SFTY vs. GDT
SFTY (Horizon Managed Risk ETF) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both Tactical Allocation funds. Both are actively managed. Their 0.46 correlation means their historical movements had little consistent relationship. SFTY charges 0.77%/yr vs 0.30%/yr for GDT.
Performance
SFTY vs. GDT - Performance Comparison
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Returns By Period
SFTY
- 1D
- 0.62%
- 1M
- 0.72%
- 6M
- 8.11%
- YTD
- 9.95%
- 1Y
- 20.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.03%
GDT
- 1D
- -1.35%
- 1M
- -1.93%
- 6M
- -15.17%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $109.12K | $93.57K | $105.33K | |
| $25.18M | $13.16M | $6.88M |
SFTY vs. GDT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SFTY Horizon Managed Risk ETF | 9.39% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | -15.57% |
Correlation
The correlation between SFTY and GDT is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 22, 2026 | 0.46 |
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Return for Risk
SFTY vs. GDT — Risk / Return Rank
SFTY
GDT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SFTY vs. GDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Horizon Managed Risk ETF (SFTY) 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.
| SFTY | GDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | — | — |
| Martin ratioReturn relative to average drawdown | 9.81 | — | — |
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Drawdowns
SFTY vs. GDT - Drawdown Comparison
The maximum SFTY drawdown since its inception was -8.64%, smaller than the maximum GDT drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for SFTY and GDT.
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Drawdown Indicators
| SFTY | GDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.64% | -24.66% | +16.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -23.64% | +23.06% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -13.53% | +12.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | — | — |
Volatility
SFTY vs. GDT - Volatility Comparison
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Volatility by Period
| SFTY | GDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 30.80% | -18.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.92% | 30.80% | -18.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.92% | 30.80% | -18.88% |
SFTY vs. GDT - Expense Ratio Comparison
SFTY has a 0.77% expense ratio, which is higher than GDT's 0.30% expense ratio.
Dividends
SFTY vs. GDT - Dividend Comparison
SFTY's dividend yield for the trailing twelve months is around 0.17%, less than GDT's 3.50% yield.
| Position | TTM | 2025 |
|---|---|---|
GDT WisdomTree Efficient TIPS Plus Gold Fund | 3.50% | 0.00% |
SFTY Horizon Managed Risk ETF | 0.17% | 0.19% |
Frequently Asked Questions
SFTY and GDT have a correlation of 0.46, 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 0.77% for SFTY.
GDT has the higher dividend yield at 3.50%, compared with 0.17% for SFTY.
They also come from different issuers: Horizon and WisdomTree. Their fees differ too: 0.77% for SFTY and 0.30% for GDT.
Find the right allocation for SFTY and GDT
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