WTRE vs. GDE

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree New Economy Real Estate ETF (WTRE) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE).

WTRE and GDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTRE is a passively managed fund by WisdomTree that tracks the performance of the CenterSquare New Economy Real Estate Index. It was launched on Jun 5, 2007. GDE is an actively managed fund by WisdomTree. It was launched on Mar 15, 2022.

Performance

WTRE vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree New Economy Real Estate ETF (WTRE) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

WTRE vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WTRE WisdomTree New Economy Real Estate ETF	2.83%	26.36%	-3.27%	14.07%	-28.82%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	3.73%	73.76%	44.79%	33.85%	-18.67%

Returns By Period

In the year-to-date period, WTRE achieves a 2.83% return, which is significantly lower than GDE's 3.73% return.

WTRE

• 1D: 1.00%
• 1M: -8.06%
• YTD: 2.83%
• 6M: -1.26%
• 1Y: 28.85%
• 3Y*: 11.40%
• 5Y*: -1.01%
• 10Y*: 2.14%

GDE

• 1D: 1.62%
• 1M: -13.97%
• YTD: 3.73%
• 6M: 15.80%
• 1Y: 62.68%
• 3Y*: 44.97%
• 5Y*: —
• 10Y*: —

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

WTRE vs. GDE - Expense Ratio Comparison

WTRE has a 0.58% expense ratio, which is higher than GDE's 0.20% expense ratio.

WTRE

WisdomTree New Economy Real Estate ETF

GDE

WisdomTree Efficient Gold Plus Equity Strategy Fund

Return for Risk

WTRE vs. GDE — Risk / Return Rank

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

WTRE

WTRE Risk / Return Rank: 67
WTRE Sharpe Ratio Rank: 72
WTRE Sortino Ratio Rank: 71
WTRE Omega Ratio Rank: 61
WTRE Calmar Ratio Rank: 74
WTRE Martin Ratio Rank: 54

GDE

GDE Risk / Return Rank: 88
GDE Sharpe Ratio Rank: 89
GDE Sortino Ratio Rank: 88
GDE Omega Ratio Rank: 88
GDE Calmar Ratio Rank: 87
GDE Martin Ratio Rank: 87

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.

WTRE vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree New Economy Real Estate ETF (WTRE) 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.

	WTRE	GDE	Difference
Sharpe ratio Return per unit of total volatility	1.35	1.95	-0.60
Sortino ratio Return per unit of downside risk	1.87	2.47	-0.60
Omega ratio Gain probability vs. loss probability	1.24	1.37	-0.13
Calmar ratio Return relative to maximum drawdown	2.06	2.77	-0.71
Martin ratio Return relative to average drawdown	5.55	10.77	-5.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTRE vs. GDE - Sharpe Ratio Comparison

The current WTRE Sharpe Ratio is 1.35, which is lower than the GDE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of WTRE and GDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WTRE	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	1.95	-0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	1.13	-1.11

Correlation

The correlation between WTRE and GDE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WTRE vs. GDE - Dividend Comparison

WTRE's dividend yield for the trailing twelve months is around 2.36%, less than GDE's 4.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WTRE WisdomTree New Economy Real Estate ETF	2.36%	2.33%	2.69%	2.05%	1.68%	6.47%	2.96%	7.88%	4.49%	6.34%	5.96%	4.58%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.16%	4.32%	7.14%	2.22%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WTRE vs. GDE - Drawdown Comparison

The maximum WTRE drawdown since its inception was -74.18%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for WTRE and GDE.

Drawdown Indicators

	WTRE	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-74.18%	-32.01%	-42.17%
Max Drawdown (1Y) Largest decline over 1 year	-14.22%	-22.66%	+8.44%
Max Drawdown (5Y) Largest decline over 5 years	-43.87%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.47%	—	—
Current Drawdown Current decline from peak	-18.08%	-16.07%	-2.01%
Average Drawdown Average peak-to-trough decline	-25.15%	-7.75%	-17.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.28%	5.84%	-0.56%

Volatility

WTRE vs. GDE - Volatility Comparison

The current volatility for WisdomTree New Economy Real Estate ETF (WTRE) is 8.36%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 12.02%. This indicates that WTRE 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

	WTRE	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.36%	12.02%	-3.66%
Volatility (6M) Calculated over the trailing 6-month period	15.75%	25.26%	-9.51%
Volatility (1Y) Calculated over the trailing 1-year period	21.41%	32.25%	-10.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.98%	26.19%	-7.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.35%	26.19%	-7.84%