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MOOD vs. GDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOOD vs. GDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Relative Sentiment Tactical Allocation ETF (MOOD) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MOOD

1D
0.29%
1M
3.07%
YTD
14.72%
6M
16.94%
1Y
36.04%
3Y*
20.75%
5Y*
10Y*

GDT

1D
0.57%
1M
-1.79%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOOD vs. GDT - Yearly Performance Comparison


Correlation

The correlation between MOOD and GDT is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 23, 2026

0.82

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Return for Risk

MOOD vs. GDT — Risk / Return Rank

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

MOOD
MOOD Risk / Return Rank: 7474
Overall Rank
MOOD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MOOD Sortino Ratio Rank: 6666
Sortino Ratio Rank
MOOD Omega Ratio Rank: 8484
Omega Ratio Rank
MOOD Calmar Ratio Rank: 7575
Calmar Ratio Rank
MOOD Martin Ratio Rank: 6464
Martin Ratio Rank

GDT
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.

MOOD vs. GDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Relative Sentiment Tactical Allocation ETF (MOOD) 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.


MOODGDTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

3.73

Martin ratioReturn relative to average drawdown

11.57

MOOD vs. GDT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MOODGDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

-0.58

+1.94

Drawdowns

MOOD vs. GDT - Drawdown Comparison

The maximum MOOD drawdown since its inception was -14.34%, smaller than the maximum GDT drawdown of -18.06%. Use the drawdown chart below to compare losses from any high point for MOOD and GDT.


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Drawdown Indicators


MOODGDTDifference

Max Drawdown

Largest peak-to-trough decline

-14.34%

-18.06%

+3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

Current Drawdown

Current decline from peak

-0.33%

-15.59%

+15.26%

Average Drawdown

Average peak-to-trough decline

-2.32%

-9.96%

+7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

Volatility

MOOD vs. GDT - Volatility Comparison


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Volatility by Period


MOODGDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.11%

33.20%

-19.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.06%

33.20%

-21.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.06%

33.20%

-21.14%

MOOD vs. GDT - Expense Ratio Comparison

MOOD has a 0.68% expense ratio, which is higher than GDT's 0.30% expense ratio.


Dividends

MOOD vs. GDT - Dividend Comparison

MOOD's dividend yield for the trailing twelve months is around 0.35%, less than GDT's 1.76% yield.


PositionTTM2025202420232022
GDT
WisdomTree Efficient TIPS Plus Gold Fund
1.76%0.00%0.00%0.00%0.00%
MOOD
Relative Sentiment Tactical Allocation ETF
0.35%0.40%1.33%1.34%1.43%

Frequently Asked Questions


MOOD and GDT have a correlation of 0.82, 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 0.68% for MOOD.

GDT has the higher dividend yield at 1.76%, compared with 0.35% for MOOD.

They also come from different issuers: Relative Sentiment and WisdomTree. Their fees differ too: 0.68% for MOOD and 0.30% for GDT.

Portfolio Optimizer

Find the right allocation for MOOD and GDT

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