GDMA vs. MOOD
GDMA (Gadsden Dynamic Multi-Asset ETF) and MOOD (Relative Sentiment Tactical Allocation ETF) are both exchange-traded funds - GDMA is a Global Allocation fund actively managed by Gadsden, while MOOD is a Tactical Allocation fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, GDMA returned 16.04%/yr vs 19.14%/yr for MOOD. Their 0.34 correlation means their historical movements had little consistent relationship. GDMA charges 0.77%/yr vs 0.73%/yr for MOOD.
Performance
GDMA vs. MOOD - Performance Comparison
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Returns By Period
In the year-to-date period, GDMA achieves a 10.56% return, which is significantly lower than MOOD's 13.27% return.
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%
MOOD
- 1D
- 0.04%
- 1M
- 0.15%
- 6M
- 5.83%
- YTD
- 13.27%
- 1Y
- 31.25%
- 3Y*
- 19.14%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.65M | $1.00M | $708.66K | |
| $594.91K | $566.29K | $735.34K |
GDMA vs. MOOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GDMA Gadsden Dynamic Multi-Asset ETF | 10.56% | 25.29% | 7.44% | 1.72% | -3.87% |
MOOD Relative Sentiment Tactical Allocation ETF | 13.27% | 30.39% | 12.53% | 12.56% | -3.31% |
Correlation
The correlation between GDMA and MOOD is 0.71, 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. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.34 |
Over the past year, GDMA and MOOD have become more correlated (0.71) than their long-term average of 0.34, meaning their price movements have been converging.
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Return for Risk
GDMA vs. MOOD — Risk / Return Rank
GDMA
MOOD
GDMA vs. MOOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gadsden Dynamic Multi-Asset ETF (GDMA) and Relative Sentiment Tactical Allocation ETF (MOOD). 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.
| GDMA | MOOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.23 | -0.12 |
| Martin ratioReturn relative to average drawdown | 7.24 | 9.79 | -2.54 |
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Drawdowns
GDMA vs. MOOD - Drawdown Comparison
The maximum GDMA drawdown since its inception was -16.66%, which is greater than MOOD's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for GDMA and MOOD.
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Drawdown Indicators
| GDMA | MOOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.66% | -14.34% | -2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.53% | -9.71% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -7.53% | -9.71% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -12.74% | — | — |
Current DrawdownCurrent decline from peak | -3.21% | -2.08% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -2.30% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.20% | +0.04% |
Volatility
GDMA vs. MOOD - Volatility Comparison
Gadsden Dynamic Multi-Asset ETF (GDMA) has a higher volatility of 3.27% compared to Relative Sentiment Tactical Allocation ETF (MOOD) at 2.45%. This indicates that GDMA's price experiences larger fluctuations and is considered to be riskier than MOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDMA | MOOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 2.45% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 12.23% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 14.69% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.24% | 12.09% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.39% | 12.09% | -0.70% |
GDMA vs. MOOD - Expense Ratio Comparison
GDMA has a 0.77% expense ratio, which is higher than MOOD's 0.73% expense ratio.
Dividends
GDMA vs. MOOD - Dividend Comparison
GDMA's dividend yield for the trailing twelve months is around 2.53%, more than MOOD's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GDMA Gadsden Dynamic Multi-Asset ETF | 2.53% | 2.79% | 2.32% | 4.14% | 1.18% | 2.10% | 0.62% | 3.17% |
MOOD Relative Sentiment Tactical Allocation ETF | 0.36% | 0.40% | 1.33% | 1.34% | 1.43% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GDMA and MOOD have a correlation of 0.71, 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 MOOD (2.45%). In terms of maximum drawdown, GDMA dropped -16.66% vs MOOD's -14.34%.
On 3-year performance, MOOD leads with 19.14% vs 16.04% for GDMA. On fees, MOOD is cheaper at 0.73% per year. On volatility, MOOD has been the lower-risk option at 2.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, MOOD has performed better with a 19.14% return vs 16.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MOOD is cheaper with a 0.73% expense ratio, compared with 0.77% for GDMA.
GDMA has the higher dividend yield at 2.53%, compared with 0.36% for MOOD.
GDMA is categorized as Global Allocation, while MOOD is Tactical Allocation. They also come from different issuers: Gadsden and Alpha Architect. Their fees differ too: 0.77% for GDMA and 0.73% for MOOD.
MOOD currently has the higher Sharpe Ratio (2.14 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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