QIG vs. GDE

Last updated Jun 4, 2026

QIG (WisdomTree U.S. Corporate Bond Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - QIG is a Corporate Bonds fund tracking the WisdomTree U.S. Quality Corporate Bond Index, while GDE is a Gold fund actively managed by WisdomTree. QIG is passively managed, while GDE is actively managed. Over the past 3 years, QIG returned 5.29%/yr vs 46.68%/yr for GDE. At a 0.35 correlation, their price movements are largely independent. QIG charges 0.18%/yr vs 0.20%/yr for GDE.

Performance

QIG vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) 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, QIG achieves a 0.49% return, which is significantly lower than GDE's 9.79% return.

QIG

• 1D: -0.21%
• 1M: 0.66%
• YTD: 0.49%
• 6M: 0.42%
• 1Y: 5.92%
• 3Y*: 5.29%
• 5Y*: 0.56%
• 10Y*: 2.50%

GDE

• 1D: -1.35%
• 1M: 1.88%
• YTD: 9.79%
• 6M: 11.87%
• 1Y: 53.13%
• 3Y*: 46.68%
• 5Y*: —
• 10Y*: —

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

QIG vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QIG WisdomTree U.S. Corporate Bond Fund	0.49%	7.85%	2.28%	8.48%	-9.44%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	9.79%	73.76%	44.79%	33.85%	-18.67%

Correlation

The correlation between QIG and GDE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022	0.35

Return for Risk

QIG vs. GDE — Risk / Return Rank

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

QIG

QIG Risk / Return Rank: 42
QIG Sharpe Ratio Rank: 41
QIG Sortino Ratio Rank: 42
QIG Omega Ratio Rank: 39
QIG Calmar Ratio Rank: 46
QIG Martin Ratio Rank: 43

GDE

GDE Risk / Return Rank: 49
GDE Sharpe Ratio Rank: 54
GDE Sortino Ratio Rank: 45
GDE Omega Ratio Rank: 54
GDE Calmar Ratio Rank: 47
GDE Martin Ratio Rank: 44

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.

QIG vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) 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.

	QIG	GDE	Difference
Sharpe ratio Return per unit of total volatility	1.43	1.88	-0.45
Sortino ratio Return per unit of downside risk	2.11	2.32	-0.21
Omega ratio Gain probability vs. loss probability	1.25	1.34	-0.09
Calmar ratio Return relative to maximum drawdown	2.21	2.36	-0.14
Martin ratio Return relative to average drawdown	6.91	7.34	-0.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QIG vs. GDE - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is comparable to the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of QIG 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

	QIG	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	1.88	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	1.15	-0.82

Drawdowns

QIG vs. GDE - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for QIG and GDE.

Drawdown Indicators

	QIG	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-22.92%	-32.01%	+9.09%
Max Drawdown (1Y) Largest decline over 1 year	-2.69%	-22.66%	+19.97%
Max Drawdown (3Y) Largest decline over 3 years	-6.22%	-22.66%	+16.44%
Max Drawdown (5Y) Largest decline over 5 years	-22.92%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-22.92%	—	—
Current Drawdown Current decline from peak	-1.30%	-11.17%	+9.87%
Average Drawdown Average peak-to-trough decline	-5.51%	-7.88%	+2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.86%	7.26%	-6.40%

Volatility

QIG vs. GDE - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (QIG) is 1.35%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that QIG 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

	QIG	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.35%	6.65%	-5.30%
Volatility (6M) Calculated over the trailing 6-month period	3.05%	24.24%	-21.19%
Volatility (1Y) Calculated over the trailing 1-year period	4.15%	28.39%	-24.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.14%	26.12%	-18.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.54%	26.12%	-18.58%

QIG vs. GDE - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is lower than GDE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

QIG vs. GDE - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.88%, more than GDE's 3.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	3.94%	4.32%	7.14%	2.22%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QIG WisdomTree U.S. Corporate Bond Fund	4.88%	4.82%	4.67%	4.19%	4.25%	2.50%	2.61%	3.00%	3.27%	2.88%	2.35%

Frequently Asked Questions

Can I hold both QIG and GDE in my portfolio?

QIG and GDE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QIG or GDE?

GDE has higher volatility (6.65%) compared to QIG (1.35%). In terms of maximum drawdown, QIG dropped -22.92% vs GDE's -32.01%.

Which ETF is better, QIG or GDE?

On 3-year performance, GDE leads with 46.68% vs 5.29% for QIG. On fees, QIG is cheaper at 0.18% per year. On volatility, QIG has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QIG or GDE?

Over the 3-year period, GDE has performed better with a 46.68% return vs 5.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QIG or GDE?

QIG is cheaper with a 0.18% expense ratio, compared with 0.20% for GDE.

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

QIG has the higher dividend yield at 4.88%, compared with 3.94% for GDE.

What is the main difference between QIG and GDE?

QIG is categorized as Corporate Bonds, while GDE is Gold. Their fees differ too: 0.18% for QIG and 0.20% for GDE.

Which has better risk-adjusted returns?

GDE currently has the higher Sharpe Ratio (1.88 vs 1.43), 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.