WTV vs. GDE
WTV (WisdomTree US Value ETF) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - WTV is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Value Index, while GDE is a Gold fund actively managed by WisdomTree. WTV is passively managed, while GDE is actively managed. Over the past 3 years, WTV returned 22.93%/yr vs 47.08%/yr for GDE. A 0.53 correlation means they provide meaningful diversification when combined. WTV charges 0.12%/yr vs 0.20%/yr for GDE.
Performance
WTV vs. GDE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WTV having a 11.47% return and GDE slightly lower at 11.25%.
WTV
- 1D
- 0.86%
- 1M
- 4.50%
- YTD
- 11.47%
- 6M
- 12.37%
- 1Y
- 25.21%
- 3Y*
- 22.93%
- 5Y*
- 13.36%
- 10Y*
- —
GDE
- 1D
- 1.33%
- 1M
- 2.08%
- YTD
- 11.25%
- 6M
- 13.51%
- 1Y
- 54.50%
- 3Y*
- 47.08%
- 5Y*
- —
- 10Y*
- —
WTV vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WTV WisdomTree US Value ETF | 11.47% | 13.51% | 23.99% | 22.35% | -5.70% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 11.25% | 73.76% | 44.79% | 33.85% | -18.67% |
Correlation
The correlation between WTV and GDE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.53 |
The correlation between WTV and GDE shifts across timeframes, from 0.36 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTV vs. GDE — Risk / Return Rank
WTV
GDE
WTV vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Value ETF (WTV) 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.
| WTV | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 2.42 | +1.13 |
| Martin ratioReturn relative to average drawdown | 11.55 | 7.50 | +4.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTV | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.93 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 1.17 | -0.49 |
Drawdowns
WTV vs. GDE - Drawdown Comparison
The maximum WTV drawdown since its inception was -42.18%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for WTV and GDE.
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Drawdown Indicators
| WTV | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.18% | -32.01% | -10.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -22.66% | +15.51% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -22.66% | +4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | — | — |
Current DrawdownCurrent decline from peak | -0.11% | -9.99% | +9.88% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -7.89% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 7.29% | -5.10% |
Volatility
WTV vs. GDE - Volatility Comparison
The current volatility for WisdomTree US Value ETF (WTV) is 3.01%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.68%. This indicates that WTV 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
| WTV | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 6.68% | -3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 24.27% | -16.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 28.41% | -16.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 26.12% | -9.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.20% | 26.12% | -5.92% |
WTV vs. GDE - Expense Ratio Comparison
WTV 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
WTV vs. GDE - Dividend Comparison
WTV's dividend yield for the trailing twelve months is around 1.64%, less than GDE's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.88% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTV WisdomTree US Value ETF | 1.64% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% |
Frequently Asked Questions
WTV and GDE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (6.68%) compared to WTV (3.01%). In terms of maximum drawdown, WTV dropped -42.18% vs GDE's -32.01%.
On 3-year performance, GDE leads with 47.08% vs 22.93% for WTV. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 47.08% return vs 22.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTV is cheaper with a 0.12% expense ratio, compared with 0.20% for GDE.
GDE has the higher dividend yield at 3.88%, compared with 1.64% for WTV.
WTV is categorized as Large Cap Value Equities, while GDE is Gold. Their fees differ too: 0.12% for WTV and 0.20% for GDE.
WTV currently has the higher Sharpe Ratio (2.15 vs 1.93), 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.
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