GDMA vs. NTSI
GDMA (Gadsden Dynamic Multi-Asset ETF) and NTSI (WisdomTree International Efficient Core Fund) are both Global Allocation funds. Both are actively managed. Over the past 5 years, GDMA returned 8.45%/yr vs 6.05%/yr for NTSI. Their 0.33 correlation means their historical movements had little consistent relationship. GDMA charges 0.77%/yr vs 0.26%/yr for NTSI.
Performance
GDMA vs. NTSI - Performance Comparison
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Returns By Period
In the year-to-date period, GDMA achieves a 10.56% return, which is significantly higher than NTSI's 9.43% 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%
NTSI
- 1D
- -0.89%
- 1M
- 1.12%
- 6M
- 5.37%
- YTD
- 9.43%
- 1Y
- 22.08%
- 3Y*
- 14.45%
- 5Y*
- 6.05%
- 10Y*
- —
- ALL TIME*
- 6.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.65M | $1.00M | $708.66K | |
| $609.63K | $573.09K | $1.10M |
GDMA vs. NTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GDMA Gadsden Dynamic Multi-Asset ETF | 10.56% | 25.29% | 7.44% | 1.72% | -2.08% | -0.91% |
NTSI WisdomTree International Efficient Core Fund | 9.43% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
Correlation
The correlation between GDMA and NTSI is 0.50, 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. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.33 |
The correlation between GDMA and NTSI shifts across timeframes, from 0.32 (5 years) to 0.53 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
GDMA vs. NTSI — Risk / Return Rank
GDMA
NTSI
GDMA vs. NTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gadsden Dynamic Multi-Asset ETF (GDMA) and WisdomTree International Efficient Core Fund (NTSI). 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 | NTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 1.86 | +1.25 |
| Martin ratioReturn relative to average drawdown | 7.24 | 6.68 | +0.56 |
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Drawdowns
GDMA vs. NTSI - Drawdown Comparison
The maximum GDMA drawdown since its inception was -16.66%, smaller than the maximum NTSI drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for GDMA and NTSI.
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Drawdown Indicators
| GDMA | NTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.66% | -34.01% | +17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.53% | -12.33% | +4.80% |
Max Drawdown (3Y)Largest decline over 3 years | -7.53% | -13.22% | +5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -12.74% | -34.01% | +21.27% |
Current DrawdownCurrent decline from peak | -3.21% | -0.89% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -8.96% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.43% | -0.19% |
Volatility
GDMA vs. NTSI - Volatility Comparison
The current volatility for Gadsden Dynamic Multi-Asset ETF (GDMA) is 3.27%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 4.60%. This indicates that GDMA experiences smaller price fluctuations and is considered to be less risky than NTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDMA | NTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 4.60% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 13.55% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 15.57% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.24% | 15.86% | -5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.39% | 15.66% | -4.27% |
GDMA vs. NTSI - Expense Ratio Comparison
GDMA has a 0.77% expense ratio, which is higher than NTSI's 0.26% expense ratio.
Dividends
GDMA vs. NTSI - Dividend Comparison
GDMA's dividend yield for the trailing twelve months is around 2.53%, less than NTSI's 3.48% 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% |
NTSI WisdomTree International Efficient Core Fund | 3.48% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% |
Frequently Asked Questions
GDMA and NTSI have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSI has higher volatility (4.60%) compared to GDMA (3.27%). In terms of maximum drawdown, GDMA dropped -16.66% vs NTSI's -34.01%.
On 5-year performance, GDMA leads with 8.45% vs 6.05% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, GDMA has been the lower-risk option at 3.27%. 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 6.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSI is cheaper with a 0.26% expense ratio, compared with 0.77% for GDMA.
NTSI has the higher dividend yield at 3.48%, compared with 2.53% for GDMA.
They also come from different issuers: Gadsden and WisdomTree. Their fees differ too: 0.77% for GDMA and 0.26% for NTSI.
GDMA currently has the higher Sharpe Ratio (1.49 vs 1.48), 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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