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AMUN vs. GDMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMUN vs. GDMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Ultra Short Municipal Income Active ETF (AMUN) and Gadsden Dynamic Multi-Asset ETF (GDMA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMUN achieves a 1.55% return, which is significantly lower than GDMA's 10.09% return.


AMUN

1D
0.00%
1M
0.23%
6M
1.24%
YTD
1.55%
1Y
3Y*
5Y*
10Y*
ALL TIME*

GDMA

1D
-0.22%
1M
1.43%
6M
1.75%
YTD
10.09%
1Y
23.05%
3Y*
16.10%
5Y*
8.38%
10Y*
ALL TIME*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$20.51K$41.78K$66.52K
$1.65M$939.36K$704.27K

AMUN vs. GDMA - Yearly Performance Comparison


Correlation

The correlation between AMUN and GDMA is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 20, 2025

-0.16

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Return for Risk

AMUN vs. GDMA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AMUN

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


GDMA
GDMA Risk / Return Rank: 5757
Overall Rank
GDMA Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GDMA Sortino Ratio Rank: 4747
Sortino Ratio Rank
GDMA Omega Ratio Rank: 5555
Omega Ratio Rank
GDMA Calmar Ratio Rank: 7777
Calmar Ratio Rank
GDMA Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AMUN vs. GDMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Ultra Short Municipal Income Active ETF (AMUN) and Gadsden Dynamic Multi-Asset ETF (GDMA). 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.


AMUNGDMADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

3.07

Martin ratioReturn relative to average drawdown

7.10

AMUN vs. GDMA - Sharpe Ratio Comparison


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Drawdowns

AMUN vs. GDMA - Drawdown Comparison

The maximum AMUN drawdown since its inception was -0.61%, smaller than the maximum GDMA drawdown of -16.66%. Use the drawdown chart below to compare losses from any high point for AMUN and GDMA.


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Drawdown Indicators


AMUNGDMADifference

Max Drawdown

Largest peak-to-trough decline

-0.61%

-16.66%

+16.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-12.74%

Current Drawdown

Current decline from peak

0.00%

-3.62%

+3.62%

Average Drawdown

Average peak-to-trough decline

-0.07%

-3.79%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

Volatility

AMUN vs. GDMA - Volatility Comparison


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Volatility by Period


AMUNGDMADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

Volatility (1Y)

Calculated over the trailing 1-year period

0.94%

15.68%

-14.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.94%

10.24%

-9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.94%

11.38%

-10.44%

AMUN vs. GDMA - Expense Ratio Comparison

AMUN has a 0.25% expense ratio, which is lower than GDMA's 0.77% expense ratio.


Dividends

AMUN vs. GDMA - Dividend Comparison

AMUN's dividend yield for the trailing twelve months is around 2.38%, less than GDMA's 2.54% yield.


PositionTTM2025202420232022202120202019
AMUN
abrdn Ultra Short Municipal Income Active ETF
2.38%0.66%0.00%0.00%0.00%0.00%0.00%0.00%
GDMA
Gadsden Dynamic Multi-Asset ETF
2.54%2.79%2.32%4.14%1.18%2.10%0.62%3.17%

Frequently Asked Questions


AMUN and GDMA have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMUN is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMUN is cheaper with a 0.25% expense ratio, compared with 0.77% for GDMA.

GDMA has the higher dividend yield at 2.54%, compared with 2.38% for AMUN.

AMUN is categorized as Municipal Bonds, while GDMA is Global Allocation. They also come from different issuers: abrdn and Gadsden. Their fees differ too: 0.25% for AMUN and 0.77% for GDMA.

Portfolio Optimizer

Find the right allocation for AMUN and GDMA

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