PortfoliosLab logoPortfoliosLab logo
QGRW vs. GDMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QGRW vs. GDMN - 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 Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QGRW achieves a 15.43% return, which is significantly higher than GDMN's -4.13% return.


QGRW

1D
-1.04%
1M
9.03%
YTD
15.43%
6M
14.57%
1Y
35.66%
3Y*
29.10%
5Y*
10Y*

GDMN

1D
-3.68%
1M
-2.43%
YTD
-4.13%
6M
2.73%
1Y
76.93%
3Y*
60.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QGRW vs. GDMN - Yearly Performance Comparison


2026 (YTD)2025202420232022
QGRW
WisdomTree U.S. Quality Growth Fund
15.43%19.20%34.85%56.05%-3.30%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
-4.13%237.09%28.23%12.97%5.10%

Correlation

The correlation between QGRW and GDMN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2022

0.16

QGRW vs. GDMN - Sectors Allocation Comparison


Sectors
QGRW
GDMN

Technology

52.1%

-

Communication Services

17.8%

-

Consumer Cyclical

12.4%

-

Industrials

8.0%

-

Healthcare

4.3%

-

Financial Services

4.1%

-

Energy

0.6%

-

Consumer Defensive

0.5%

-

Utilities

0.4%

-

Basic Materials

-

100.0%

Real Estate

-

-

Technology

QGRW
52.1%
GDMN

-

Communication Services

QGRW
17.8%
GDMN

-

Consumer Cyclical

QGRW
12.4%
GDMN

-

Industrials

QGRW
8.0%
GDMN

-

Healthcare

QGRW
4.3%
GDMN

-

Financial Services

QGRW
4.1%
GDMN

-

Energy

QGRW
0.6%
GDMN

-

Consumer Defensive

QGRW
0.5%
GDMN

-

Utilities

QGRW
0.4%
GDMN

-

Basic Materials

QGRW

-

GDMN
100.0%

Real Estate

QGRW

-

GDMN

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QGRW vs. GDMN — Risk / Return Rank

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

QGRW
QGRW Risk / Return Rank: 5454
Overall Rank
QGRW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5656
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5757
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4646
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5252
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 3434
Overall Rank
GDMN Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 3030
Sortino Ratio Rank
GDMN Omega Ratio Rank: 3636
Omega Ratio Rank
GDMN Calmar Ratio Rank: 3939
Calmar Ratio Rank
GDMN Martin Ratio Rank: 3131
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.

QGRW vs. GDMN - 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 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.


QGRWGDMNDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.35

1.25

+0.11

Calmar ratioReturn relative to maximum drawdown

2.32

1.98

+0.34

Martin ratioReturn relative to average drawdown

9.08

4.68

+4.41

QGRW vs. GDMN - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 2.06, which is higher than the GDMN Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of QGRW and GDMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QGRWGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.26

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

0.80

+0.85

Drawdowns

QGRW vs. GDMN - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for QGRW and GDMN.


Loading charts...

Drawdown Indicators


QGRWGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-52.82%

+28.42%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-39.03%

+23.59%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-39.03%

+14.63%

Current Drawdown

Current decline from peak

-1.33%

-37.06%

+35.73%

Average Drawdown

Average peak-to-trough decline

-3.26%

-18.89%

+15.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

16.51%

-12.57%

Volatility

QGRW vs. GDMN - Volatility Comparison

The current volatility for WisdomTree U.S. Quality Growth Fund (QGRW) is 4.71%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 17.94%. This indicates that QGRW 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.


Loading charts...

Volatility by Period


QGRWGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

17.94%

-13.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

51.79%

-38.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

61.32%

-43.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.08%

47.59%

-26.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

47.59%

-26.51%

QGRW vs. GDMN - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is lower than GDMN's 0.45% expense ratio.


Dividends

QGRW vs. GDMN - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.07%, less than GDMN's 2.82% yield.


PositionTTM2025202420232022
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.82%2.70%9.44%7.69%1.44%
QGRW
WisdomTree U.S. Quality Growth Fund
0.07%0.09%0.14%0.11%0.00%

Frequently Asked Questions


QGRW and GDMN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDMN has higher volatility (17.94%) compared to QGRW (4.71%). In terms of maximum drawdown, QGRW dropped -24.40% vs GDMN's -52.82%.

On 3-year performance, GDMN leads with 60.95% vs 29.10% for QGRW. On fees, QGRW is cheaper at 0.28% per year. On volatility, QGRW has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GDMN has performed better with a 60.95% return vs 29.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QGRW is cheaper with a 0.28% expense ratio, compared with 0.45% for GDMN.

GDMN has the higher dividend yield at 2.82%, compared with 0.07% for QGRW.

QGRW is categorized as Large Cap Growth Equities, while GDMN is Commodities. Their fees differ too: 0.28% for QGRW and 0.45% for GDMN.

QGRW currently has the higher Sharpe Ratio (2.06 vs 1.26), 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.

Portfolio Optimizer

Find the right allocation for QGRW and GDMN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer