KDRN vs. GTO
Compare and contrast key facts about Kingsbarn Tactical Bond ETF (KDRN) and Invesco Total Return Bond ETF (GTO).
KDRN and GTO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KDRN is an actively managed fund by Kingsbarn. It was launched on Dec 20, 2021. GTO is an actively managed fund by Invesco. It was launched on Feb 10, 2016.
Performance
KDRN vs. GTO - Performance Comparison
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KDRN vs. GTO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
KDRN Kingsbarn Tactical Bond ETF | 0.63% | 4.65% | 1.30% | 10.06% | -12.05% | 0.12% |
GTO Invesco Total Return Bond ETF | -0.10% | 7.17% | 2.63% | 5.95% | -14.77% | 0.28% |
Returns By Period
In the year-to-date period, KDRN achieves a 0.63% return, which is significantly higher than GTO's -0.10% return.
KDRN
- 1D
- 0.17%
- 1M
- -1.39%
- YTD
- 0.63%
- 6M
- 1.23%
- 1Y
- 2.04%
- 3Y*
- 3.82%
- 5Y*
- —
- 10Y*
- —
GTO
- 1D
- 0.30%
- 1M
- -1.96%
- YTD
- -0.10%
- 6M
- 0.92%
- 1Y
- 4.65%
- 3Y*
- 4.30%
- 5Y*
- 0.16%
- 10Y*
- 3.02%
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KDRN vs. GTO - Expense Ratio Comparison
KDRN has a 1.09% expense ratio, which is higher than GTO's 0.35% expense ratio.
Return for Risk
KDRN vs. GTO — Risk / Return Rank
KDRN
GTO
KDRN vs. GTO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kingsbarn Tactical Bond ETF (KDRN) and Invesco Total Return Bond ETF (GTO). 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.
| KDRN | GTO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 1.16 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.58 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.68 | -0.98 |
Martin ratioReturn relative to average drawdown | 1.61 | 5.09 | -3.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KDRN | GTO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.16 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.03 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.51 | -0.40 |
Correlation
The correlation between KDRN and GTO is 0.80, 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
KDRN vs. GTO - Dividend Comparison
KDRN's dividend yield for the trailing twelve months is around 3.13%, less than GTO's 4.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
KDRN Kingsbarn Tactical Bond ETF | 3.13% | 2.54% | 2.83% | 2.84% | 2.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GTO Invesco Total Return Bond ETF | 4.78% | 4.70% | 4.42% | 4.05% | 3.47% | 1.93% | 4.04% | 2.97% | 5.25% | 2.81% | 2.57% |
Drawdowns
KDRN vs. GTO - Drawdown Comparison
The maximum KDRN drawdown since its inception was -15.29%, smaller than the maximum GTO drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for KDRN and GTO.
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Drawdown Indicators
| KDRN | GTO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.29% | -20.61% | +5.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.32% | -2.94% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.61% | — |
Current DrawdownCurrent decline from peak | -1.39% | -2.39% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -4.85% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 0.97% | +0.46% |
Volatility
KDRN vs. GTO - Volatility Comparison
The current volatility for Kingsbarn Tactical Bond ETF (KDRN) is 0.77%, while Invesco Total Return Bond ETF (GTO) has a volatility of 1.58%. This indicates that KDRN experiences smaller price fluctuations and is considered to be less risky than GTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KDRN | GTO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 1.58% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 2.32% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.52% | 4.04% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.73% | 5.69% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 5.57% | +1.16% |