SFTY vs. GDT
SFTY (Horizon Managed Risk ETF) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both Tactical Allocation funds. At a 0.48 correlation, their price movements are largely independent. 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
- -0.71%
- 1M
- 1.41%
- 6M
- 7.64%
- YTD
- 9.81%
- 1Y
- 21.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDT
- 1D
- -2.45%
- 1M
- -4.89%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SFTY vs. GDT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SFTY Horizon Managed Risk ETF | 9.25% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | -16.34% |
Correlation
The correlation between SFTY and GDT is 0.48, 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 22, 2026 | 0.48 |
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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 | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | — | — |
| Martin ratioReturn relative to average drawdown | 10.99 | — | — |
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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 | -0.71% | -24.34% | +23.63% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -12.36% | +11.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | — | — |
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 | 3.58% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 31.95% | -19.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 31.95% | -20.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.90% | 31.95% | -20.05% |
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 2.77% yield.
| Position | TTM | 2025 |
|---|---|---|
GDT WisdomTree Efficient TIPS Plus Gold Fund | 2.77% | 0.00% |
SFTY Horizon Managed Risk ETF | 0.17% | 0.19% |
Frequently Asked Questions
SFTY and GDT have a correlation of 0.48, 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 2.77%, 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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