WLTG vs. GDE

Last updated Jun 23, 2026

WLTG (WealthTrust DBS Long Term Growth ETF) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - WLTG is a Large Cap Blend Equities fund actively managed by WealthTrust, while GDE is a Gold fund actively managed by WisdomTree. Both are actively managed. Over the past 3 years, WLTG returned 23.40%/yr vs 42.34%/yr for GDE. A 0.67 correlation means they provide meaningful diversification when combined. WLTG charges 0.75%/yr vs 0.20%/yr for GDE.

Performance

WLTG vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WealthTrust DBS Long Term Growth ETF (WLTG) 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, WLTG achieves a 7.54% return, which is significantly higher than GDE's 2.73% return.

WLTG

• 1D: -0.02%
• 1M: 0.76%
• YTD: 7.54%
• 6M: 6.74%
• 1Y: 27.15%
• 3Y*: 23.40%
• 5Y*: —
• 10Y*: —

GDE

• 1D: -1.07%
• 1M: -7.12%
• YTD: 2.73%
• 6M: -0.30%
• 1Y: 43.92%
• 3Y*: 42.34%
• 5Y*: —
• 10Y*: —

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

WLTG vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WLTG WealthTrust DBS Long Term Growth ETF	7.54%	24.55%	26.90%	17.00%	-14.44%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	2.73%	73.76%	44.79%	33.85%	-8.58%

Correlation

The correlation between WLTG and GDE is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022	0.67

The correlation between WLTG and GDE has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

Return for Risk

WLTG vs. GDE — Risk / Return Rank

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

WLTG

WLTG Risk / Return Rank: 61
WLTG Sharpe Ratio Rank: 60
WLTG Sortino Ratio Rank: 58
WLTG Omega Ratio Rank: 58
WLTG Calmar Ratio Rank: 59
WLTG Martin Ratio Rank: 70

GDE

GDE Risk / Return Rank: 40
GDE Sharpe Ratio Rank: 43
GDE Sortino Ratio Rank: 37
GDE Omega Ratio Rank: 43
GDE Calmar Ratio Rank: 40
GDE Martin Ratio Rank: 36

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.

WLTG vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WealthTrust DBS Long Term Growth ETF (WLTG) 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.

	WLTG	GDE	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.46	+0.49
Sortino ratio: Return per unit of downside risk	2.67	1.88	+0.79
Omega ratio: Gain probability vs. loss probability	1.35	1.27	+0.07
Calmar ratio: Return relative to maximum drawdown	2.85	1.95	+0.90
Martin ratio: Return relative to average drawdown	12.54	5.49	+7.05

WLTG vs. GDE - Sharpe Ratio Comparison

The current WLTG Sharpe Ratio is 1.95, which is higher than the GDE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of WLTG 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

WLTG vs. GDE - Drawdown Comparison

The maximum WLTG drawdown since its inception was -25.14%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for WLTG and GDE.

Drawdown Indicators

	WLTG	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-25.14%	-32.01%	+6.87%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-22.66%	+13.10%
Max Drawdown (3Y) Largest decline over 3 years	-17.12%	-22.66%	+5.54%
Current Drawdown Current decline from peak	-0.79%	-16.89%	+16.10%
Average Drawdown Average peak-to-trough decline	-8.99%	-7.96%	-1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	8.03%	-5.86%

Volatility

WLTG vs. GDE - Volatility Comparison

The current volatility for WealthTrust DBS Long Term Growth ETF (WLTG) is 4.82%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 11.06%. This indicates that WLTG 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.

Volatility by Period

	WLTG	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	11.06%	-6.24%
Volatility (6M) Calculated over the trailing 6-month period	10.93%	26.33%	-15.40%
Volatility (1Y) Calculated over the trailing 1-year period	14.00%	30.21%	-16.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.20%	27.12%	-11.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.20%	27.12%	-11.92%

WLTG vs. GDE - Expense Ratio Comparison

WLTG has a 0.75% expense ratio, which is higher than GDE's 0.20% expense ratio.

Dividends

WLTG vs. GDE - Dividend Comparison

WLTG's dividend yield for the trailing twelve months is around 4.12%, less than GDE's 4.21% yield.

Position	TTM	2025	2024	2023	2022	2021
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.21%	4.32%	7.14%	2.22%	0.81%	0.00%
WLTG WealthTrust DBS Long Term Growth ETF	4.12%	4.43%	0.55%	0.71%	0.44%	0.02%

Frequently Asked Questions

Can I hold both WLTG and GDE in my portfolio?

WLTG and GDE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WLTG or GDE?

GDE has higher volatility (11.06%) compared to WLTG (4.82%). In terms of maximum drawdown, WLTG dropped -25.14% vs GDE's -32.01%.

Which ETF is better, WLTG or GDE?

On 3-year performance, GDE leads with 42.34% vs 23.40% for WLTG. On fees, GDE is cheaper at 0.20% per year. On volatility, WLTG has been the lower-risk option at 4.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WLTG or GDE?

Over the 3-year period, GDE has performed better with a 42.34% return vs 23.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WLTG or GDE?

GDE is cheaper with a 0.20% expense ratio, compared with 0.75% for WLTG.

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

GDE has the higher dividend yield at 4.21%, compared with 4.12% for WLTG.

What is the main difference between WLTG and GDE?

WLTG is categorized as Large Cap Blend Equities, while GDE is Gold. They also come from different issuers: WealthTrust and WisdomTree. Their fees differ too: 0.75% for WLTG and 0.20% for GDE.

Which has better risk-adjusted returns?

WLTG currently has the higher Sharpe Ratio (1.95 vs 1.46), 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.