REET vs. GDE
REET (iShares Global REIT ETF) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - REET is a REIT fund tracking the FTSE EPRA/NAREIT Global REIT Index, while GDE is a Gold fund actively managed by WisdomTree. REET is passively managed, while GDE is actively managed. Over the past 3 years, REET returned 10.34%/yr vs 42.64%/yr for GDE. At a 0.47 correlation, their price movements are largely independent. REET charges 0.14%/yr vs 0.20%/yr for GDE.
Performance
REET vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, REET achieves a 12.42% return, which is significantly higher than GDE's 3.16% return.
REET
- 1D
- 0.76%
- 1M
- 2.38%
- YTD
- 12.42%
- 6M
- 13.41%
- 1Y
- 16.15%
- 3Y*
- 10.34%
- 5Y*
- 2.51%
- 10Y*
- 4.50%
GDE
- 1D
- 0.67%
- 1M
- -9.22%
- YTD
- 3.16%
- 6M
- 4.00%
- 1Y
- 40.98%
- 3Y*
- 42.64%
- 5Y*
- —
- 10Y*
- —
REET vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
REET iShares Global REIT ETF | 12.42% | 7.97% | 2.65% | 10.28% | -18.11% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.16% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between REET and GDE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.47 |
The correlation between REET and GDE shifts across timeframes, from 0.34 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
REET vs. GDE — Risk / Return Rank
REET
GDE
REET vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| REET | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.83 | -0.16 |
| Martin ratioReturn relative to average drawdown | 6.00 | 5.36 | +0.64 |
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Drawdowns
REET vs. GDE - Drawdown Comparison
The maximum REET drawdown since its inception was -44.59%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for REET and GDE.
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Drawdown Indicators
| REET | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.59% | -32.01% | -12.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -22.66% | +13.62% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -22.66% | +4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -16.53% | +16.53% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -7.93% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 7.73% | -5.21% |
Volatility
REET vs. GDE - Volatility Comparison
The current volatility for iShares Global REIT ETF (REET) is 4.16%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 10.77%. This indicates that REET 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
| REET | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 10.77% | -6.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 25.97% | -16.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 29.88% | -17.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 27.09% | -10.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 27.09% | -8.24% |
REET vs. GDE - Expense Ratio Comparison
REET has a 0.14% 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
REET vs. GDE - Dividend Comparison
REET's dividend yield for the trailing twelve months is around 3.29%, less than GDE's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
REET iShares Global REIT ETF | 3.29% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
Frequently Asked Questions
REET and GDE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (10.77%) compared to REET (4.16%). In terms of maximum drawdown, REET dropped -44.59% vs GDE's -32.01%.
On 3-year performance, GDE leads with 42.64% vs 10.34% for REET. On fees, REET is cheaper at 0.14% per year. On volatility, REET has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 42.64% return vs 10.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
REET is cheaper with a 0.14% expense ratio, compared with 0.20% for GDE.
GDE has the higher dividend yield at 4.19%, compared with 3.29% for REET.
REET is categorized as REIT, while GDE is Gold. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.14% for REET and 0.20% for GDE.
GDE currently has the higher Sharpe Ratio (1.39 vs 1.23), 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.
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