GDT vs. CORO
GDT (WisdomTree Efficient TIPS Plus Gold Fund) and CORO (iShares International Country Rotation Active ETF) are both Tactical Allocation funds. Both are actively managed. A 0.55 correlation means they provide meaningful diversification when combined. GDT charges 0.30%/yr vs 0.55%/yr for CORO.
Performance
GDT vs. CORO - Performance Comparison
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Returns By Period
GDT
- 1D
- -0.42%
- 1M
- -2.50%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CORO
- 1D
- 0.28%
- 1M
- 0.58%
- 6M
- 13.54%
- YTD
- 17.43%
- 1Y
- 33.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDT vs. CORO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
GDT WisdomTree Efficient TIPS Plus Gold Fund | -14.24% |
CORO iShares International Country Rotation Active ETF | 12.46% |
Correlation
The correlation between GDT and CORO is 0.55, 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 Jan 22, 2026 | 0.55 |
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Return for Risk
GDT vs. CORO — Risk / Return Rank
GDT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CORO
GDT vs. CORO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient TIPS Plus Gold Fund (GDT) and iShares International Country Rotation Active ETF (CORO). 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.
| GDT | CORO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.89 | — |
| Martin ratioReturn relative to average drawdown | — | 11.10 | — |
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Drawdowns
GDT vs. CORO - Drawdown Comparison
The maximum GDT drawdown since its inception was -24.66%, which is greater than CORO's maximum drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for GDT and CORO.
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Drawdown Indicators
| GDT | CORO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.66% | -14.13% | -10.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.25% | — |
Current DrawdownCurrent decline from peak | -22.43% | -2.22% | -20.21% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -1.78% | -10.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.93% | — |
Volatility
GDT vs. CORO - Volatility Comparison
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Volatility by Period
| GDT | CORO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.44% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.97% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.91% | 16.85% | +15.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.91% | 17.19% | +14.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.91% | 17.19% | +14.72% |
GDT vs. CORO - Expense Ratio Comparison
GDT has a 0.30% expense ratio, which is lower than CORO's 0.55% expense ratio.
Dividends
GDT vs. CORO - Dividend Comparison
GDT's dividend yield for the trailing twelve months is around 2.70%, less than CORO's 2.80% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 2.80% | 3.20% | 1.53% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | 2.70% | 0.00% | 0.00% |
Frequently Asked Questions
GDT and CORO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GDT is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GDT is cheaper with a 0.30% expense ratio, compared with 0.55% for CORO.
CORO has the higher dividend yield at 2.80%, compared with 2.70% for GDT.
They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.30% for GDT and 0.55% for CORO.
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