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GDMA vs. ALTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDMA vs. ALTY - Performance Comparison

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

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Returns By Period

In the year-to-date period, GDMA achieves a 10.56% return, which is significantly higher than ALTY's 7.43% return.


GDMA

1D
0.67%
1M
2.38%
6M
1.94%
YTD
10.56%
1Y
25.16%
3Y*
16.04%
5Y*
8.45%
10Y*
ALL TIME*
9.45%

ALTY

1D
-0.06%
1M
0.20%
6M
4.38%
YTD
7.43%
1Y
14.09%
3Y*
10.77%
5Y*
5.56%
10Y*
5.63%
ALL TIME*
6.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$136.24K$196.63K$163.35K
$1.65M$1.00M$708.66K

GDMA vs. ALTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GDMA
Gadsden Dynamic Multi-Asset ETF
10.56%25.29%7.44%1.72%-2.08%3.95%21.08%11.59%-3.70%
ALTY
Global X Alternative Income ETF
7.43%11.07%10.88%10.58%-11.92%23.08%-12.82%21.44%-7.16%

Correlation

The correlation between GDMA and ALTY is 0.42, which is low. Their historical price movements had little consistent relationship.


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

0.42

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

0.42

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.33

The correlation between GDMA and ALTY shifts across timeframes, from 0.24 (5 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GDMA vs. ALTY — Risk / Return Rank

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

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

ALTY
ALTY Risk / Return Rank: 9090
Overall Rank
ALTY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ALTY Sortino Ratio Rank: 9191
Sortino Ratio Rank
ALTY Omega Ratio Rank: 9292
Omega Ratio Rank
ALTY Calmar Ratio Rank: 8484
Calmar Ratio Rank
ALTY Martin Ratio Rank: 9090
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.

GDMA vs. ALTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gadsden Dynamic Multi-Asset ETF (GDMA) and Global X Alternative Income ETF (ALTY). 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.


GDMAALTYDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.28

1.44

-0.16

Calmar ratioReturn relative to maximum drawdown

3.12

3.19

-0.08

Martin ratioReturn relative to average drawdown

7.24

14.62

-7.38

GDMA vs. ALTY - Sharpe Ratio Comparison

The current GDMA Sharpe Ratio is 1.49, which is lower than the ALTY Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of GDMA and ALTY, 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

GDMA vs. ALTY - Drawdown Comparison

The maximum GDMA drawdown since its inception was -16.66%, smaller than the maximum ALTY drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for GDMA and ALTY.


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Drawdown Indicators


GDMAALTYDifference

Max Drawdown

Largest peak-to-trough decline

-16.66%

-51.47%

+34.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-4.34%

-3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-7.53%

-10.08%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-12.74%

-18.48%

+5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-51.47%

Current Drawdown

Current decline from peak

-3.21%

-0.88%

-2.33%

Average Drawdown

Average peak-to-trough decline

-3.79%

-6.65%

+2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

0.95%

+2.29%

Volatility

GDMA vs. ALTY - Volatility Comparison

Gadsden Dynamic Multi-Asset ETF (GDMA) has a higher volatility of 3.27% compared to Global X Alternative Income ETF (ALTY) at 1.47%. This indicates that GDMA's price experiences larger fluctuations and is considered to be riskier than ALTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDMAALTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

1.47%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

4.61%

+8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

5.93%

+9.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.24%

10.47%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.39%

16.49%

-5.10%

GDMA vs. ALTY - Expense Ratio Comparison

GDMA has a 0.77% expense ratio, which is higher than ALTY's 0.50% expense ratio.


Dividends

GDMA vs. ALTY - Dividend Comparison

GDMA's dividend yield for the trailing twelve months is around 2.53%, less than ALTY's 7.48% yield.


PositionTTM20252024202320222021202020192018201720162015
ALTY
Global X Alternative Income ETF
7.48%7.50%7.88%7.31%7.66%6.88%9.20%8.74%8.49%7.52%8.20%4.21%
GDMA
Gadsden Dynamic Multi-Asset ETF
2.53%2.79%2.32%4.14%1.18%2.10%0.62%3.17%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GDMA and ALTY have a correlation of 0.42, 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 ALTY (1.47%). In terms of maximum drawdown, GDMA dropped -16.66% vs ALTY's -51.47%.

On 5-year performance, GDMA leads with 8.45% vs 5.56% for ALTY. On fees, ALTY is cheaper at 0.50% per year. On volatility, ALTY has been the lower-risk option at 1.47%. 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 5.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ALTY is cheaper with a 0.50% expense ratio, compared with 0.77% for GDMA.

ALTY has the higher dividend yield at 7.48%, compared with 2.53% for GDMA.

They also come from different issuers: Gadsden and Global X. Their fees differ too: 0.77% for GDMA and 0.50% for ALTY.

ALTY currently has the higher Sharpe Ratio (2.34 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.

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