WisdomTree Efficient Gold Plus Equity Strategy Fund

10-Year Study

GDE.US · · US · ETF

Executive Summary: WisdomTree Efficient Gold Plus Equity Strategy Fund has compounded at 29.9% annually over the last 10 years, with a maximum drawdown of 30.8% and an annualized volatility of 19.3%.

1Y CAGR
+65.0%
3Y CAGR
+49.3%
5Y CAGR
+29.9%
10Y CAGR
+29.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
30.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +73.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 10.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.75.7-13.68.4————————10.7%
20257.9-0.32.93.66.04.61.46.412.85.24.52.173.8%
2024-0.64.410.9-1.35.23.35.13.45.43.02.7-3.244.8%
202310.3-6.210.81.7-0.73.05.1-3.5-8.94.710.94.733.9%
2022———-11.7-7.2-5.56.5-6.2-10.55.410.2-2.9-22.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.3%. The dominant macroeconomic risk driver is GLD.US, accounting for 49.3% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-03-0110000
2022-04-018828.728150618905
2022-05-018194.424302397994
2022-06-017739.73537616338
2022-07-018241.258114875067
2022-08-017728.3041723893775
2022-09-016915.110515854397
2022-10-017291.231243015449
2022-11-018037.074635523745
2022-12-017804.569069209967
2023-01-018611.663240149117
2023-02-018077.553039932436
2023-03-018948.627829009665
2023-04-019100.005971524359
2023-05-019033.80735862416
2023-06-019300.478575023673
2023-07-019773.1673818278
2023-08-019432.108033406412
2023-09-018591.914556017164
2023-10-018998.40474992109
2023-11-019979.739470922941
2023-12-0110446.584714603789
2024-01-0110387.893160898459
2024-02-0110849.961185091663
2024-03-0112034.157119336649
2024-04-0111878.215026061438
2024-05-0112491.661192769338
2024-06-0112897.72484921901
2024-07-0113555.402949933034
2024-08-0114018.238741543895
2024-09-0114778.882983714799
2024-10-0115225.638313300291
2024-11-0115630.976856077732
2024-12-0115126.16977896829
2025-01-0116324.356141712804
2025-02-0116275.005758255631
2025-03-0116741.125888264247
2025-04-0117336.572174402634
2025-05-0118380.565247434377
2025-06-0119232.915042269862
2025-07-0119510.24969502572
2025-08-0120758.170324936233
2025-09-0123413.110055193945
2025-10-0124631.727561997217
2025-11-0125748.914462178924
2025-12-0126283.23793112273
2026-01-0129367.10372537812
2026-02-0131034.86517151071
2026-03-0126829.20587256767
2026-04-0129094.11975465565
Annual Return Matrix
YearAnnual Return
20230.33852165596392947
20240.4479535840859723
20250.7376003519190586
20260.10694579681921446
Total Factor Risk
0.19298267345589473
VTI.US Exposure
0.42033408684783985
VEA.US Exposure
-0.06432360178519109
VWO.US Exposure
0.018284281770988613
QQQ.US Exposure
0.0366239352140962
VTV.US Exposure
0.04312435697737929
IJR.US Exposure
-0.0378677019991094
QUAL.US Exposure
-0.013959410381219922
SHV.US Exposure
0.08847275154901096
TLT.US Exposure
0.007473676490355619
LQD.US Exposure
-0.03518097797137003
HYG.US Exposure
0.01045432835951547
GLD.US Exposure
0.4932746992420082
USO.US Exposure
0.003205567603780601
VNQ.US Exposure
-0.038098157301737906
BTC-USD.CC Exposure
0.0046487377534057675
CPER.US Exposure
-0.010014272303504474
VIX.INDX Exposure
0.016701283106963984
UUP.US Exposure
0.0161602408023924
TIP.US Exposure
0.033723893011870634
Idiosyncratic Exposure
0.006962283012525154
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Efficient Gold Plus Equity Strategy Fund a high-risk investment?

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE.US) has an annualized volatility of 19.3% and experienced a maximum drawdown of 30.8% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of GDE.US?

Over the past 10 years, GDE.US has generated a Compound Annual Growth Rate (CAGR) of 29.9%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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