GGM vs. GDT
GGM (GGM Macro Alignment ETF) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both Tactical Allocation funds. Both are actively managed. Their 0.52 correlation means they have sometimes moved together and sometimes differently. GGM charges 0.94%/yr vs 0.30%/yr for GDT.
Performance
GGM vs. GDT - Performance Comparison
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Returns By Period
GGM
- 1D
- 0.24%
- 1M
- 2.17%
- 6M
- 8.32%
- YTD
- 12.27%
- 1Y
- 16.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.83%
GDT
- 1D
- 0.56%
- 1M
- -0.11%
- 6M
- -18.13%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $90.22K | $80.48K | $100.56K | |
| $2.69K | $2.86K | $17.21K |
GGM vs. GDT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
GGM GGM Macro Alignment ETF | 9.09% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | -14.98% |
Correlation
The correlation between GGM and GDT is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 22, 2026 | 0.52 |
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Return for Risk
GGM vs. GDT — Risk / Return Rank
GGM
GDT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GGM vs. GDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GGM Macro Alignment ETF (GGM) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). 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.
| GGM | GDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.25 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | — | — |
| Martin ratioReturn relative to average drawdown | 6.88 | — | — |
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Drawdowns
GGM vs. GDT - Drawdown Comparison
The maximum GGM drawdown since its inception was -19.68%, smaller than the maximum GDT drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for GGM and GDT.
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Drawdown Indicators
| GGM | GDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.68% | -24.66% | +4.98% |
Max Drawdown (1Y)Largest decline over 1 year | -7.54% | — | — |
Current DrawdownCurrent decline from peak | -0.04% | -23.11% | +23.07% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -13.23% | +8.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | — | — |
Volatility
GGM vs. GDT - Volatility Comparison
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Volatility by Period
| GGM | GDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.07% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 31.14% | -19.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.20% | 31.14% | -17.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.20% | 31.14% | -17.94% |
GGM vs. GDT - Expense Ratio Comparison
GGM has a 0.94% expense ratio, which is higher than GDT's 0.30% expense ratio.
Dividends
GGM vs. GDT - Dividend Comparison
GGM's dividend yield for the trailing twelve months is around 1.40%, less than GDT's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GDT WisdomTree Efficient TIPS Plus Gold Fund | 2.72% | 0.00% | 0.00% | 0.00% |
GGM GGM Macro Alignment ETF | 1.40% | 1.57% | 1.39% | 0.50% |
Frequently Asked Questions
GGM and GDT have a correlation of 0.52, 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 0.94% for GGM.
GDT has the higher dividend yield at 2.72%, compared with 1.40% for GGM.
They also come from different issuers: GGM Wealth Advisors and WisdomTree. Their fees differ too: 0.94% for GGM and 0.30% for GDT.
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