Period
LSE
- 1D
- -1.35%
- 1M
- 10.77%
- 6M
- -2.89%
- YTD
- -0.00%
- 1Y
- -23.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDE
- 1D
- -3.15%
- 1M
- -4.15%
- 6M
- -7.79%
- YTD
- -1.12%
- 1Y
- 32.65%
- 3Y*
- 39.54%
- 5Y*
- —
- 10Y*
- —
LSE vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LSE Leishen Energy Holding Co., Ltd | -0.00% | -9.90% | 14.12% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -1.12% | 73.76% | 1.93% |
Correlation
The correlation between LSE and GDE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2024 | 0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LSE vs. GDE — Risk / Return Rank
LSE
GDE
LSE vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leishen Energy Holding Co., Ltd (LSE) 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.
| LSE | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.45 | -1.97 |
| Martin ratioReturn relative to average drawdown | -1.36 | 3.55 | -4.91 |
Loading charts...
Drawdowns
LSE vs. GDE - Drawdown Comparison
The maximum LSE drawdown since its inception was -74.40%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for LSE and GDE.
Loading charts...
Drawdown Indicators
| LSE | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.40% | -32.01% | -42.39% |
Max Drawdown (1Y)Largest decline over 1 year | -45.39% | -22.66% | -22.73% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.66% | — |
Current DrawdownCurrent decline from peak | -65.04% | -20.00% | -45.04% |
Average DrawdownAverage peak-to-trough decline | -54.54% | -8.11% | -46.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.49% | 9.22% | +8.27% |
Volatility
LSE vs. GDE - Volatility Comparison
Leishen Energy Holding Co., Ltd (LSE) has a higher volatility of 16.33% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 9.33%. This indicates that LSE'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.
Loading charts...
Volatility by Period
| LSE | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.33% | 9.33% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 69.90% | 26.26% | +43.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 78.11% | 30.73% | +47.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 119.48% | 27.13% | +92.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.48% | 27.13% | +92.35% |
Dividends
LSE vs. GDE - Dividend Comparison
LSE has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.37% | 4.32% | 7.14% | 2.22% | 0.81% |
LSE Leishen Energy Holding Co., Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LSE and GDE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSE has higher volatility (16.33%) compared to GDE (9.33%). In terms of maximum drawdown, LSE dropped -74.40% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.07 vs -0.31), 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.
Find the right allocation for LSE and GDE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer