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ARP vs. GDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARP vs. GDT - Performance Comparison

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

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Returns By Period


ARP

1D
-0.29%
1M
2.94%
YTD
11.60%
6M
12.32%
1Y
27.77%
3Y*
15.46%
5Y*
10Y*

GDT

1D
-0.85%
1M
-1.71%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARP vs. GDT - Yearly Performance Comparison


Correlation

The correlation between ARP and GDT is 0.79, 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 23, 2026

0.79

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Return for Risk

ARP vs. GDT — Risk / Return Rank

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

ARP
ARP Risk / Return Rank: 6060
Overall Rank
ARP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ARP Sortino Ratio Rank: 5353
Sortino Ratio Rank
ARP Omega Ratio Rank: 7171
Omega Ratio Rank
ARP Calmar Ratio Rank: 5656
Calmar Ratio Rank
ARP Martin Ratio Rank: 5959
Martin Ratio Rank

GDT
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.

ARP vs. GDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pmv Adaptive Risk Parity ETF (ARP) 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.


ARPGDTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

2.76

Martin ratioReturn relative to average drawdown

10.44

ARP vs. GDT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ARPGDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

-0.63

+1.98

Drawdowns

ARP vs. GDT - Drawdown Comparison

The maximum ARP drawdown since its inception was -10.13%, smaller than the maximum GDT drawdown of -18.06%. Use the drawdown chart below to compare losses from any high point for ARP and GDT.


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Drawdown Indicators


ARPGDTDifference

Max Drawdown

Largest peak-to-trough decline

-10.13%

-18.06%

+7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

Max Drawdown (3Y)

Largest decline over 3 years

-10.13%

Current Drawdown

Current decline from peak

-0.29%

-16.07%

+15.78%

Average Drawdown

Average peak-to-trough decline

-1.81%

-9.90%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

Volatility

ARP vs. GDT - Volatility Comparison


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Volatility by Period


ARPGDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

33.36%

-19.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.06%

33.36%

-23.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.06%

33.36%

-23.30%

ARP vs. GDT - Expense Ratio Comparison

ARP has a 1.42% expense ratio, which is higher than GDT's 0.30% expense ratio.


Dividends

ARP vs. GDT - Dividend Comparison

ARP's dividend yield for the trailing twelve months is around 5.86%, more than GDT's 1.77% yield.


PositionTTM2025202420232022
ARP
Pmv Adaptive Risk Parity ETF
5.86%6.54%5.29%2.67%0.06%
GDT
WisdomTree Efficient TIPS Plus Gold Fund
1.77%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ARP and GDT have a correlation of 0.79, 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 1.42% for ARP.

ARP has the higher dividend yield at 5.86%, compared with 1.77% for GDT.

They also come from different issuers: PMV and WisdomTree. Their fees differ too: 1.42% for ARP and 0.30% for GDT.

Portfolio Optimizer

Find the right allocation for ARP and GDT

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