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WFIG vs. GDMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFIG vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (WFIG) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFIG achieves a 0.60% return, which is significantly higher than GDMN's -13.26% return.


WFIG

1D
-0.20%
1M
0.65%
YTD
0.60%
6M
0.79%
1Y
5.14%
3Y*
5.24%
5Y*
0.31%
10Y*
2.43%

GDMN

1D
-2.19%
1M
-10.92%
YTD
-13.26%
6M
-19.52%
1Y
61.98%
3Y*
59.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIG vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WFIG
WisdomTree U.S. Corporate Bond Fund
0.60%7.85%2.28%8.48%-16.25%-0.12%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
-13.26%237.09%28.23%12.97%-14.62%6.93%

Correlation

The correlation between WFIG and GDMN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2021

0.31

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Return for Risk

WFIG vs. GDMN — Risk / Return Rank

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

WFIG
WFIG Risk / Return Rank: 3737
Overall Rank
WFIG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WFIG Sortino Ratio Rank: 3737
Sortino Ratio Rank
WFIG Omega Ratio Rank: 3333
Omega Ratio Rank
WFIG Calmar Ratio Rank: 4040
Calmar Ratio Rank
WFIG Martin Ratio Rank: 3939
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 2828
Overall Rank
GDMN Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 2727
Sortino Ratio Rank
GDMN Omega Ratio Rank: 3131
Omega Ratio Rank
GDMN Calmar Ratio Rank: 2727
Calmar Ratio Rank
GDMN Martin Ratio Rank: 2525
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.

WFIG vs. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (WFIG) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.


WFIGGDMNDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

1.92

1.28

+0.64

Martin ratioReturn relative to average drawdown

5.88

3.31

+2.57

WFIG vs. GDMN - Sharpe Ratio Comparison

The current WFIG Sharpe Ratio is 1.25, which is comparable to the GDMN Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of WFIG and GDMN, 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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Drawdowns

WFIG vs. GDMN - Drawdown Comparison

The maximum WFIG drawdown since its inception was -22.92%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for WFIG and GDMN.


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Drawdown Indicators


WFIGGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-52.82%

+29.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-48.76%

+46.07%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-48.76%

+42.54%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

Current Drawdown

Current decline from peak

-1.19%

-43.06%

+41.87%

Average Drawdown

Average peak-to-trough decline

-5.49%

-19.11%

+13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

18.77%

-17.89%

Volatility

WFIG vs. GDMN - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (WFIG) is 1.10%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 21.69%. This indicates that WFIG experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFIGGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

21.69%

-20.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

54.94%

-51.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

63.98%

-59.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.12%

48.18%

-41.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.55%

48.18%

-40.63%

WFIG vs. GDMN - Expense Ratio Comparison

WFIG has a 0.18% expense ratio, which is lower than GDMN's 0.45% expense ratio.


Dividends

WFIG vs. GDMN - Dividend Comparison

WFIG's dividend yield for the trailing twelve months is around 4.87%, more than GDMN's 3.11% yield.


PositionTTM2025202420232022202120202019201820172016
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
3.11%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%
WFIG
WisdomTree U.S. Corporate Bond Fund
4.87%4.82%4.67%4.19%4.25%2.50%2.61%3.00%3.27%2.88%2.35%

Frequently Asked Questions


WFIG and GDMN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDMN has higher volatility (21.69%) compared to WFIG (1.10%). In terms of maximum drawdown, WFIG dropped -22.92% vs GDMN's -52.82%.

On 3-year performance, GDMN leads with 59.00% vs 5.24% for WFIG. On fees, WFIG is cheaper at 0.18% per year. On volatility, WFIG has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GDMN has performed better with a 59.00% return vs 5.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WFIG is cheaper with a 0.18% expense ratio, compared with 0.45% for GDMN.

WFIG has the higher dividend yield at 4.87%, compared with 3.11% for GDMN.

WFIG is categorized as Corporate Bonds, while GDMN is Commodities. Their fees differ too: 0.18% for WFIG and 0.45% for GDMN.

WFIG currently has the higher Sharpe Ratio (1.25 vs 0.98), 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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