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MTGP vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTGP vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Mortgage Plus Bond Fund (MTGP) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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MTGP vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MTGP
WisdomTree Mortgage Plus Bond Fund
0.16%7.57%2.48%3.96%-11.29%-0.30%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
8.77%237.09%28.23%12.97%-14.62%5.11%

Returns By Period

In the year-to-date period, MTGP achieves a 0.16% return, which is significantly lower than GDMN's 8.77% return.


MTGP

1D
0.28%
1M
-1.58%
YTD
0.16%
6M
1.57%
1Y
5.25%
3Y*
4.05%
5Y*
0.37%
10Y*

GDMN

1D
9.38%
1M
-27.72%
YTD
8.77%
6M
31.63%
1Y
140.14%
3Y*
65.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MTGP vs. GDMN - Expense Ratio Comparison

Both MTGP and GDMN have an expense ratio of 0.45%.


Return for Risk

MTGP vs. GDMN — Risk / Return Rank

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

MTGP
MTGP Risk / Return Rank: 5757
Overall Rank
MTGP Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MTGP Sortino Ratio Rank: 5454
Sortino Ratio Rank
MTGP Omega Ratio Rank: 4646
Omega Ratio Rank
MTGP Calmar Ratio Rank: 7676
Calmar Ratio Rank
MTGP Martin Ratio Rank: 5757
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
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.

MTGP vs. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Mortgage Plus Bond Fund (MTGP) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.


MTGPGDMNDifference

Sharpe ratio

Return per unit of total volatility

0.99

2.20

-1.21

Sortino ratio

Return per unit of downside risk

1.43

2.34

-0.91

Omega ratio

Gain probability vs. loss probability

1.18

1.35

-0.17

Calmar ratio

Return relative to maximum drawdown

2.05

3.69

-1.64

Martin ratio

Return relative to average drawdown

5.63

12.63

-7.00

MTGP vs. GDMN - Sharpe Ratio Comparison

The current MTGP Sharpe Ratio is 0.99, which is lower than the GDMN Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of MTGP and GDMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MTGPGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.20

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.94

-0.76

Correlation

The correlation between MTGP and GDMN is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MTGP vs. GDMN - Dividend Comparison

MTGP's dividend yield for the trailing twelve months is around 4.28%, more than GDMN's 2.48% yield.


TTM202520242023202220212020
MTGP
WisdomTree Mortgage Plus Bond Fund
4.28%4.19%4.05%3.02%2.47%1.64%2.61%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.48%2.70%9.44%7.69%1.44%0.00%0.00%

Drawdowns

MTGP vs. GDMN - Drawdown Comparison

The maximum MTGP drawdown since its inception was -16.63%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for MTGP and GDMN.


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Drawdown Indicators


MTGPGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-52.82%

+36.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-39.03%

+36.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.63%

Current Drawdown

Current decline from peak

-1.58%

-28.60%

+27.02%

Average Drawdown

Average peak-to-trough decline

-5.21%

-18.45%

+13.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

11.39%

-10.43%

Volatility

MTGP vs. GDMN - Volatility Comparison

The current volatility for WisdomTree Mortgage Plus Bond Fund (MTGP) is 1.81%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 24.97%. This indicates that MTGP experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTGPGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

24.97%

-23.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

53.89%

-50.83%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

63.99%

-58.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.76%

47.19%

-41.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

47.19%

-41.90%