WIMA vs. GDE

Last updated Jun 4, 2026

WIMA (WisdomTree International Adaptive Moving Average Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - WIMA is a Tactical Allocation fund tracking the WisdomTree International Adaptive Moving Average Index, while GDE is a Gold fund actively managed by WisdomTree. WIMA is passively managed, while GDE is actively managed. A 0.76 correlation means they provide meaningful diversification when combined. WIMA charges 0.42%/yr vs 0.20%/yr for GDE.

Performance

WIMA vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Adaptive Moving Average Fund (WIMA) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WIMA

• 1D: -0.77%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GDE

• 1D: -1.35%
• 1M: 1.88%
• YTD: 9.79%
• 6M: 11.87%
• 1Y: 53.13%
• 3Y*: 46.68%
• 5Y*: —
• 10Y*: —

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

WIMA vs. GDE - Yearly Performance Comparison

	2026 (YTD)
WIMA WisdomTree International Adaptive Moving Average Fund	-0.12%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	-2.84%

Correlation

The correlation between WIMA and GDE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 7, 2026	0.76

Return for Risk

WIMA vs. GDE — Risk / Return Rank

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

GDE

GDE Risk / Return Rank: 49
GDE Sharpe Ratio Rank: 54
GDE Sortino Ratio Rank: 45
GDE Omega Ratio Rank: 54
GDE Calmar Ratio Rank: 47
GDE Martin Ratio Rank: 44

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.

WIMA vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Adaptive Moving Average Fund (WIMA) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	WIMA	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	1.15	-1.27

Drawdowns

WIMA vs. GDE - Drawdown Comparison

The maximum WIMA drawdown since its inception was -2.75%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for WIMA and GDE.

Drawdown Indicators

	WIMA	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-2.75%	-32.01%	+29.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-22.66%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.66%	—
Current Drawdown Current decline from peak	-0.77%	-11.17%	+10.40%
Average Drawdown Average peak-to-trough decline	-0.95%	-7.88%	+6.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.26%	—

Volatility

Volatility by Period

	WIMA	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.24%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.54%	28.39%	-14.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	26.12%	-12.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.54%	26.12%	-12.58%

WIMA vs. GDE - Expense Ratio Comparison

WIMA has a 0.42% expense ratio, which is higher than GDE's 0.20% expense ratio.

Dividends

WIMA vs. GDE - Dividend Comparison

WIMA 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%
WIMA WisdomTree International Adaptive Moving Average Fund	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WIMA and GDE in my portfolio?

WIMA and GDE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WIMA or GDE?

On fees, GDE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WIMA or GDE?

GDE is cheaper with a 0.20% expense ratio, compared with 0.42% for WIMA.

Which ETF pays a higher dividend yield, WIMA or GDE?

GDE has the higher dividend yield at 3.94%, compared with 0.00% for WIMA.

What is the main difference between WIMA and GDE?

WIMA is categorized as Tactical Allocation, while GDE is Gold. Their fees differ too: 0.42% for WIMA and 0.20% for GDE.