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GDT vs. TDSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDT vs. TDSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient TIPS Plus Gold Fund (GDT) and Cabana Target Drawdown 7 ETF (TDSB). The values are adjusted to include any dividend payments, if applicable.

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GDT vs. TDSB - Yearly Performance Comparison


Returns By Period


GDT

1D
1.43%
1M
-10.12%
YTD
6M
1Y
3Y*
5Y*
10Y*

TDSB

1D
0.41%
1M
-2.70%
YTD
2.64%
6M
5.39%
1Y
12.45%
3Y*
8.35%
5Y*
2.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDT vs. TDSB - Expense Ratio Comparison

GDT has a 0.30% expense ratio, which is lower than TDSB's 0.69% expense ratio.


Return for Risk

GDT vs. TDSB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GDT

TDSB
TDSB Risk / Return Rank: 7878
Overall Rank
TDSB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TDSB Sortino Ratio Rank: 8181
Sortino Ratio Rank
TDSB Omega Ratio Rank: 8383
Omega Ratio Rank
TDSB Calmar Ratio Rank: 7171
Calmar Ratio Rank
TDSB Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GDT vs. TDSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient TIPS Plus Gold Fund (GDT) and Cabana Target Drawdown 7 ETF (TDSB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GDT vs. TDSB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GDTTDSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.28

-0.57

Correlation

The correlation between GDT and TDSB is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GDT vs. TDSB - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 0.09%, less than TDSB's 2.17% yield.


TTM202520242023202220212020
GDT
WisdomTree Efficient TIPS Plus Gold Fund
0.09%0.00%0.00%0.00%0.00%0.00%0.00%
TDSB
Cabana Target Drawdown 7 ETF
2.17%1.93%3.50%2.77%1.81%1.75%0.46%

Drawdowns

GDT vs. TDSB - Drawdown Comparison

The maximum GDT drawdown since its inception was -18.06%, smaller than the maximum TDSB drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for GDT and TDSB.


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Drawdown Indicators


GDTTDSBDifference

Max Drawdown

Largest peak-to-trough decline

-18.06%

-19.56%

+1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.56%

Current Drawdown

Current decline from peak

-11.04%

-2.70%

-8.34%

Average Drawdown

Average peak-to-trough decline

-7.38%

-9.36%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

Volatility

GDT vs. TDSB - Volatility Comparison


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Volatility by Period


GDTTDSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

Volatility (6M)

Calculated over the trailing 6-month period

5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

42.83%

7.49%

+35.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.83%

7.38%

+35.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.83%

7.58%

+35.25%