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RGBM.TO vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGBM.TO vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Return Stacked Global Balanced & Macro ETF (RGBM.TO) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RGBM.TO is traded in CAD, while GDE is traded in USD. To make them comparable, the GDE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RGBM.TO achieves a 17.39% return, which is significantly higher than GDE's 3.62% return.


RGBM.TO

1D
0.21%
1M
-0.72%
6M
15.87%
YTD
17.39%
1Y
26.64%
3Y*
5Y*
10Y*
ALL TIME*
9.80%

GDE

1D
2.55%
1M
-3.08%
6M
-4.90%
YTD
3.62%
1Y
35.77%
3Y*
43.25%
5Y*
10Y*
ALL TIME*
32.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGBM.TO vs. GDE - Yearly Performance Comparison


Correlation

The correlation between RGBM.TO and GDE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.14

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Return for Risk

RGBM.TO vs. GDE — Risk / Return Rank

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

RGBM.TO
RGBM.TO Risk / Return Rank: 8989
Overall Rank
RGBM.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RGBM.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
RGBM.TO Omega Ratio Rank: 9191
Omega Ratio Rank
RGBM.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
RGBM.TO Martin Ratio Rank: 7878
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 3737
Overall Rank
GDE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 3636
Sortino Ratio Rank
GDE Omega Ratio Rank: 4141
Omega Ratio Rank
GDE Calmar Ratio Rank: 3838
Calmar Ratio Rank
GDE Martin Ratio Rank: 3232
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.

RGBM.TO vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Balanced & Macro ETF (RGBM.TO) 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.


RGBM.TOGDEDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.46

1.22

+0.24

Calmar ratioReturn relative to maximum drawdown

4.32

1.68

+2.65

Martin ratioReturn relative to average drawdown

10.97

4.15

+6.83

RGBM.TO vs. GDE - Sharpe Ratio Comparison

The current RGBM.TO Sharpe Ratio is 2.52, which is higher than the GDE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of RGBM.TO 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

RGBM.TO vs. GDE - Drawdown Comparison

The maximum RGBM.TO drawdown since its inception was -15.89%, smaller than the maximum GDE drawdown of -25.43%. Use the drawdown chart below to compare losses from any high point for RGBM.TO and GDE.


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Drawdown Indicators


RGBM.TOGDEDifference

Max Drawdown

Largest peak-to-trough decline

-15.89%

-25.43%

+9.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-21.40%

+15.21%

Max Drawdown (3Y)

Largest decline over 3 years

-21.40%

Current Drawdown

Current decline from peak

-2.01%

-15.53%

+13.52%

Average Drawdown

Average peak-to-trough decline

-4.57%

-6.22%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

8.65%

-6.22%

Volatility

RGBM.TO vs. GDE - Volatility Comparison

The current volatility for Return Stacked Global Balanced & Macro ETF (RGBM.TO) is 3.80%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 7.71%. This indicates that RGBM.TO 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


RGBM.TOGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

7.71%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

26.25%

-18.97%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

30.62%

-20.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.80%

27.70%

-14.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.80%

27.70%

-14.90%

RGBM.TO vs. GDE - Expense Ratio Comparison

RGBM.TO has a 0.85% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

RGBM.TO vs. GDE - Dividend Comparison

RGBM.TO has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.28%.


PositionTTM2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.28%4.32%7.14%2.22%0.81%
RGBM.TO
Return Stacked Global Balanced & Macro ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RGBM.TO and GDE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GDE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GDE is cheaper with a 0.20% expense ratio, compared with 0.85% for RGBM.TO.

RGBM.TO is categorized as Multistrategy, while GDE is Gold. They also come from different issuers: Return Stacked and WisdomTree. Their fees differ too: 0.85% for RGBM.TO and 0.20% for GDE.

Portfolio Optimizer

Find the right allocation for RGBM.TO and GDE

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

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