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TDSC vs. GDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDSC vs. GDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cabana Target Drawdown 10 ETF (TDSC) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TDSC

1D
-0.14%
1M
3.77%
YTD
11.42%
6M
10.93%
1Y
19.88%
3Y*
11.01%
5Y*
3.28%
10Y*

GDT

1D
-0.85%
1M
-1.71%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDSC vs. GDT - Yearly Performance Comparison


Correlation

The correlation between TDSC and GDT is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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Return for Risk

TDSC vs. GDT — Risk / Return Rank

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

TDSC
TDSC Risk / Return Rank: 7171
Overall Rank
TDSC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TDSC Sortino Ratio Rank: 6969
Sortino Ratio Rank
TDSC Omega Ratio Rank: 6767
Omega Ratio Rank
TDSC Calmar Ratio Rank: 7575
Calmar Ratio Rank
TDSC Martin Ratio Rank: 7676
Martin Ratio Rank

GDT
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.

TDSC vs. GDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 10 ETF (TDSC) 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.


TDSCGDTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.74

Martin ratioReturn relative to average drawdown

14.51

TDSC vs. GDT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDSCGDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.63

+1.03

Drawdowns

TDSC vs. GDT - Drawdown Comparison

The maximum TDSC drawdown since its inception was -21.51%, which is greater than GDT's maximum drawdown of -18.06%. Use the drawdown chart below to compare losses from any high point for TDSC and GDT.


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Drawdown Indicators


TDSCGDTDifference

Max Drawdown

Largest peak-to-trough decline

-21.51%

-18.06%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

Max Drawdown (3Y)

Largest decline over 3 years

-14.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.51%

Current Drawdown

Current decline from peak

-0.14%

-16.07%

+15.93%

Average Drawdown

Average peak-to-trough decline

-9.38%

-9.90%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

Volatility

TDSC vs. GDT - Volatility Comparison


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Volatility by Period


TDSCGDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

Volatility (6M)

Calculated over the trailing 6-month period

6.61%

Volatility (1Y)

Calculated over the trailing 1-year period

8.90%

33.36%

-24.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.28%

33.36%

-23.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.22%

33.36%

-23.14%

TDSC vs. GDT - Expense Ratio Comparison

TDSC has a 0.69% expense ratio, which is higher than GDT's 0.30% expense ratio.


Dividends

TDSC vs. GDT - Dividend Comparison

TDSC's dividend yield for the trailing twelve months is around 2.01%, more than GDT's 1.77% yield.


PositionTTM202520242023202220212020
GDT
WisdomTree Efficient TIPS Plus Gold Fund
1.77%0.00%0.00%0.00%0.00%0.00%0.00%
TDSC
Cabana Target Drawdown 10 ETF
2.01%2.92%2.06%2.06%1.76%1.11%0.54%

Frequently Asked Questions


TDSC and GDT have a correlation of 0.71, 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 0.69% for TDSC.

TDSC has the higher dividend yield at 2.01%, compared with 1.77% for GDT.

They also come from different issuers: Exchange Traded Concepts and WisdomTree. Their fees differ too: 0.69% for TDSC and 0.30% for GDT.

Portfolio Optimizer

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