TDSB vs. LOTI
TDSB (Cabana Target Drawdown 7 ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.47 correlation, their price movements are largely independent. TDSB charges 0.69%/yr vs 1.01%/yr for LOTI.
Performance
TDSB vs. LOTI - Performance Comparison
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Returns By Period
In the year-to-date period, TDSB achieves a 4.54% return, which is significantly higher than LOTI's 2.63% return.
TDSB
- 1D
- -0.16%
- 1M
- 0.64%
- YTD
- 4.54%
- 6M
- 4.50%
- 1Y
- 14.83%
- 3Y*
- 8.77%
- 5Y*
- 2.16%
- 10Y*
- —
LOTI
- 1D
- -0.12%
- 1M
- -0.50%
- YTD
- 2.63%
- 6M
- 1.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TDSB vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TDSB Cabana Target Drawdown 7 ETF | 4.54% | 3.31% |
LOTI Liberty One Tactical Income ETF | 2.63% | 0.44% |
Correlation
The correlation between TDSB and LOTI is 0.47, 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 Oct 1, 2025 | 0.47 |
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Return for Risk
TDSB vs. LOTI — Risk / Return Rank
TDSB
LOTI
TDSB vs. LOTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 7 ETF (TDSB) and Liberty One Tactical Income ETF (LOTI). 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.
| TDSB | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | — | — |
| Martin ratioReturn relative to average drawdown | 12.74 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDSB | LOTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.82 | -0.51 |
Drawdowns
TDSB vs. LOTI - Drawdown Comparison
The maximum TDSB drawdown since its inception was -19.56%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for TDSB and LOTI.
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Drawdown Indicators
| TDSB | LOTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -4.42% | -15.14% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -6.84% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.56% | — | — |
Current DrawdownCurrent decline from peak | -0.90% | -2.53% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -1.34% | -7.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | — | — |
Volatility
TDSB vs. LOTI - Volatility Comparison
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Volatility by Period
| TDSB | LOTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.01% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.98% | 5.67% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.32% | 5.67% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.53% | 5.67% | +1.86% |
TDSB vs. LOTI - Expense Ratio Comparison
TDSB has a 0.69% expense ratio, which is lower than LOTI's 1.01% expense ratio.
Dividends
TDSB vs. LOTI - Dividend Comparison
TDSB's dividend yield for the trailing twelve months is around 2.13%, more than LOTI's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
LOTI Liberty One Tactical Income ETF | 1.34% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDSB Cabana Target Drawdown 7 ETF | 2.13% | 1.93% | 3.50% | 2.77% | 1.81% | 1.75% | 0.46% |
Frequently Asked Questions
TDSB and LOTI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TDSB is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TDSB is cheaper with a 0.69% expense ratio, compared with 1.01% for LOTI.
TDSB has the higher dividend yield at 2.13%, compared with 1.34% for LOTI.
They also come from different issuers: Exchange Traded Concepts and Liberty One. Their fees differ too: 0.69% for TDSB and 1.01% for LOTI.
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