WEAT vs. GDE
WEAT (Teucrium Wheat Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - WEAT is a Agricultural Commodities fund tracking the Teucrium Wheat Fund Benchmark, while GDE is a Gold fund actively managed by WisdomTree. WEAT is passively managed, while GDE is actively managed. Over the past 3 years, WEAT returned -10.48%/yr vs 46.68%/yr for GDE. At a 0.05 correlation, their price movements are largely independent. WEAT charges 1.91%/yr vs 0.20%/yr for GDE.
Performance
WEAT vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, WEAT achieves a 13.52% return, which is significantly higher than GDE's 9.79% return.
WEAT
- 1D
- -2.07%
- 1M
- -6.32%
- YTD
- 13.52%
- 6M
- 8.73%
- 1Y
- -0.35%
- 3Y*
- -10.48%
- 5Y*
- -7.95%
- 10Y*
- -6.84%
GDE
- 1D
- -1.35%
- 1M
- 1.88%
- YTD
- 9.79%
- 6M
- 11.87%
- 1Y
- 53.13%
- 3Y*
- 46.68%
- 5Y*
- —
- 10Y*
- —
WEAT vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WEAT Teucrium Wheat Fund | 13.52% | -17.14% | -19.26% | -25.19% | -22.07% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 9.79% | 73.76% | 44.79% | 33.85% | -18.67% |
Correlation
The correlation between WEAT and GDE is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.05 |
The correlation between WEAT and GDE shifts across timeframes, from -0.08 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WEAT vs. GDE — Risk / Return Rank
WEAT
GDE
WEAT vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) 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.
| WEAT | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.34 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.36 | -2.38 |
| Martin ratioReturn relative to average drawdown | -0.03 | 7.34 | -7.37 |
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
| WEAT | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 1.88 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.41 | 1.15 | -1.56 |
Drawdowns
WEAT vs. GDE - Drawdown Comparison
The maximum WEAT drawdown since its inception was -84.32%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for WEAT and GDE.
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Drawdown Indicators
| WEAT | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.32% | -32.01% | -52.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -22.66% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -46.27% | -22.66% | -23.61% |
Max Drawdown (5Y)Largest decline over 5 years | -67.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.83% | — | — |
Current DrawdownCurrent decline from peak | -82.12% | -11.17% | -70.95% |
Average DrawdownAverage peak-to-trough decline | -63.12% | -7.88% | -55.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.29% | 7.26% | +4.03% |
Volatility
WEAT vs. GDE - Volatility Comparison
Teucrium Wheat Fund (WEAT) has a higher volatility of 10.00% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 6.65%. This indicates that WEAT'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
| WEAT | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 6.65% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 18.05% | 24.24% | -6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.62% | 28.39% | -5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.51% | 26.12% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.80% | 26.12% | +0.68% |
WEAT vs. GDE - Expense Ratio Comparison
WEAT has a 1.91% expense ratio, which is higher than GDE's 0.20% expense ratio.
Dividends
WEAT vs. GDE - Dividend Comparison
WEAT has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 3.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.94% | 4.32% | 7.14% | 2.22% | 0.81% |
WEAT Teucrium Wheat Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WEAT and GDE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEAT has higher volatility (10.00%) compared to GDE (6.65%). In terms of maximum drawdown, WEAT dropped -84.32% vs GDE's -32.01%.
On 3-year performance, GDE leads with 46.68% vs -10.48% for WEAT. On fees, GDE is cheaper at 0.20% per year. On volatility, GDE has been the lower-risk option at 6.65%. 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 -10.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDE is cheaper with a 0.20% expense ratio, compared with 1.91% for WEAT.
GDE has the higher dividend yield at 3.94%, compared with 0.00% for WEAT.
WEAT is categorized as Agricultural Commodities, while GDE is Gold. They also come from different issuers: Teucrium and WisdomTree. Their fees differ too: 1.91% for WEAT and 0.20% for GDE.
GDE currently has the higher Sharpe Ratio (1.88 vs -0.02), 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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