OXM vs. GDE
OXM (Oxford Industries, Inc.) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past 3 years, OXM returned -26.11%/yr vs 39.54%/yr for GDE. At a 0.26 correlation, their price movements are largely independent.
Performance
OXM vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, OXM achieves a 9.31% return, which is significantly higher than GDE's -1.12% return.
OXM
- 1D
- -1.47%
- 1M
- -2.77%
- 6M
- -2.39%
- YTD
- 9.31%
- 1Y
- -17.54%
- 3Y*
- -26.11%
- 5Y*
- -15.58%
- 10Y*
- -2.42%
GDE
- 1D
- -3.15%
- 1M
- -4.15%
- 6M
- -7.79%
- YTD
- -1.12%
- 1Y
- 32.65%
- 3Y*
- 39.54%
- 5Y*
- —
- 10Y*
- —
OXM vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
OXM Oxford Industries, Inc. | 9.31% | -53.99% | -18.95% | 10.03% | 12.85% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -1.12% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between OXM and GDE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.26 |
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Return for Risk
OXM vs. GDE — Risk / Return Rank
OXM
GDE
OXM vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Industries, Inc. (OXM) 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.
| OXM | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.45 | -1.92 |
| Martin ratioReturn relative to average drawdown | -0.82 | 3.55 | -4.37 |
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Drawdowns
OXM vs. GDE - Drawdown Comparison
The maximum OXM drawdown since its inception was -93.57%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for OXM and GDE.
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Drawdown Indicators
| OXM | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.57% | -32.01% | -61.56% |
Max Drawdown (1Y)Largest decline over 1 year | -37.33% | -22.66% | -14.67% |
Max Drawdown (3Y)Largest decline over 3 years | -69.43% | -22.66% | -46.77% |
Max Drawdown (5Y)Largest decline over 5 years | -71.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.00% | — | — |
Current DrawdownCurrent decline from peak | -65.85% | -20.00% | -45.85% |
Average DrawdownAverage peak-to-trough decline | -26.24% | -8.11% | -18.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.51% | 9.22% | +12.29% |
Volatility
OXM vs. GDE - Volatility Comparison
Oxford Industries, Inc. (OXM) has a higher volatility of 22.59% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 9.33%. This indicates that OXM'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
| OXM | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.59% | 9.33% | +13.26% |
Volatility (6M)Calculated over the trailing 6-month period | 41.29% | 26.26% | +15.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.06% | 30.73% | +34.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.61% | 27.13% | +20.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.81% | 27.13% | +18.68% |
Dividends
OXM vs. GDE - Dividend Comparison
OXM's dividend yield for the trailing twelve months is around 7.65%, more than GDE's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.37% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OXM Oxford Industries, Inc. | 7.65% | 8.01% | 3.38% | 2.50% | 2.22% | 1.44% | 1.71% | 1.92% | 1.82% | 1.44% | 1.76% | 1.50% |
Frequently Asked Questions
OXM and GDE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OXM has higher volatility (22.59%) compared to GDE (9.33%). In terms of maximum drawdown, OXM dropped -93.57% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.07 vs -0.27), 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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