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TDSA vs. TDSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDSA vs. TDSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cabana Target Drawdown 5 ETF (TDSA) and Cabana Target Drawdown 7 ETF (TDSB). The values are adjusted to include any dividend payments, if applicable.

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TDSA vs. TDSB - Yearly Performance Comparison


Returns By Period


TDSA

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

TDSB

1D
-0.04%
1M
-1.79%
YTD
2.60%
6M
5.39%
1Y
12.15%
3Y*
8.33%
5Y*
2.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDSA vs. TDSB - Expense Ratio Comparison

TDSA has a 0.83% expense ratio, which is higher than TDSB's 0.69% expense ratio.


Return for Risk

TDSA vs. TDSB — Risk / Return Rank

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

TDSA

TDSB
TDSB Risk / Return Rank: 7575
Overall Rank
TDSB Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TDSB Sortino Ratio Rank: 8080
Sortino Ratio Rank
TDSB Omega Ratio Rank: 8282
Omega Ratio Rank
TDSB Calmar Ratio Rank: 6767
Calmar Ratio Rank
TDSB Martin Ratio Rank: 6868
Martin Ratio Rank
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.

TDSA vs. TDSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 5 ETF (TDSA) and Cabana Target Drawdown 7 ETF (TDSB). 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.

TDSA vs. TDSB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDSATDSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

Dividends

TDSA vs. TDSB - Dividend Comparison

TDSA has not paid dividends to shareholders, while TDSB's dividend yield for the trailing twelve months is around 2.17%.


TTM202520242023202220212020
TDSA
Cabana Target Drawdown 5 ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDSB
Cabana Target Drawdown 7 ETF
2.17%1.93%3.50%2.77%1.81%1.75%0.46%

Drawdowns

TDSA vs. TDSB - Drawdown Comparison

The maximum TDSA drawdown since its inception was 0.00%, smaller than the maximum TDSB drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for TDSA and TDSB.


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Drawdown Indicators


TDSATDSBDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-19.56%

+19.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-19.56%

Current Drawdown

Current decline from peak

0.00%

-2.74%

+2.74%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.36%

+9.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

Volatility

TDSA vs. TDSB - Volatility Comparison


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Volatility by Period


TDSATDSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

Volatility (6M)

Calculated over the trailing 6-month period

5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

7.49%

-7.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.37%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

7.58%

-7.58%