DYTA vs. GDMA

Last updated Aug 4, 2026

DYTA (SGI Dynamic Tactical ETF) and GDMA (Gadsden Dynamic Multi-Asset ETF) are both Global Allocation funds. Both are actively managed. Over the past 3 years, DYTA returned 11.22%/yr vs 16.35%/yr for GDMA. Their 0.53 correlation means they have sometimes moved together and sometimes differently. DYTA charges 1.04%/yr vs 0.77%/yr for GDMA.

Performance

DYTA vs. GDMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and Gadsden Dynamic Multi-Asset ETF (GDMA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYTA achieves a 7.76% return, which is significantly lower than GDMA's 10.81% return.

DYTA

• 1D: 0.56%
• 1M: 0.31%
• 6M: 6.68%
• YTD: 7.76%
• 1Y: 13.81%
• 3Y*: 11.22%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.15%

GDMA

• 1D: 0.23%
• 1M: 2.62%
• 6M: 2.76%
• YTD: 10.81%
• 1Y: 25.45%
• 3Y*: 16.35%
• 5Y*: 8.64%
• 10Y*: —
• ALL TIME*: 9.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DYTA SGI Dynamic Tactical ETF	$316.91K	$305.22K	$290.72K
GDMA Gadsden Dynamic Multi-Asset ETF	$1.65M	$977.89K	$702.65K

DYTA vs. GDMA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	7.76%	6.95%	13.59%	8.81%
GDMA Gadsden Dynamic Multi-Asset ETF	10.81%	25.29%	7.44%	6.97%

Correlation

The correlation between DYTA and GDMA is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.59
Correlation (3Y) Balances recent behavior with more history.	0.59
Correlation (All Time) Calculated using the full available price history since Mar 30, 2023	0.53

The correlation between DYTA and GDMA has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.

Return for Risk

DYTA vs. GDMA — Risk / Return Rank

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

DYTA

DYTA Risk / Return Rank: 49
DYTA Sharpe Ratio Rank: 48
DYTA Sortino Ratio Rank: 47
DYTA Omega Ratio Rank: 55
DYTA Calmar Ratio Rank: 39
DYTA Martin Ratio Rank: 57

GDMA

GDMA Risk / Return Rank: 70
GDMA Sharpe Ratio Rank: 68
GDMA Sortino Ratio Rank: 61
GDMA Omega Ratio Rank: 72
GDMA Calmar Ratio Rank: 85
GDMA Martin Ratio Rank: 63

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.

DYTA vs. GDMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) 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.

	DYTA	GDMA	Difference
Sharpe ratio: Return per unit of total volatility	1.28	1.63	-0.34
Sortino ratio: Return per unit of downside risk	1.84	2.13	-0.28
Omega ratio: Gain probability vs. loss probability	1.27	1.31	-0.05
Calmar ratio: Return relative to maximum drawdown	1.49	3.39	-1.91
Martin ratio: Return relative to average drawdown	7.28	7.87	-0.60

DYTA vs. GDMA - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 1.28, which is comparable to the GDMA Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of DYTA 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.

Drawdowns

DYTA vs. GDMA - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, smaller than the maximum GDMA drawdown of -16.66%. Use the drawdown chart below to compare losses from any high point for DYTA and GDMA.

Drawdown Indicators

	DYTA	GDMA	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-16.66%	+7.25%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-7.53%	-1.80%
Max Drawdown (3Y) Largest decline over 3 years	-9.41%	-7.53%	-1.88%
Max Drawdown (5Y) Largest decline over 5 years	—	-12.74%	—
Current Drawdown Current decline from peak	-1.11%	-2.99%	+1.88%
Average Drawdown Average peak-to-trough decline	-2.16%	-3.79%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	3.24%	-1.34%

Volatility

DYTA vs. GDMA - Volatility Comparison

SGI Dynamic Tactical ETF (DYTA) has a higher volatility of 3.11% compared to Gadsden Dynamic Multi-Asset ETF (GDMA) at 2.55%. This indicates that DYTA's price experiences larger fluctuations and is considered to be riskier than GDMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYTA	GDMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	2.55%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	10.12%	13.16%	-3.04%
Volatility (1Y) Calculated over the trailing 1-year period	10.84%	15.76%	-4.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.91%	10.24%	+0.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.91%	11.39%	-0.48%

DYTA vs. GDMA - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than GDMA's 0.77% expense ratio.

Dividends

DYTA vs. GDMA - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.52%, less than GDMA's 2.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DYTA SGI Dynamic Tactical ETF	1.52%	1.64%	10.80%	0.89%	0.00%	0.00%	0.00%	0.00%
GDMA Gadsden Dynamic Multi-Asset ETF	2.52%	2.79%	2.32%	4.14%	1.18%	2.10%	0.62%	3.17%

Frequently Asked Questions

Can I hold both DYTA and GDMA in my portfolio?

DYTA and GDMA have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYTA or GDMA?

DYTA has higher volatility (3.11%) compared to GDMA (2.55%). In terms of maximum drawdown, DYTA dropped -9.41% vs GDMA's -16.66%.

Which ETF is better, DYTA or GDMA?

On 3-year performance, GDMA leads with 16.35% vs 11.22% for DYTA. On fees, GDMA is cheaper at 0.77% per year. On volatility, GDMA has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYTA or GDMA?

Over the 3-year period, GDMA has performed better with a 16.35% return vs 11.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYTA or GDMA?

GDMA is cheaper with a 0.77% expense ratio, compared with 1.04% for DYTA.

Which ETF pays a higher dividend yield, DYTA or GDMA?

GDMA has the higher dividend yield at 2.52%, compared with 1.52% for DYTA.

What is the main difference between DYTA and GDMA?

They also come from different issuers: Summit Global Investments and Gadsden. Their fees differ too: 1.04% for DYTA and 0.77% for GDMA.

Which has better risk-adjusted returns?

GDMA currently has the higher Sharpe Ratio (1.63 vs 1.28), 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.