CLSM vs. GMOD
CLSM (Cabana Target Leading Sector Moderate ETF) and GMOD (GMO Dynamic Allocation ETF) are both Tactical Allocation funds. CLSM is passively managed, while GMOD is actively managed. A 0.78 correlation means they provide meaningful diversification when combined. CLSM charges 0.82%/yr vs 0.50%/yr for GMOD.
Performance
CLSM vs. GMOD - Performance Comparison
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Returns By Period
In the year-to-date period, CLSM achieves a 15.94% return, which is significantly higher than GMOD's 7.11% return.
CLSM
- 1D
- -1.38%
- 1M
- -1.54%
- 6M
- 13.12%
- YTD
- 15.94%
- 1Y
- 25.23%
- 3Y*
- 11.76%
- 5Y*
- 3.43%
- 10Y*
- —
GMOD
- 1D
- -0.60%
- 1M
- -0.23%
- 6M
- 4.70%
- YTD
- 7.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CLSM vs. GMOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CLSM Cabana Target Leading Sector Moderate ETF | 15.94% | 1.27% |
GMOD GMO Dynamic Allocation ETF | 7.11% | 4.35% |
Correlation
The correlation between CLSM and GMOD 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 Oct 14, 2025 | 0.78 |
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Return for Risk
CLSM vs. GMOD — Risk / Return Rank
CLSM
GMOD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CLSM vs. GMOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cabana Target Leading Sector Moderate ETF (CLSM) and GMO Dynamic Allocation ETF (GMOD). 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.
| CLSM | GMOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | — | — |
| Martin ratioReturn relative to average drawdown | 10.94 | — | — |
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Drawdowns
CLSM vs. GMOD - Drawdown Comparison
The maximum CLSM drawdown since its inception was -27.77%, which is greater than GMOD's maximum drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for CLSM and GMOD.
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Drawdown Indicators
| CLSM | GMOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.77% | -6.50% | -21.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.77% | — | — |
Current DrawdownCurrent decline from peak | -4.11% | -0.90% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -16.20% | -1.10% | -15.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | — | — |
Volatility
CLSM vs. GMOD - Volatility Comparison
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Volatility by Period
| CLSM | GMOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.21% | 8.89% | +5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 8.89% | +3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 8.89% | +3.83% |
CLSM vs. GMOD - Expense Ratio Comparison
CLSM has a 0.82% expense ratio, which is higher than GMOD's 0.50% expense ratio.
Dividends
CLSM vs. GMOD - Dividend Comparison
CLSM's dividend yield for the trailing twelve months is around 0.78%, less than GMOD's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CLSM Cabana Target Leading Sector Moderate ETF | 0.78% | 0.90% | 2.13% | 2.58% | 3.17% | 0.59% |
GMOD GMO Dynamic Allocation ETF | 1.37% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CLSM and GMOD 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, GMOD is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GMOD is cheaper with a 0.50% expense ratio, compared with 0.82% for CLSM.
GMOD has the higher dividend yield at 1.37%, compared with 0.78% for CLSM.
They also come from different issuers: Cabana and GMO. Their fees differ too: 0.82% for CLSM and 0.50% for GMOD.
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