TLYS vs. GDE

Last updated Jun 26, 2026

TLYS (Tilly's, Inc.) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past 3 years, TLYS returned -14.85%/yr vs 40.85%/yr for GDE. At a 0.19 correlation, their price movements are largely independent.

Performance

TLYS vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tilly's, Inc. (TLYS) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TLYS achieves a 111.56% return, which is significantly higher than GDE's -2.79% return.

TLYS

• 1D: -2.09%
• 1M: -6.03%
• YTD: 111.56%
• 6M: 126.34%
• 1Y: 272.57%
• 3Y*: -14.85%
• 5Y*: -22.71%
• 10Y*: 1.30%

GDE

• 1D: 0.60%
• 1M: -12.14%
• YTD: -2.79%
• 6M: -7.27%
• 1Y: 34.15%
• 3Y*: 40.85%
• 5Y*: —
• 10Y*: —

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

TLYS vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TLYS Tilly's, Inc.	111.56%	-53.18%	-43.63%	-16.69%	-6.89%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	-2.79%	73.76%	44.79%	33.85%	-8.58%

Correlation

The correlation between TLYS and GDE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022	0.19

The correlation between TLYS and GDE shifts across timeframes, from 0.06 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TLYS vs. GDE — Risk / Return Rank

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

TLYS

TLYS Risk / Return Rank: 93
TLYS Sharpe Ratio Rank: 94
TLYS Sortino Ratio Rank: 94
TLYS Omega Ratio Rank: 91
TLYS Calmar Ratio Rank: 95
TLYS Martin Ratio Rank: 93

GDE

GDE Risk / Return Rank: 33
GDE Sharpe Ratio Rank: 35
GDE Sortino Ratio Rank: 31
GDE Omega Ratio Rank: 36
GDE Calmar Ratio Rank: 33
GDE Martin Ratio Rank: 31

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.

TLYS vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tilly's, Inc. (TLYS) 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.

	TLYS	GDE	Difference
Sharpe ratio: Return per unit of total volatility	2.65	1.13	+1.53
Sortino ratio: Return per unit of downside risk	3.59	1.53	+2.06
Omega ratio: Gain probability vs. loss probability	1.42	1.22	+0.20
Calmar ratio: Return relative to maximum drawdown	6.27	1.51	+4.75
Martin ratio: Return relative to average drawdown	13.44	4.10	+9.34

TLYS vs. GDE - Sharpe Ratio Comparison

The current TLYS Sharpe Ratio is 2.65, which is higher than the GDE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of TLYS 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.

Drawdowns

TLYS vs. GDE - Drawdown Comparison

The maximum TLYS drawdown since its inception was -96.22%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for TLYS and GDE.

Drawdown Indicators

	TLYS	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-96.22%	-32.01%	-64.21%
Max Drawdown (1Y) Largest decline over 1 year	-43.81%	-22.66%	-21.15%
Max Drawdown (3Y) Largest decline over 3 years	-92.41%	-22.66%	-69.75%
Max Drawdown (5Y) Largest decline over 5 years	-95.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-96.22%	—	—
Current Drawdown Current decline from peak	-76.78%	-21.35%	-55.43%
Average Drawdown Average peak-to-trough decline	-50.46%	-8.00%	-42.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.38%	8.34%	+12.04%

Volatility

TLYS vs. GDE - Volatility Comparison

Tilly's, Inc. (TLYS) has a higher volatility of 25.07% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 11.71%. This indicates that TLYS'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.

Volatility by Period

	TLYS	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.07%	11.71%	+13.36%
Volatility (6M) Calculated over the trailing 6-month period	66.17%	26.56%	+39.61%
Volatility (1Y) Calculated over the trailing 1-year period	103.49%	30.44%	+73.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.22%	27.16%	+43.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	65.84%	27.16%	+38.68%

Dividends

TLYS vs. GDE - Dividend Comparison

TLYS has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.44%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.44%	4.32%	7.14%	2.22%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%
TLYS Tilly's, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	12.41%	12.25%	8.16%	9.21%	4.74%

Frequently Asked Questions

Can I hold both TLYS and GDE in my portfolio?

TLYS and GDE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TLYS or GDE?

TLYS has higher volatility (25.07%) compared to GDE (11.71%). In terms of maximum drawdown, TLYS dropped -96.22% vs GDE's -32.01%.

Which has better risk-adjusted returns?

TLYS currently has the higher Sharpe Ratio (2.65 vs 1.13), 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.