TDSC vs. TRTY

Last updated Jun 24, 2026

TDSC (Cabana Target Drawdown 10 ETF) and TRTY (Cambria Trinity ETF) are both Tactical Allocation funds. TDSC is actively managed, while TRTY is passively managed. Over the past 5 years, TDSC returned 2.67%/yr vs 5.67%/yr for TRTY. A 0.61 correlation means they provide meaningful diversification when combined. TDSC charges 0.69%/yr vs 0.44%/yr for TRTY.

Performance

TDSC vs. TRTY - Performance Comparison

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

Returns By Period

In the year-to-date period, TDSC achieves a 8.99% return, which is significantly higher than TRTY's 6.97% return.

TDSC

• 1D: -0.84%
• 1M: -1.31%
• YTD: 8.99%
• 6M: 8.11%
• 1Y: 16.68%
• 3Y*: 10.55%
• 5Y*: 2.67%
• 10Y*: —

TRTY

• 1D: -1.75%
• 1M: -2.37%
• YTD: 6.97%
• 6M: 6.31%
• 1Y: 19.33%
• 3Y*: 10.40%
• 5Y*: 5.67%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TDSC vs. TRTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TDSC Cabana Target Drawdown 10 ETF	8.99%	6.56%	7.10%	7.63%	-19.67%	14.81%	-0.50%
TRTY Cambria Trinity ETF	6.97%	16.35%	3.89%	3.97%	-3.30%	15.73%	7.92%

Correlation

The correlation between TDSC and TRTY is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020	0.61

The correlation between TDSC and TRTY shifts across timeframes, from 0.61 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

TDSC vs. TRTY — Risk / Return Rank

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

TDSC

TDSC Risk / Return Rank: 61
TDSC Sharpe Ratio Rank: 57
TDSC Sortino Ratio Rank: 56
TDSC Omega Ratio Rank: 54
TDSC Calmar Ratio Rank: 68
TDSC Martin Ratio Rank: 68

TRTY

TRTY Risk / Return Rank: 67
TRTY Sharpe Ratio Rank: 62
TRTY Sortino Ratio Rank: 54
TRTY Omega Ratio Rank: 68
TRTY Calmar Ratio Rank: 74
TRTY Martin Ratio Rank: 77

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. TRTY - Risk-Adjusted Trends Comparison

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

	TDSC	TRTY	Difference
Sharpe ratio: Return per unit of total volatility	1.78	1.93	-0.15
Sortino ratio: Return per unit of downside risk	2.47	2.45	+0.02
Omega ratio: Gain probability vs. loss probability	1.32	1.38	-0.06
Calmar ratio: Return relative to maximum drawdown	3.13	3.54	-0.40
Martin ratio: Return relative to average drawdown	11.61	13.89	-2.28

TDSC vs. TRTY - Sharpe Ratio Comparison

The current TDSC Sharpe Ratio is 1.78, which is comparable to the TRTY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of TDSC and TRTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TDSC vs. TRTY - Drawdown Comparison

The maximum TDSC drawdown since its inception was -21.51%, roughly equal to the maximum TRTY drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for TDSC and TRTY.

Drawdown Indicators

	TDSC	TRTY	Difference
Max Drawdown Largest peak-to-trough decline	-21.51%	-22.35%	+0.84%
Max Drawdown (1Y) Largest decline over 1 year	-5.35%	-5.49%	+0.14%
Max Drawdown (3Y) Largest decline over 3 years	-14.24%	-9.25%	-4.99%
Max Drawdown (5Y) Largest decline over 5 years	-21.51%	-13.72%	-7.79%
Current Drawdown Current decline from peak	-2.47%	-3.45%	+0.98%
Average Drawdown Average peak-to-trough decline	-9.31%	-4.15%	-5.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.44%	1.39%	+0.05%

Volatility

TDSC vs. TRTY - Volatility Comparison

Cabana Target Drawdown 10 ETF (TDSC) has a higher volatility of 3.67% compared to Cambria Trinity ETF (TRTY) at 3.43%. This indicates that TDSC's price experiences larger fluctuations and is considered to be riskier than TRTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TDSC	TRTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	3.43%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	7.31%	8.79%	-1.48%
Volatility (1Y) Calculated over the trailing 1-year period	9.42%	10.05%	-0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.38%	10.61%	-0.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.27%	10.43%	-0.16%

TDSC vs. TRTY - Expense Ratio Comparison

TDSC has a 0.69% expense ratio, which is higher than TRTY's 0.44% expense ratio.

Dividends

TDSC vs. TRTY - Dividend Comparison

TDSC's dividend yield for the trailing twelve months is around 2.05%, less than TRTY's 3.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TDSC Cabana Target Drawdown 10 ETF	2.05%	2.92%	2.06%	2.06%	1.76%	1.11%	0.54%	0.00%	0.00%
TRTY Cambria Trinity ETF	3.10%	2.86%	3.55%	3.24%	5.17%	4.52%	1.99%	2.64%	1.07%

Frequently Asked Questions

Can I hold both TDSC and TRTY in my portfolio?

TDSC and TRTY have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TDSC or TRTY?

TDSC has higher volatility (3.67%) compared to TRTY (3.43%). In terms of maximum drawdown, TDSC dropped -21.51% vs TRTY's -22.35%.

Which ETF is better, TDSC or TRTY?

On 5-year performance, TRTY leads with 5.67% vs 2.67% for TDSC. On fees, TRTY is cheaper at 0.44% per year. On volatility, TRTY has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TDSC or TRTY?

Over the 5-year period, TRTY has performed better with a 5.67% return vs 2.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TDSC or TRTY?

TRTY is cheaper with a 0.44% expense ratio, compared with 0.69% for TDSC.

Which ETF pays a higher dividend yield, TDSC or TRTY?

TRTY has the higher dividend yield at 3.10%, compared with 2.05% for TDSC.

What is the main difference between TDSC and TRTY?

They also come from different issuers: Exchange Traded Concepts and Cambria. Their fees differ too: 0.69% for TDSC and 0.44% for TRTY.

Which has better risk-adjusted returns?

TRTY currently has the higher Sharpe Ratio (1.93 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.