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WGLD.DE vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WGLD.DE vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Core Physical Gold (WGLD.DE) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WGLD.DE is traded in EUR, while GDE is traded in USD. To make them comparable, the GDE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WGLD.DE achieves a 2.75% return, which is significantly lower than GDE's 12.52% return.


WGLD.DE

1D
0.59%
1M
-1.57%
YTD
2.75%
6M
6.40%
1Y
30.17%
3Y*
28.03%
5Y*
19.71%
10Y*

GDE

1D
1.19%
1M
2.76%
YTD
12.52%
6M
13.81%
1Y
51.90%
3Y*
43.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WGLD.DE vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WGLD.DE
WisdomTree Core Physical Gold
2.75%49.08%34.17%9.39%-2.56%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
12.52%53.14%54.35%29.84%-15.73%

Correlation

The correlation between WGLD.DE and GDE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.60

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

0.53

Over the past year, WGLD.DE and GDE have become more correlated (0.74) than their long-term average of 0.53, meaning their price movements have been converging.

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Return for Risk

WGLD.DE vs. GDE — Risk / Return Rank

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

WGLD.DE
WGLD.DE Risk / Return Rank: 3636
Overall Rank
WGLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WGLD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WGLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WGLD.DE Martin Ratio Rank: 3232
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 5252
Overall Rank
GDE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4949
Sortino Ratio Rank
GDE Omega Ratio Rank: 5858
Omega Ratio Rank
GDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
GDE Martin Ratio Rank: 4646
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.

WGLD.DE vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (WGLD.DE) 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.


WGLD.DEGDEDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

1.81

2.63

-0.82

Martin ratioReturn relative to average drawdown

4.60

8.49

-3.89

WGLD.DE vs. GDE - Sharpe Ratio Comparison

The current WGLD.DE Sharpe Ratio is 1.30, which is lower than the GDE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of WGLD.DE 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


WGLD.DEGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.94

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

1.20

+0.07

Drawdowns

WGLD.DE vs. GDE - Drawdown Comparison

The maximum WGLD.DE drawdown since its inception was -16.58%, smaller than the maximum GDE drawdown of -22.89%. Use the drawdown chart below to compare losses from any high point for WGLD.DE and GDE.


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Drawdown Indicators


WGLD.DEGDEDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-22.89%

+6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-19.85%

+3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-20.49%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

Current Drawdown

Current decline from peak

-14.99%

-7.35%

-7.64%

Average Drawdown

Average peak-to-trough decline

-4.27%

-6.50%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

6.13%

+0.41%

Volatility

WGLD.DE vs. GDE - Volatility Comparison

The current volatility for WisdomTree Core Physical Gold (WGLD.DE) is 5.05%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 5.78%. This indicates that WGLD.DE 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


WGLD.DEGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.78%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

22.75%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

26.87%

-3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

24.17%

-8.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

24.17%

-8.29%

WGLD.DE vs. GDE - Expense Ratio Comparison

WGLD.DE has a 0.12% 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

WGLD.DE vs. GDE - Dividend Comparison

WGLD.DE has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 3.88%.


PositionTTM2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.88%4.32%7.14%2.22%0.81%
WGLD.DE
WisdomTree Core Physical Gold
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WGLD.DE and GDE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WGLD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WGLD.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for GDE.

WGLD.DE is categorized as Precious Metals, while GDE is Gold. Their fees differ too: 0.12% for WGLD.DE and 0.20% for GDE.

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