QGRW vs. GDE

Last updated Jun 5, 2026

QGRW (WisdomTree U.S. Quality Growth Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index, while GDE is a Gold fund actively managed by WisdomTree. QGRW is passively managed, while GDE is actively managed. Over the past 3 years, QGRW returned 29.12%/yr vs 47.08%/yr for GDE. A 0.55 correlation means they provide meaningful diversification when combined. QGRW charges 0.28%/yr vs 0.20%/yr for GDE.

Performance

QGRW vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QGRW achieves a 15.43% return, which is significantly higher than GDE's 11.25% return.

QGRW

• 1D: 0.00%
• 1M: 8.02%
• YTD: 15.43%
• 6M: 14.33%
• 1Y: 35.04%
• 3Y*: 29.12%
• 5Y*: —
• 10Y*: —

GDE

• 1D: 1.33%
• 1M: 2.08%
• YTD: 11.25%
• 6M: 13.51%
• 1Y: 54.50%
• 3Y*: 47.08%
• 5Y*: —
• 10Y*: —

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

QGRW vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	34.85%	56.05%	-3.30%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	11.25%	73.76%	44.79%	33.85%	1.12%

Correlation

The correlation between QGRW and GDE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.55

The correlation between QGRW and GDE has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.

Return for Risk

QGRW vs. GDE — Risk / Return Rank

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

QGRW

QGRW Risk / Return Rank: 55
QGRW Sharpe Ratio Rank: 62
QGRW Sortino Ratio Rank: 58
QGRW Omega Ratio Rank: 58
QGRW Calmar Ratio Rank: 47
QGRW Martin Ratio Rank: 53

GDE

GDE Risk / Return Rank: 52
GDE Sharpe Ratio Rank: 58
GDE Sortino Ratio Rank: 49
GDE Omega Ratio Rank: 58
GDE Calmar Ratio Rank: 50
GDE Martin Ratio Rank: 46

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.

QGRW vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) 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.

	QGRW	GDE	Difference
Sharpe ratio: Return per unit of total volatility	2.02	1.93	+0.10
Sortino ratio: Return per unit of downside risk	2.71	2.36	+0.35
Omega ratio: Gain probability vs. loss probability	1.35	1.35	0.00
Calmar ratio: Return relative to maximum drawdown	2.28	2.42	-0.14
Martin ratio: Return relative to average drawdown	8.92	7.50	+1.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QGRW vs. GDE - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 2.02, which is comparable to the GDE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of QGRW 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.

Sharpe Ratios by Period

	QGRW	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	1.93	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	1.65	1.17	+0.49

Drawdowns

QGRW vs. GDE - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for QGRW and GDE.

Drawdown Indicators

	QGRW	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-32.01%	+7.61%
Max Drawdown (1Y) Largest decline over 1 year	-15.44%	-22.66%	+7.22%
Max Drawdown (3Y) Largest decline over 3 years	-24.40%	-22.66%	-1.74%
Current Drawdown Current decline from peak	-1.33%	-9.99%	+8.66%
Average Drawdown Average peak-to-trough decline	-3.26%	-7.89%	+4.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.94%	7.29%	-3.35%

Volatility

QGRW vs. GDE - Volatility Comparison

The current volatility for WisdomTree U.S. Quality Growth Fund (QGRW) is 4.69%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.68%. This indicates that QGRW 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.

Volatility by Period

	QGRW	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	6.68%	-1.99%
Volatility (6M) Calculated over the trailing 6-month period	13.67%	24.27%	-10.60%
Volatility (1Y) Calculated over the trailing 1-year period	17.39%	28.41%	-11.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.07%	26.12%	-5.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.07%	26.12%	-5.05%

QGRW vs. GDE - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is higher than GDE's 0.20% expense ratio.

Dividends

QGRW vs. GDE - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.07%, less than GDE's 3.88% yield.

Position	TTM	2025	2024	2023	2022
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	3.88%	4.32%	7.14%	2.22%	0.81%
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%	0.00%

Frequently Asked Questions

Can I hold both QGRW and GDE in my portfolio?

QGRW and GDE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QGRW or GDE?

GDE has higher volatility (6.68%) compared to QGRW (4.69%). In terms of maximum drawdown, QGRW dropped -24.40% vs GDE's -32.01%.

Which ETF is better, QGRW or GDE?

On 3-year performance, GDE leads with 47.08% vs 29.12% for QGRW. On fees, GDE is cheaper at 0.20% per year. On volatility, QGRW has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QGRW or GDE?

Over the 3-year period, GDE has performed better with a 47.08% return vs 29.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QGRW or GDE?

GDE is cheaper with a 0.20% expense ratio, compared with 0.28% for QGRW.

Which ETF pays a higher dividend yield, QGRW or GDE?

GDE has the higher dividend yield at 3.88%, compared with 0.07% for QGRW.

What is the main difference between QGRW and GDE?

QGRW is categorized as Large Cap Growth Equities, while GDE is Gold. Their fees differ too: 0.28% for QGRW and 0.20% for GDE.

Which has better risk-adjusted returns?

QGRW currently has the higher Sharpe Ratio (2.02 vs 1.93), 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.