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PSTL vs. GDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSTL vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Postal Realty Trust, Inc. (PSTL) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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PSTL vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
PSTL
Postal Realty Trust, Inc.
17.26%32.70%-4.09%6.90%-14.53%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.73%73.76%44.79%33.85%-18.67%

Returns By Period

In the year-to-date period, PSTL achieves a 17.26% return, which is significantly higher than GDE's 3.73% return.


PSTL

1D
0.65%
1M
-10.58%
YTD
17.26%
6M
23.57%
1Y
39.17%
3Y*
14.47%
5Y*
7.94%
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)

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Return for Risk

PSTL vs. GDE — Risk / Return Rank

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

PSTL
PSTL Risk / Return Rank: 8585
Overall Rank
PSTL Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PSTL Sortino Ratio Rank: 8686
Sortino Ratio Rank
PSTL Omega Ratio Rank: 8484
Omega Ratio Rank
PSTL Calmar Ratio Rank: 8585
Calmar Ratio Rank
PSTL Martin Ratio Rank: 8383
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 8888
Overall Rank
GDE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDE Omega Ratio Rank: 8888
Omega Ratio Rank
GDE Calmar Ratio Rank: 8787
Calmar Ratio Rank
GDE Martin Ratio Rank: 8787
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.

PSTL vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Postal Realty Trust, Inc. (PSTL) 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.


PSTLGDEDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.95

-0.13

Sortino ratio

Return per unit of downside risk

2.54

2.47

+0.07

Omega ratio

Gain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratio

Return relative to maximum drawdown

2.92

2.77

+0.14

Martin ratio

Return relative to average drawdown

7.40

10.77

-3.38

PSTL vs. GDE - Sharpe Ratio Comparison

The current PSTL Sharpe Ratio is 1.82, which is comparable to the GDE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PSTL and GDE, 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


PSTLGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.95

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.13

-0.87

Correlation

The correlation between PSTL and GDE is 0.26, 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

PSTL vs. GDE - Dividend Comparison

PSTL's dividend yield for the trailing twelve months is around 5.21%, more than GDE's 4.16% yield.


TTM2025202420232022202120202019
PSTL
Postal Realty Trust, Inc.
5.21%6.01%7.36%6.52%6.37%4.47%4.68%1.20%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.16%4.32%7.14%2.22%0.81%0.00%0.00%0.00%

Drawdowns

PSTL vs. GDE - Drawdown Comparison

The maximum PSTL drawdown since its inception was -29.89%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for PSTL and GDE.


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Drawdown Indicators


PSTLGDEDifference

Max Drawdown

Largest peak-to-trough decline

-29.89%

-32.01%

+2.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-22.66%

+9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

Current Drawdown

Current decline from peak

-10.58%

-16.07%

+5.49%

Average Drawdown

Average peak-to-trough decline

-14.04%

-7.75%

-6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

5.84%

-0.48%

Volatility

PSTL vs. GDE - Volatility Comparison

The current volatility for Postal Realty Trust, Inc. (PSTL) is 8.35%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 12.02%. This indicates that PSTL experiences smaller price fluctuations and is considered to be less risky 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


PSTLGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.35%

12.02%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.24%

25.26%

-10.02%

Volatility (1Y)

Calculated over the trailing 1-year period

21.59%

32.25%

-10.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.70%

26.19%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

26.19%

+1.24%