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BSR vs. GDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSR vs. GDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beacon Selective Risk ETF (BSR) 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


BSR

1D
0.04%
1M
-0.20%
YTD
2.87%
6M
2.26%
1Y
11.37%
3Y*
7.12%
5Y*
10Y*

GDT

1D
-0.81%
1M
-7.11%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSR vs. GDT - Yearly Performance Comparison


Correlation

The correlation between BSR and GDT is 0.47, 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

0.47

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Return for Risk

BSR vs. GDT — Risk / Return Rank

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

BSR
BSR Risk / Return Rank: 3636
Overall Rank
BSR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BSR Sortino Ratio Rank: 3636
Sortino Ratio Rank
BSR Omega Ratio Rank: 3535
Omega Ratio Rank
BSR Calmar Ratio Rank: 3838
Calmar Ratio Rank
BSR Martin Ratio Rank: 3434
Martin Ratio Rank

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.

BSR vs. GDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beacon Selective Risk ETF (BSR) 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.


BSRGDTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.86

Martin ratioReturn relative to average drawdown

5.01

BSR vs. GDT - Sharpe Ratio Comparison


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Drawdowns

BSR vs. GDT - Drawdown Comparison

The maximum BSR drawdown since its inception was -15.68%, smaller than the maximum GDT drawdown of -22.61%. Use the drawdown chart below to compare losses from any high point for BSR and GDT.


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Drawdown Indicators


BSRGDTDifference

Max Drawdown

Largest peak-to-trough decline

-15.68%

-22.61%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-15.68%

Current Drawdown

Current decline from peak

-4.90%

-21.23%

+16.33%

Average Drawdown

Average peak-to-trough decline

-4.58%

-10.92%

+6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

Volatility

BSR vs. GDT - Volatility Comparison


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Volatility by Period


BSRGDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

8.81%

33.07%

-24.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

33.07%

-16.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

33.07%

-16.89%

BSR vs. GDT - Expense Ratio Comparison

BSR has a 1.10% expense ratio, which is higher than GDT's 0.30% expense ratio.


Dividends

BSR vs. GDT - Dividend Comparison

BSR's dividend yield for the trailing twelve months is around 2.81%, more than GDT's 1.88% yield.


PositionTTM202520242023
BSR
Beacon Selective Risk ETF
2.81%2.89%0.89%1.08%
GDT
WisdomTree Efficient TIPS Plus Gold Fund
1.88%0.00%0.00%0.00%

Frequently Asked Questions


BSR and GDT have a correlation of 0.47, 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 1.10% for BSR.

BSR has the higher dividend yield at 2.81%, compared with 1.88% for GDT.

They also come from different issuers: American Beacon and WisdomTree. Their fees differ too: 1.10% for BSR and 0.30% for GDT.

Portfolio Optimizer

Find the right allocation for BSR and GDT

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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