SLVM vs. GDE
SLVM (Sylvamo Corporation) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past 3 years, SLVM returned 1.26%/yr vs 46.68%/yr for GDE. At a 0.29 correlation, their price movements are largely independent.
Performance
SLVM vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, SLVM achieves a -18.20% return, which is significantly lower than GDE's 9.79% return.
SLVM
- 1D
- -0.39%
- 1M
- -8.40%
- YTD
- -18.20%
- 6M
- -18.26%
- 1Y
- -24.59%
- 3Y*
- 1.26%
- 5Y*
- —
- 10Y*
- —
GDE
- 1D
- -1.35%
- 1M
- 1.88%
- YTD
- 9.79%
- 6M
- 11.87%
- 1Y
- 53.13%
- 3Y*
- 46.68%
- 5Y*
- —
- 10Y*
- —
SLVM vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SLVM Sylvamo Corporation | -18.20% | -37.06% | 64.70% | 4.21% | 37.14% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 9.79% | 73.76% | 44.79% | 33.85% | -18.67% |
Correlation
The correlation between SLVM and GDE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.29 |
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Return for Risk
SLVM vs. GDE — Risk / Return Rank
SLVM
GDE
SLVM vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sylvamo Corporation (SLVM) 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.
| SLVM | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.34 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.36 | -3.08 |
| Martin ratioReturn relative to average drawdown | -1.47 | 7.34 | -8.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SLVM | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | 1.88 | -2.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 1.15 | -1.01 |
Drawdowns
SLVM vs. GDE - Drawdown Comparison
The maximum SLVM drawdown since its inception was -60.56%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for SLVM and GDE.
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Drawdown Indicators
| SLVM | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.56% | -32.01% | -28.55% |
Max Drawdown (1Y)Largest decline over 1 year | -33.87% | -22.66% | -11.21% |
Max Drawdown (3Y)Largest decline over 3 years | -60.56% | -22.66% | -37.90% |
Current DrawdownCurrent decline from peak | -57.48% | -11.17% | -46.31% |
Average DrawdownAverage peak-to-trough decline | -22.40% | -7.88% | -14.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.75% | 7.26% | +9.49% |
Volatility
SLVM vs. GDE - Volatility Comparison
Sylvamo Corporation (SLVM) has a higher volatility of 12.62% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 6.65%. This indicates that SLVM's price experiences larger fluctuations and is considered to be riskier 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
| SLVM | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.62% | 6.65% | +5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 26.39% | 24.24% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.07% | 28.39% | +11.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.78% | 26.12% | +17.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.78% | 26.12% | +17.66% |
Dividends
SLVM vs. GDE - Dividend Comparison
SLVM's dividend yield for the trailing twelve months is around 4.66%, more than GDE's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.94% | 4.32% | 7.14% | 2.22% | 0.81% |
SLVM Sylvamo Corporation | 4.66% | 3.74% | 1.90% | 2.75% | 0.46% |
Frequently Asked Questions
SLVM and GDE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLVM has higher volatility (12.62%) compared to GDE (6.65%). In terms of maximum drawdown, SLVM dropped -60.56% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.88 vs -0.62), 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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