PLTI.L vs. GDE

Last updated Apr 2, 2026

Compare and contrast key facts about IncomeShares Palantir (PLTR) Options ETP (PLTI.L) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE).

PLTI.L and GDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PLTI.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025. GDE is an actively managed fund by WisdomTree. It was launched on Mar 15, 2022.

Performance

PLTI.L vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Palantir (PLTR) Options ETP (PLTI.L) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

PLTI.L vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025
PLTI.L IncomeShares Palantir (PLTR) Options ETP	-29.13%	-3.11%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	3.73%	36.66%

Returns By Period

In the year-to-date period, PLTI.L achieves a -29.13% return, which is significantly lower than GDE's 3.73% return.

PLTI.L

• 1D: 0.00%
• 1M: 2.35%
• YTD: -29.13%
• 6M: -38.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GDE

• 1D: 1.62%
• 1M: -13.97%
• YTD: 3.73%
• 6M: 15.80%
• 1Y: 62.68%
• 3Y*: 44.97%
• 5Y*: —
• 10Y*: —

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

PLTI.L vs. GDE - Expense Ratio Comparison

PLTI.L has a 0.55% expense ratio, which is higher than GDE's 0.20% expense ratio.

PLTI.L

IncomeShares Palantir (PLTR) Options ETP

GDE

WisdomTree Efficient Gold Plus Equity Strategy Fund

Return for Risk

PLTI.L 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: 88
GDE Sharpe Ratio Rank: 89
GDE Sortino Ratio Rank: 88
GDE Omega Ratio Rank: 88
GDE Calmar Ratio Rank: 87
GDE Martin Ratio Rank: 87

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.

PLTI.L vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Palantir (PLTR) Options ETP (PLTI.L) 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

	PLTI.L	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.95	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.86	1.13	-1.99

Correlation

The correlation between PLTI.L and GDE is 0.21, 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

PLTI.L vs. GDE - Dividend Comparison

PLTI.L's dividend yield for the trailing twelve months is around 0.72%, less than GDE's 4.16% yield.

	TTM	2025	2024	2023	2022
PLTI.L IncomeShares Palantir (PLTR) Options ETP	0.72%	0.33%	0.00%	0.00%	0.00%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.16%	4.32%	7.14%	2.22%	0.81%

Drawdowns

PLTI.L vs. GDE - Drawdown Comparison

The maximum PLTI.L drawdown since its inception was -51.46%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for PLTI.L and GDE.

Drawdown Indicators

	PLTI.L	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-51.46%	-32.01%	-19.45%
Max Drawdown (1Y) Largest decline over 1 year	—	-22.66%	—
Current Drawdown Current decline from peak	-45.54%	-16.07%	-29.47%
Average Drawdown Average peak-to-trough decline	-21.31%	-7.75%	-13.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.84%	—

Volatility

Volatility by Period

	PLTI.L	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.02%	—
Volatility (6M) Calculated over the trailing 6-month period	—	25.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	45.34%	32.25%	+13.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.34%	26.19%	+19.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.34%	26.19%	+19.15%