AGOX vs. GDT

Last updated Jul 16, 2026

AGOX (Adaptive Alpha Opportunities ETF) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both Tactical Allocation funds. Both are actively managed. At a 0.36 correlation, their price movements are largely independent. AGOX charges 1.33%/yr vs 0.30%/yr for GDT.

Performance

AGOX vs. GDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adaptive Alpha Opportunities ETF (AGOX) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AGOX

• 1D: -0.27%
• 1M: -5.47%
• 6M: 12.17%
• YTD: 17.44%
• 1Y: 17.07%
• 3Y*: 14.93%
• 5Y*: 8.52%
• 10Y*: —

GDT

• 1D: 0.11%
• 1M: -5.91%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AGOX vs. GDT - Yearly Performance Comparison

	2026 (YTD)
AGOX Adaptive Alpha Opportunities ETF	11.02%
GDT WisdomTree Efficient TIPS Plus Gold Fund	-15.24%

Correlation

The correlation between AGOX and GDT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 22, 2026	0.36

Return for Risk

AGOX vs. GDT — Risk / Return Rank

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

AGOX

AGOX Risk / Return Rank: 30
AGOX Sharpe Ratio Rank: 29
AGOX Sortino Ratio Rank: 32
AGOX Omega Ratio Rank: 30
AGOX Calmar Ratio Rank: 28
AGOX Martin Ratio Rank: 33

GDT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

AGOX vs. GDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AGOX	GDT	Difference
Sharpe ratio: Return per unit of total volatility	0.90	—	—
Sortino ratio: Return per unit of downside risk	1.44	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.12	—	—
Martin ratio: Return relative to average drawdown	3.99	—	—

Drawdowns

AGOX vs. GDT - Drawdown Comparison

The maximum AGOX drawdown since its inception was -26.93%, which is greater than GDT's maximum drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for AGOX and GDT.

Drawdown Indicators

	AGOX	GDT	Difference
Max Drawdown Largest peak-to-trough decline	-26.93%	-24.66%	-2.27%
Max Drawdown (1Y) Largest decline over 1 year	-15.32%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.93%	—	—
Current Drawdown Current decline from peak	-5.47%	-23.34%	+17.87%
Average Drawdown Average peak-to-trough decline	-8.05%	-12.54%	+4.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.29%	—	—

Volatility

Volatility by Period

	AGOX	GDT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.09%	31.74%	-12.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.84%	31.74%	-11.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.68%	31.74%	-12.06%

AGOX vs. GDT - Expense Ratio Comparison

AGOX has a 1.33% expense ratio, which is higher than GDT's 0.30% expense ratio.

Dividends

AGOX vs. GDT - Dividend Comparison

AGOX's dividend yield for the trailing twelve months is around 2.75%, which matches GDT's 2.73% yield.

Position	TTM	2025	2024	2023	2022	2021
AGOX Adaptive Alpha Opportunities ETF	2.75%	3.23%	3.94%	0.27%	0.20%	6.36%
GDT WisdomTree Efficient TIPS Plus Gold Fund	2.73%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AGOX and GDT in my portfolio?

AGOX and GDT 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.

Which ETF is better, AGOX or GDT?

On fees, GDT is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AGOX or GDT?

GDT is cheaper with a 0.30% expense ratio, compared with 1.33% for AGOX.

Which ETF pays a higher dividend yield, AGOX or GDT?

AGOX has the higher dividend yield at 2.75%, compared with 2.73% for GDT.

What is the main difference between AGOX and GDT?

They also come from different issuers: Adaptive Funds and WisdomTree. Their fees differ too: 1.33% for AGOX and 0.30% for GDT.