PortfoliosLab logo
RSSY vs. GDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSSY and GDE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

RSSY vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked US Stocks & Futures Yield ETF (RSSY) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

RSSY:

-0.60

GDE:

1.78

Daily Std Dev

RSSY:

22.24%

GDE:

26.58%

Max Drawdown

RSSY:

-29.57%

GDE:

-32.01%

Current Drawdown

RSSY:

-18.72%

GDE:

-0.55%

Returns By Period

In the year-to-date period, RSSY achieves a -14.27% return, which is significantly lower than GDE's 21.52% return.


RSSY

YTD

-14.27%

1M

3.16%

6M

-16.13%

1Y

-13.29%

3Y*

N/A

5Y*

N/A

10Y*

N/A

GDE

YTD

21.52%

1M

7.28%

6M

17.59%

1Y

47.14%

3Y*

30.90%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


RSSY vs. GDE - Expense Ratio Comparison

RSSY has a 1.04% expense ratio, which is higher than GDE's 0.20% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RSSY vs. GDE — Risk-Adjusted Performance Rank

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

RSSY

GDE
The Risk-Adjusted Performance Rank of GDE is 9292
Overall Rank
The Sharpe Ratio Rank of GDE is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of GDE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GDE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of GDE is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GDE is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RSSY vs. GDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked US Stocks & Futures Yield ETF (RSSY) 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.


The current RSSY Sharpe Ratio is -0.60, which is lower than the GDE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of RSSY and GDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RSSY vs. GDE - Dividend Comparison

RSSY has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 5.87%.


Drawdowns

RSSY vs. GDE - Drawdown Comparison

The maximum RSSY drawdown since its inception was -29.57%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for RSSY and GDE.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RSSY vs. GDE - Volatility Comparison

Return Stacked US Stocks & Futures Yield ETF (RSSY) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) have volatilities of 6.18% and 6.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...