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BALT vs. GDMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BALT vs. GDMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Defined Wealth Shield ETF (BALT) 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, BALT achieves a 2.78% return, which is significantly lower than GDMA's 10.56% return.


BALT

1D
0.17%
1M
0.48%
6M
2.21%
YTD
2.78%
1Y
6.56%
3Y*
6.98%
5Y*
5.98%
10Y*
ALL TIME*
5.93%

GDMA

1D
0.67%
1M
0.43%
6M
1.94%
YTD
10.56%
1Y
23.37%
3Y*
16.04%
5Y*
8.45%
10Y*
ALL TIME*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.85M$18.00M$16.07M
$1.65M$1.00M$708.66K

BALT vs. GDMA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BALT
Innovator Defined Wealth Shield ETF
2.78%6.65%9.98%7.45%2.54%0.91%
GDMA
Gadsden Dynamic Multi-Asset ETF
10.56%25.29%7.44%1.72%-2.08%0.59%

Correlation

The correlation between BALT and GDMA is 0.36, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.36

Correlation (3Y)
Balances recent behavior with more history.

0.47

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2021

0.27

The correlation between BALT and GDMA shifts across timeframes, from 0.26 (5 years) to 0.47 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BALT vs. GDMA — Risk / Return Rank

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

BALT
BALT Risk / Return Rank: 9696
Overall Rank
BALT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BALT Sortino Ratio Rank: 9696
Sortino Ratio Rank
BALT Omega Ratio Rank: 9696
Omega Ratio Rank
BALT Calmar Ratio Rank: 9696
Calmar Ratio Rank
BALT Martin Ratio Rank: 9595
Martin Ratio Rank

GDMA
GDMA Risk / Return Rank: 6767
Overall Rank
GDMA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GDMA Sortino Ratio Rank: 5858
Sortino Ratio Rank
GDMA Omega Ratio Rank: 6868
Omega Ratio Rank
GDMA Calmar Ratio Rank: 8484
Calmar Ratio Rank
GDMA Martin Ratio Rank: 6161
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.

BALT vs. GDMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Defined Wealth Shield ETF (BALT) 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.


BALTGDMADifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+2.44

Omega ratioGain probability vs. loss probability

1.62

1.28

+0.33

Calmar ratioReturn relative to maximum drawdown

5.71

3.12

+2.60

Martin ratioReturn relative to average drawdown

21.02

7.24

+13.78

BALT vs. GDMA - Sharpe Ratio Comparison

The current BALT Sharpe Ratio is 2.91, which is higher than the GDMA Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of BALT and GDMA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BALT vs. GDMA - Drawdown Comparison

The maximum BALT drawdown since its inception was -4.89%, smaller than the maximum GDMA drawdown of -16.66%. Use the drawdown chart below to compare losses from any high point for BALT and GDMA.


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Drawdown Indicators


BALTGDMADifference

Max Drawdown

Largest peak-to-trough decline

-4.89%

-16.66%

+11.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.15%

-7.53%

+6.38%

Max Drawdown (3Y)

Largest decline over 3 years

-4.89%

-7.53%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-4.89%

-12.74%

+7.85%

Current Drawdown

Current decline from peak

0.00%

-3.21%

+3.21%

Average Drawdown

Average peak-to-trough decline

-0.34%

-3.79%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

3.24%

-2.93%

Volatility

BALT vs. GDMA - Volatility Comparison

The current volatility for Innovator Defined Wealth Shield ETF (BALT) is 0.80%, while Gadsden Dynamic Multi-Asset ETF (GDMA) has a volatility of 3.27%. This indicates that BALT experiences smaller price fluctuations and is considered to be less risky than GDMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BALTGDMADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

3.27%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

13.20%

-11.71%

Volatility (1Y)

Calculated over the trailing 1-year period

2.27%

15.80%

-13.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

10.24%

-6.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.28%

11.39%

-8.11%

BALT vs. GDMA - Expense Ratio Comparison

BALT has a 0.69% expense ratio, which is lower than GDMA's 0.77% expense ratio.


Dividends

BALT vs. GDMA - Dividend Comparison

BALT has not paid dividends to shareholders, while GDMA's dividend yield for the trailing twelve months is around 2.53%.


PositionTTM2025202420232022202120202019
BALT
Innovator Defined Wealth Shield ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDMA
Gadsden Dynamic Multi-Asset ETF
2.53%2.79%2.32%4.14%1.18%2.10%0.62%3.17%

Frequently Asked Questions


BALT and GDMA 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.

GDMA has higher volatility (3.27%) compared to BALT (0.80%). In terms of maximum drawdown, BALT dropped -4.89% vs GDMA's -16.66%.

On 5-year performance, GDMA leads with 8.45% vs 5.98% for BALT. On fees, BALT is cheaper at 0.69% per year. On volatility, BALT has been the lower-risk option at 0.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GDMA has performed better with a 8.45% return vs 5.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BALT is cheaper with a 0.69% expense ratio, compared with 0.77% for GDMA.

GDMA has the higher dividend yield at 2.53%, compared with 0.00% for BALT.

BALT is categorized as Defined Outcome, while GDMA is Global Allocation. They also come from different issuers: Innovator and Gadsden. Their fees differ too: 0.69% for BALT and 0.77% for GDMA.

BALT currently has the higher Sharpe Ratio (2.91 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BALT and GDMA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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