LVWC.DE vs. GDE

Last updated Jun 5, 2026

LVWC.DE (Amundi MSCI World 2x Leveraged UCITS ETF) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - LVWC.DE is a Leveraged Equities fund tracking the MSCI World Leveraged 2x Daily Net Index, while GDE is a Gold fund actively managed by WisdomTree. LVWC.DE is passively managed, while GDE is actively managed. A 0.50 correlation means they provide meaningful diversification when combined. LVWC.DE charges 0.60%/yr vs 0.20%/yr for GDE.

Performance

LVWC.DE vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LVWC.DE is traded in EUR, while GDE is traded in USD. To make them comparable, the GDE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LVWC.DE achieves a 17.92% return, which is significantly higher than GDE's 6.81% return.

LVWC.DE

• 1D: 0.17%
• 1M: 5.71%
• YTD: 17.92%
• 6M: 18.58%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GDE

• 1D: -5.09%
• 1M: -5.47%
• YTD: 6.81%
• 6M: 7.22%
• 1Y: 45.82%
• 3Y*: 40.38%
• 5Y*: —
• 10Y*: —

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

LVWC.DE vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	17.92%	2.68%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	6.81%	7.15%

Correlation

The correlation between LVWC.DE and GDE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 10, 2025	0.50

Return for Risk

LVWC.DE vs. GDE — Risk / Return Rank

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

GDE

GDE Risk / Return Rank: 44
GDE Sharpe Ratio Rank: 48
GDE Sortino Ratio Rank: 41
GDE Omega Ratio Rank: 48
GDE Calmar Ratio Rank: 43
GDE Martin Ratio Rank: 41

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.

LVWC.DE vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	LVWC.DE	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	1.13	+0.31

Drawdowns

LVWC.DE vs. GDE - Drawdown Comparison

The maximum LVWC.DE drawdown since its inception was -14.47%, smaller than the maximum GDE drawdown of -22.89%. Use the drawdown chart below to compare losses from any high point for LVWC.DE and GDE.

Drawdown Indicators

	LVWC.DE	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-14.47%	-22.89%	+8.42%
Max Drawdown (1Y) Largest decline over 1 year	—	-19.85%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.49%	—
Current Drawdown Current decline from peak	-0.89%	-12.05%	+11.16%
Average Drawdown Average peak-to-trough decline	-2.96%	-6.50%	+3.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.18%	—

Volatility

Volatility by Period

	LVWC.DE	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.11%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.36%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.20%	27.38%	-3.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.20%	24.29%	-0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.20%	24.29%	-0.09%

LVWC.DE vs. GDE - Expense Ratio Comparison

LVWC.DE has a 0.60% expense ratio, which is higher than GDE's 0.20% expense ratio.

Dividends

LVWC.DE vs. GDE - Dividend Comparison

LVWC.DE has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.12%.

Position	TTM	2025	2024	2023	2022
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.12%	4.32%	7.14%	2.22%	0.81%
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVWC.DE and GDE in my portfolio?

LVWC.DE and GDE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LVWC.DE or GDE?

On fees, GDE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LVWC.DE or GDE?

GDE is cheaper with a 0.20% expense ratio, compared with 0.60% for LVWC.DE.

What is the main difference between LVWC.DE and GDE?

LVWC.DE is categorized as Leveraged Equities, while GDE is Gold. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.60% for LVWC.DE and 0.20% for GDE.