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REET vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REET vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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

REET vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

REET
REET Risk / Return Rank: 3939
Overall Rank
REET Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
REET Sortino Ratio Rank: 3737
Sortino Ratio Rank
REET Omega Ratio Rank: 3737
Omega Ratio Rank
REET Calmar Ratio Rank: 3838
Calmar Ratio Rank
REET Martin Ratio Rank: 4242
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 4242
Overall Rank
GDE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 3939
Sortino Ratio Rank
GDE Omega Ratio Rank: 4646
Omega Ratio Rank
GDE Calmar Ratio Rank: 4141
Calmar Ratio Rank
GDE Martin Ratio Rank: 3838
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.

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.


REETGDEDifference
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

REET vs. GDE - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 1.23, which is comparable to the GDE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of REET 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.


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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


REETGDEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-16.53%

+16.53%

Average Drawdown

Average peak-to-trough decline

-9.76%

-7.93%

-1.83%

Ulcer Index

Depth 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


REETGDEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for REET and GDE

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