QTAC vs. GDT

Last updated Jun 5, 2026

QTAC (Q3 All-Season Tactical Advantage ETF) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both Tactical Allocation funds. Both are actively managed. At a 0.36 correlation, their price movements are largely independent. QTAC charges 1.78%/yr vs 0.30%/yr for GDT.

Performance

QTAC vs. GDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Q3 All-Season Tactical Advantage ETF (QTAC) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

QTAC

• 1D: -0.53%
• 1M: 11.97%
• YTD: 2.57%
• 6M: —
• 1Y: —
• 3Y*: —
• 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)

QTAC vs. GDT - Yearly Performance Comparison

	2026 (YTD)
QTAC Q3 All-Season Tactical Advantage ETF	1.57%
GDT WisdomTree Efficient TIPS Plus Gold Fund	-7.53%

Correlation

The correlation between QTAC and GDT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 23, 2026	0.36

Return for Risk

QTAC vs. GDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Q3 All-Season Tactical Advantage ETF (QTAC) 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.

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

Sharpe Ratios by Period

	QTAC	GDT	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	-0.58	+0.86

Drawdowns

QTAC vs. GDT - Drawdown Comparison

The maximum QTAC drawdown since its inception was -16.56%, smaller than the maximum GDT drawdown of -18.06%. Use the drawdown chart below to compare losses from any high point for QTAC and GDT.

Drawdown Indicators

	QTAC	GDT	Difference
Max Drawdown Largest peak-to-trough decline	-16.56%	-18.06%	+1.50%
Current Drawdown Current decline from peak	-1.14%	-15.59%	+14.45%
Average Drawdown Average peak-to-trough decline	-6.65%	-9.96%	+3.31%

Volatility

Volatility by Period

	QTAC	GDT	Difference
Volatility (1Y) Calculated over the trailing 1-year period	24.06%	33.20%	-9.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.06%	33.20%	-9.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.06%	33.20%	-9.14%

QTAC vs. GDT - Expense Ratio Comparison

QTAC has a 1.78% expense ratio, which is higher than GDT's 0.30% expense ratio.

Dividends

QTAC vs. GDT - Dividend Comparison

QTAC's dividend yield for the trailing twelve months is around 0.05%, less than GDT's 1.76% yield.

Position	TTM	2025
GDT WisdomTree Efficient TIPS Plus Gold Fund	1.76%	0.00%
QTAC Q3 All-Season Tactical Advantage ETF	0.05%	0.05%

Frequently Asked Questions

Can I hold both QTAC and GDT in my portfolio?

QTAC and GDT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QTAC 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, QTAC or GDT?

GDT is cheaper with a 0.30% expense ratio, compared with 1.78% for QTAC.

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

GDT has the higher dividend yield at 1.76%, compared with 0.05% for QTAC.

What is the main difference between QTAC and GDT?

They also come from different issuers: Q3 Asset Management and WisdomTree. Their fees differ too: 1.78% for QTAC and 0.30% for GDT.