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LOTI vs. TDSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOTI vs. TDSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty One Tactical Income ETF (LOTI) and Cabana Target Drawdown 10 ETF (TDSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOTI achieves a 4.81% return, which is significantly lower than TDSC's 9.77% return.


LOTI

1D
0.15%
1M
-0.74%
6M
2.90%
YTD
4.81%
1Y
3Y*
5Y*
10Y*
ALL TIME*

TDSC

1D
-0.09%
1M
-0.14%
6M
6.11%
YTD
9.77%
1Y
16.85%
3Y*
9.32%
5Y*
2.42%
10Y*
ALL TIME*
3.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$150.33K$113.31K$132.45K
$120.89K$454.17K$283.51K

LOTI vs. TDSC - Yearly Performance Comparison


2026 (YTD)2025
LOTI
Liberty One Tactical Income ETF
4.81%1.06%
TDSC
Cabana Target Drawdown 10 ETF
9.77%1.14%

Correlation

The correlation between LOTI and TDSC is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.28

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Return for Risk

LOTI vs. TDSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LOTI

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


TDSC
TDSC Risk / Return Rank: 7878
Overall Rank
TDSC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TDSC Sortino Ratio Rank: 7575
Sortino Ratio Rank
TDSC Omega Ratio Rank: 7474
Omega Ratio Rank
TDSC Calmar Ratio Rank: 8282
Calmar Ratio Rank
TDSC Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LOTI vs. TDSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty One Tactical Income ETF (LOTI) 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.


LOTITDSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.02

Martin ratioReturn relative to average drawdown

10.78

LOTI vs. TDSC - Sharpe Ratio Comparison


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Drawdowns

LOTI vs. TDSC - Drawdown Comparison

The maximum LOTI drawdown since its inception was -4.42%, smaller than the maximum TDSC drawdown of -21.51%. Use the drawdown chart below to compare losses from any high point for LOTI and TDSC.


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Drawdown Indicators


LOTITDSCDifference

Max Drawdown

Largest peak-to-trough decline

-4.42%

-21.51%

+17.09%

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

-1.09%

-1.77%

+0.68%

Average Drawdown

Average peak-to-trough decline

-1.29%

-9.17%

+7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

Volatility

LOTI vs. TDSC - Volatility Comparison


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Volatility by Period


LOTITDSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

9.36%

-3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

10.36%

-4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

10.23%

-4.24%

LOTI vs. TDSC - Expense Ratio Comparison

LOTI has a 1.01% expense ratio, which is higher than TDSC's 0.69% expense ratio.


Dividends

LOTI vs. TDSC - Dividend Comparison

LOTI's dividend yield for the trailing twelve months is around 1.77%, more than TDSC's 1.61% yield.


PositionTTM202520242023202220212020
LOTI
Liberty One Tactical Income ETF
1.77%0.45%0.00%0.00%0.00%0.00%0.00%
TDSC
Cabana Target Drawdown 10 ETF
1.61%2.92%2.06%2.06%1.76%1.11%0.54%

Frequently Asked Questions


LOTI and TDSC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDSC is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDSC is cheaper with a 0.69% expense ratio, compared with 1.01% for LOTI.

LOTI has the higher dividend yield at 1.77%, compared with 1.61% for TDSC.

They also come from different issuers: Liberty One and Exchange Traded Concepts. Their fees differ too: 1.01% for LOTI and 0.69% for TDSC.

Portfolio Optimizer

Find the right allocation for LOTI and TDSC

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