GDT vs. TDSC

Last updated Jul 12, 2026

GDT (WisdomTree Efficient TIPS Plus Gold Fund) and TDSC (Cabana Target Drawdown 10 ETF) are both Tactical Allocation funds. Both are actively managed. A 0.71 correlation means they provide meaningful diversification when combined. GDT charges 0.30%/yr vs 0.69%/yr for TDSC.

Performance

GDT vs. TDSC - 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 10 ETF (TDSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GDT

• 1D: -0.42%
• 1M: -2.50%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TDSC

• 1D: 0.15%
• 1M: 0.67%
• 6M: 8.64%
• YTD: 10.75%
• 1Y: 16.47%
• 3Y*: 10.19%
• 5Y*: 2.61%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDT vs. TDSC - Yearly Performance Comparison

	2026 (YTD)
GDT WisdomTree Efficient TIPS Plus Gold Fund	-14.24%
TDSC Cabana Target Drawdown 10 ETF	7.69%

Correlation

The correlation between GDT and TDSC is 0.71, 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	0.71

Return for Risk

GDT vs. TDSC — Risk / Return Rank

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

GDT

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

TDSC

TDSC Risk / Return Rank: 69
TDSC Sharpe Ratio Rank: 66
TDSC Sortino Ratio Rank: 65
TDSC Omega Ratio Rank: 64
TDSC Calmar Ratio Rank: 74
TDSC Martin Ratio Rank: 74

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. TDSC - 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 10 ETF (TDSC). 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	TDSC	Difference
Sharpe ratio: Return per unit of total volatility	—	1.73	—
Sortino ratio: Return per unit of downside risk	—	2.41	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	3.02	—
Martin ratio: Return relative to average drawdown	—	10.90	—

Drawdowns

GDT vs. TDSC - Drawdown Comparison

The maximum GDT drawdown since its inception was -24.66%, which is greater than TDSC's maximum drawdown of -21.51%. Use the drawdown chart below to compare losses from any high point for GDT and TDSC.

Drawdown Indicators

	GDT	TDSC	Difference
Max Drawdown Largest peak-to-trough decline	-24.66%	-21.51%	-3.15%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.35%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.24%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.51%	—
Current Drawdown Current decline from peak	-22.43%	-0.89%	-21.54%
Average Drawdown Average peak-to-trough decline	-12.26%	-9.25%	-3.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.48%	—

Volatility

Volatility by Period

	GDT	TDSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.91%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.25%	—
Volatility (1Y) Calculated over the trailing 1-year period	31.91%	9.31%	+22.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.91%	10.38%	+21.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.91%	10.25%	+21.66%

GDT vs. TDSC - Expense Ratio Comparison

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

Dividends

GDT vs. TDSC - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 2.70%, more than TDSC's 1.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GDT WisdomTree Efficient TIPS Plus Gold Fund	2.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TDSC Cabana Target Drawdown 10 ETF	1.60%	2.92%	2.06%	2.06%	1.76%	1.11%	0.54%

Frequently Asked Questions

Can I hold both GDT and TDSC in my portfolio?

GDT and TDSC 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.

Which ETF is better, GDT or TDSC?

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.

Which ETF is cheaper, GDT or TDSC?

GDT is cheaper with a 0.30% expense ratio, compared with 0.69% for TDSC.

Which ETF pays a higher dividend yield, GDT or TDSC?

GDT has the higher dividend yield at 2.70%, compared with 1.60% for TDSC.

What is the main difference between GDT and TDSC?

They also come from different issuers: WisdomTree and Exchange Traded Concepts. Their fees differ too: 0.30% for GDT and 0.69% for TDSC.