ALLW vs. GDT
ALLW (State Street Bridgewater All Weather ETF) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both Tactical Allocation funds. Both are actively managed. A 0.78 correlation means they provide meaningful diversification when combined. ALLW charges 0.85%/yr vs 0.30%/yr for GDT.
Performance
ALLW vs. GDT - Performance Comparison
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Returns By Period
ALLW
- 1D
- -1.02%
- 1M
- -2.41%
- YTD
- 5.97%
- 6M
- 5.04%
- 1Y
- 17.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDT
- 1D
- -1.60%
- 1M
- -8.60%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALLW vs. GDT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ALLW State Street Bridgewater All Weather ETF | 1.75% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | -14.30% |
Correlation
The correlation between ALLW and GDT is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 22, 2026 | 0.78 |
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Return for Risk
ALLW vs. GDT — Risk / Return Rank
ALLW
GDT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ALLW vs. GDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Bridgewater All Weather ETF (ALLW) 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.
| ALLW | GDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | — | — |
| Martin ratioReturn relative to average drawdown | 9.71 | — | — |
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Drawdowns
ALLW vs. GDT - Drawdown Comparison
The maximum ALLW drawdown since its inception was -8.78%, smaller than the maximum GDT drawdown of -22.61%. Use the drawdown chart below to compare losses from any high point for ALLW and GDT.
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Drawdown Indicators
| ALLW | GDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.78% | -22.61% | +13.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | — | — |
Current DrawdownCurrent decline from peak | -3.73% | -22.49% | +18.76% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -11.03% | +9.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | — | — |
Volatility
ALLW vs. GDT - Volatility Comparison
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Volatility by Period
| ALLW | GDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.05% | 32.99% | -21.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.71% | 32.99% | -20.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.71% | 32.99% | -20.28% |
ALLW vs. GDT - Expense Ratio Comparison
ALLW has a 0.85% expense ratio, which is higher than GDT's 0.30% expense ratio.
Dividends
ALLW vs. GDT - Dividend Comparison
ALLW's dividend yield for the trailing twelve months is around 4.41%, more than GDT's 1.91% yield.
| Position | TTM | 2025 |
|---|---|---|
ALLW State Street Bridgewater All Weather ETF | 4.41% | 4.67% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | 1.91% | 0.00% |
Frequently Asked Questions
ALLW and GDT have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
GDT is cheaper with a 0.30% expense ratio, compared with 0.85% for ALLW.
ALLW has the higher dividend yield at 4.41%, compared with 1.91% for GDT.
They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.85% for ALLW and 0.30% for GDT.
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