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SFIG vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SFIG vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) 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, SFIG achieves a 0.53% return, which is significantly lower than GDE's 9.79% return.


SFIG

1D
-0.06%
1M
0.26%
YTD
0.53%
6M
0.78%
1Y
4.41%
3Y*
5.31%
5Y*
2.18%
10Y*
2.45%

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)

SFIG vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SFIG
WisdomTree U.S. Short Term Corporate Bond Fund
0.53%6.61%4.65%6.09%-2.48%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
9.79%73.76%44.79%33.85%-18.67%

Correlation

The correlation between SFIG 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

0.27

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.34

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Return for Risk

SFIG vs. GDE — Risk / Return Rank

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

SFIG
SFIG Risk / Return Rank: 7272
Overall Rank
SFIG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SFIG Sortino Ratio Rank: 7979
Sortino Ratio Rank
SFIG Omega Ratio Rank: 7575
Omega Ratio Rank
SFIG Calmar Ratio Rank: 6565
Calmar Ratio Rank
SFIG Martin Ratio Rank: 6969
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 4949
Overall Rank
GDE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4545
Sortino Ratio Rank
GDE Omega Ratio Rank: 5454
Omega Ratio Rank
GDE Calmar Ratio Rank: 4747
Calmar Ratio Rank
GDE Martin Ratio Rank: 4444
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.

SFIG vs. GDE - Risk-Adjusted Trends Comparison

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


SFIGGDEDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.44

1.34

+0.10

Calmar ratioReturn relative to maximum drawdown

3.18

2.36

+0.82

Martin ratioReturn relative to average drawdown

12.48

7.34

+5.14

SFIG vs. GDE - Sharpe Ratio Comparison

The current SFIG Sharpe Ratio is 2.28, which is comparable to the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SFIG 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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Sharpe Ratios by Period


SFIGGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.88

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.15

-0.44

Drawdowns

SFIG vs. GDE - Drawdown Comparison

The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for SFIG and GDE.


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Drawdown Indicators


SFIGGDEDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-32.01%

+19.66%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-22.66%

+21.26%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-22.66%

+21.26%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

Current Drawdown

Current decline from peak

-0.32%

-11.17%

+10.85%

Average Drawdown

Average peak-to-trough decline

-1.37%

-7.88%

+6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

7.26%

-6.91%

Volatility

SFIG vs. GDE - Volatility Comparison

The current volatility for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) is 0.61%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.65%. This indicates that SFIG 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


SFIGGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

6.65%

-6.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

24.24%

-22.84%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

28.39%

-26.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

26.12%

-23.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

26.12%

-22.70%

SFIG vs. GDE - Expense Ratio Comparison

SFIG 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

SFIG vs. GDE - Dividend Comparison

SFIG's dividend yield for the trailing twelve months is around 4.44%, more than GDE's 3.94% yield.


PositionTTM2025202420232022202120202019201820172016
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%
SFIG
WisdomTree U.S. Short Term Corporate Bond Fund
4.44%4.46%4.37%3.26%2.13%1.66%2.29%2.41%2.27%1.81%0.98%

Frequently Asked Questions


SFIG 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.

GDE has higher volatility (6.65%) compared to SFIG (0.61%). In terms of maximum drawdown, SFIG dropped -12.35% vs GDE's -32.01%.

On 3-year performance, GDE leads with 46.68% vs 5.31% for SFIG. On fees, SFIG is cheaper at 0.18% per year. On volatility, SFIG has been the lower-risk option at 0.61%. 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 46.68% return vs 5.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SFIG has the higher dividend yield at 4.44%, compared with 3.94% for GDE.

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

SFIG currently has the higher Sharpe Ratio (2.28 vs 1.88), 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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