WisdomTree Efficient Gold Plus Gold Miners Strategy Fund

10-Year Study

GDMN.US · · US · ETF

Executive Summary: WisdomTree Efficient Gold Plus Gold Miners Strategy Fund has compounded at 44.1% annually over the last 10 years, with a maximum drawdown of 45.2% and an annualized volatility of 45.5%.

1Y CAGR
+146.5%
3Y CAGR
+75.2%
5Y CAGR
+44.1%
10Y CAGR
+44.1%

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 →
45.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +237.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.328.3-27.77.4————————16.8%
202519.6-0.428.110.61.92.7-3.326.928.5-3.119.54.6237.1%
2024-9.9-5.525.85.86.1-3.714.63.96.95.6-9.2-9.228.2%
202315.7-17.522.94.1-9.2-4.74.8-7.2-12.411.111.41.313.0%
2022-7.017.010.5-9.8-11.4-13.9-6.6-11.0-1.8-2.425.92.8-14.6%

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 45.5%. The dominant macroeconomic risk driver is GLD.US, accounting for 58.1% of variance. Idiosyncratic stock-specific factors contribute 6.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-12-0110000
2022-01-019303.20116895108
2022-02-0110887.29124272767
2022-03-0112035.265748119728
2022-04-0110858.067465688955
2022-05-019622.376807436824
2022-06-018285.747581866915
2022-07-017735.9192491461445
2022-08-016883.723431911289
2022-09-016759.791309960288
2022-10-016597.895170905309
2022-11-018308.337740804818
2022-12-018537.959534929585
2023-01-019876.023056305074
2023-02-018150.20662823949
2023-03-0110020.662823949153
2023-04-0110431.095533065
2023-05-019475.988991779692
2023-06-019026.875117657079
2023-07-019460.749598845392
2023-08-018782.238039317632
2023-09-017695.131462174929
2023-10-018548.403001263972
2023-11-019523.544862083492
2023-12-019645.684114277517
2024-01-018693.894382042616
2024-02-018217.394422382185
2024-03-0110334.459853163966
2024-04-0110933.412817225892
2024-05-0111595.609261965163
2024-06-0111165.41016377865
2024-07-0112791.901607307736
2024-08-0113288.929925685547
2024-09-0114205.713875915484
2024-10-0115006.09575717372
2024-11-0113623.076026642042
2024-12-0112368.605057685585
2025-01-0114798.660726291537
2025-02-0114744.874633582243
2025-03-0118885.23840685593
2025-04-0120888.232499350084
2025-05-0121282.753489372764
2025-06-0121863.688112377076
2025-07-0121134.483160470805
2025-08-0126821.734960063823
2025-09-0134453.89187202496
2025-10-0133374.89803053257
2025-11-0139877.27806513495
2025-12-0141693.186198488605
2026-01-0148896.04044714171
2026-02-0162745.959319785215
2026-03-0145350.640502720686
2026-04-0148689.86042508942
Annual Return Matrix
YearAnnual Return
2022-0.14620404650704155
20230.12974113719046443
20240.28229422725730835
20252.370888309881102
20260.16781337346807135
Total Factor Risk
0.45519831024745483
VTI.US Exposure
0.10357650856151401
VEA.US Exposure
0.19211121918088228
VWO.US Exposure
-0.03600674946833876
QQQ.US Exposure
-0.02145361545427225
VTV.US Exposure
-0.03847332940855181
IJR.US Exposure
-0.009257006371946513
QUAL.US Exposure
-0.024619121924064832
SHV.US Exposure
0.14984624044447112
TLT.US Exposure
-0.0015771372621543507
LQD.US Exposure
0.006848567285685047
HYG.US Exposure
-0.015020515859070296
GLD.US Exposure
0.5806793826659176
USO.US Exposure
-0.0008591416889821617
VNQ.US Exposure
0.0032588887149254957
BTC-USD.CC Exposure
0.016033820934430114
CPER.US Exposure
0.011298050350977636
VIX.INDX Exposure
0.005830972747106869
UUP.US Exposure
0.0009762917665485131
TIP.US Exposure
0.012192074883961781
Idiosyncratic Exposure
0.06461459990096041
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
45.5%

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 →
-4.2%
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 →
+26.1%
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 →
23.3% 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 →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN.US) has an annualized volatility of 45.5% and experienced a maximum drawdown of 45.2% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, GDMN.US has generated a Compound Annual Growth Rate (CAGR) of 44.1%. It has had a positive return in 80% 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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