MYLD vs. GDT

Last updated Jul 17, 2026

MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both exchange-traded funds - MYLD is a Small Cap Value Equities fund actively managed by Cambria, while GDT is a Tactical Allocation fund actively managed by WisdomTree. Both are actively managed. At a 0.08 correlation, their price movements are largely independent. MYLD charges 0.59%/yr vs 0.30%/yr for GDT.

Performance

MYLD vs. GDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MYLD

• 1D: 2.69%
• 1M: 7.86%
• 6M: 17.95%
• YTD: 26.42%
• 1Y: 43.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GDT

• 1D: -1.65%
• 1M: -7.70%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MYLD vs. GDT - Yearly Performance Comparison

	2026 (YTD)
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	17.36%
GDT WisdomTree Efficient TIPS Plus Gold Fund	-16.63%

Correlation

The correlation between MYLD and GDT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 22, 2026	0.08

Return for Risk

MYLD vs. GDT — Risk / Return Rank

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

MYLD

MYLD Risk / Return Rank: 88
MYLD Sharpe Ratio Rank: 90
MYLD Sortino Ratio Rank: 91
MYLD Omega Ratio Rank: 87
MYLD Calmar Ratio Rank: 90
MYLD Martin Ratio Rank: 82

GDT

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

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.

MYLD vs. GDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) 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.

	MYLD	GDT	Difference
Sharpe ratio: Return per unit of total volatility	2.40	—	—
Sortino ratio: Return per unit of downside risk	3.45	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	4.40	—	—
Martin ratio: Return relative to average drawdown	12.79	—	—

Drawdowns

MYLD vs. GDT - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, which is greater than GDT's maximum drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for MYLD and GDT.

Drawdown Indicators

	MYLD	GDT	Difference
Max Drawdown Largest peak-to-trough decline	-28.23%	-24.66%	-3.57%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	—	—
Current Drawdown Current decline from peak	0.00%	-24.60%	+24.60%
Average Drawdown Average peak-to-trough decline	-5.75%	-12.64%	+6.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	—	—

Volatility

Volatility by Period

	MYLD	GDT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.17%	31.69%	-13.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	31.69%	-11.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.79%	31.69%	-11.90%

MYLD vs. GDT - Expense Ratio Comparison

MYLD has a 0.59% expense ratio, which is higher than GDT's 0.30% expense ratio.

Dividends

MYLD vs. GDT - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.09%, less than GDT's 2.78% yield.

Position	TTM	2025	2024
GDT WisdomTree Efficient TIPS Plus Gold Fund	2.78%	0.00%	0.00%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.09%	6.22%	3.26%

Frequently Asked Questions

Can I hold both MYLD and GDT in my portfolio?

MYLD and GDT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MYLD or GDT?

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, MYLD or GDT?

GDT is cheaper with a 0.30% expense ratio, compared with 0.59% for MYLD.

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

GDT has the higher dividend yield at 2.78%, compared with 2.09% for MYLD.

What is the main difference between MYLD and GDT?

MYLD is categorized as Small Cap Value Equities, while GDT is Tactical Allocation. They also come from different issuers: Cambria and WisdomTree. Their fees differ too: 0.59% for MYLD and 0.30% for GDT.