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MAKX vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAKX vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P Kensho Smart Factories ETF (MAKX) 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, MAKX achieves a 47.39% return, which is significantly higher than GDE's 9.79% return.


MAKX

1D
-1.54%
1M
17.86%
YTD
47.39%
6M
42.02%
1Y
82.53%
3Y*
28.32%
5Y*
10Y*

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)

MAKX vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
MAKX
ProShares S&P Kensho Smart Factories ETF
47.39%21.63%8.27%26.03%-14.64%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
9.79%73.76%44.79%33.85%-18.67%

Correlation

The correlation between MAKX and GDE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

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

0.48

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

0.55

The correlation between MAKX and GDE shifts across timeframes, from 0.41 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MAKX vs. GDE — Risk / Return Rank

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

MAKX
MAKX Risk / Return Rank: 8181
Overall Rank
MAKX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MAKX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MAKX Omega Ratio Rank: 7373
Omega Ratio Rank
MAKX Calmar Ratio Rank: 8888
Calmar Ratio Rank
MAKX Martin Ratio Rank: 8080
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.

MAKX vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Kensho Smart Factories ETF (MAKX) 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.


MAKXGDEDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.44

1.34

+0.10

Calmar ratioReturn relative to maximum drawdown

5.17

2.36

+2.81

Martin ratioReturn relative to average drawdown

15.75

7.34

+8.41

MAKX vs. GDE - Sharpe Ratio Comparison

The current MAKX Sharpe Ratio is 2.87, which is higher than the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of MAKX 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


MAKXGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

1.88

+0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.15

-0.64

Drawdowns

MAKX vs. GDE - Drawdown Comparison

The maximum MAKX drawdown since its inception was -40.27%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for MAKX and GDE.


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Drawdown Indicators


MAKXGDEDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-32.01%

-8.26%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-22.66%

+6.61%

Max Drawdown (3Y)

Largest decline over 3 years

-29.76%

-22.66%

-7.10%

Current Drawdown

Current decline from peak

-1.54%

-11.17%

+9.63%

Average Drawdown

Average peak-to-trough decline

-16.60%

-7.88%

-8.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

7.26%

-2.00%

Volatility

MAKX vs. GDE - Volatility Comparison

ProShares S&P Kensho Smart Factories ETF (MAKX) has a higher volatility of 10.34% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 6.65%. This indicates that MAKX'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.


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Volatility by Period


MAKXGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

6.65%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

19.93%

24.24%

-4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

29.03%

28.39%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.18%

26.12%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.18%

26.12%

+2.06%

MAKX vs. GDE - Expense Ratio Comparison

MAKX has a 0.58% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

MAKX vs. GDE - Dividend Comparison

MAKX's dividend yield for the trailing twelve months is around 0.10%, less than GDE's 3.94% yield.


PositionTTM2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.94%4.32%7.14%2.22%0.81%
MAKX
ProShares S&P Kensho Smart Factories ETF
0.10%0.15%0.24%0.52%0.31%

Frequently Asked Questions


MAKX and GDE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAKX has higher volatility (10.34%) compared to GDE (6.65%). In terms of maximum drawdown, MAKX dropped -40.27% vs GDE's -32.01%.

On 3-year performance, GDE leads with 46.68% vs 28.32% for MAKX. On fees, GDE is cheaper at 0.20% per year. On volatility, GDE has been the lower-risk option at 6.65%. 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 28.32%. 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 0.58% for MAKX.

GDE has the higher dividend yield at 3.94%, compared with 0.10% for MAKX.

MAKX is categorized as Technology Equities, while GDE is Gold. They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.58% for MAKX and 0.20% for GDE.

MAKX currently has the higher Sharpe Ratio (2.87 vs 1.88), 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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