PortfoliosLab logoPortfoliosLab logo
WTLS vs. GDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTLS vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Long/Short US Equity Fund (WTLS) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WTLS vs. GDE - Yearly Performance Comparison


Returns By Period


WTLS

1D
3.22%
1M
-4.31%
YTD
6M
1Y
3Y*
5Y*
10Y*

GDE

1D
5.90%
1M
-13.55%
YTD
2.08%
6M
14.59%
1Y
60.26%
3Y*
44.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WTLS vs. GDE - Expense Ratio Comparison

WTLS has a 0.88% expense ratio, which is higher than GDE's 0.20% expense ratio.


Return for Risk

WTLS vs. GDE — Risk / Return Rank

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

WTLS

GDE
GDE Risk / Return Rank: 8989
Overall Rank
GDE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8989
Sortino Ratio Rank
GDE Omega Ratio Rank: 8989
Omega Ratio Rank
GDE Calmar Ratio Rank: 8989
Calmar Ratio Rank
GDE Martin Ratio Rank: 9090
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.

WTLS vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Long/Short US Equity Fund (WTLS) 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.

WTLS vs. GDE - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


WTLSGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

1.11

-1.72

Correlation

The correlation between WTLS and GDE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WTLS vs. GDE - Dividend Comparison

WTLS has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.23%.


TTM2025202420232022
WTLS
WisdomTree Efficient Long/Short US Equity Fund
0.00%0.00%0.00%0.00%0.00%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.23%4.32%7.14%2.22%0.81%

Drawdowns

WTLS vs. GDE - Drawdown Comparison

The maximum WTLS drawdown since its inception was -8.94%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for WTLS and GDE.


Loading graphics...

Drawdown Indicators


WTLSGDEDifference

Max Drawdown

Largest peak-to-trough decline

-8.94%

-32.01%

+23.07%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

Current Drawdown

Current decline from peak

-6.01%

-17.41%

+11.40%

Average Drawdown

Average peak-to-trough decline

-2.84%

-7.74%

+4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

Volatility

WTLS vs. GDE - Volatility Comparison


Loading graphics...

Volatility by Period


WTLSGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

Volatility (6M)

Calculated over the trailing 6-month period

25.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.88%

32.26%

-12.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

26.19%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

26.19%

-6.31%