THMR vs. TDSB
THMR (THOR AdaptiveRisk Dynamic ETF) and TDSB (Cabana Target Drawdown 7 ETF) are both Tactical Allocation funds. Both are actively managed. Their 0.68 correlation means they have sometimes moved together and sometimes differently. THMR charges 1.10%/yr vs 0.69%/yr for TDSB.
Performance
THMR vs. TDSB - Performance Comparison
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Returns By Period
THMR
- 1D
- 0.45%
- 1M
- 0.81%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TDSB
- 1D
- 0.49%
- 1M
- -0.23%
- 6M
- 1.55%
- YTD
- 3.60%
- 1Y
- 10.94%
- 3Y*
- 8.42%
- 5Y*
- 1.32%
- 10Y*
- —
- ALL TIME*
- 2.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $47.24K | $250.58K | $140.54K | |
| $328.06K | $439.52K | $764.05K |
THMR vs. TDSB - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
THMR THOR AdaptiveRisk Dynamic ETF | 0.41% |
TDSB Cabana Target Drawdown 7 ETF | 0.30% |
Correlation
The correlation between THMR and TDSB is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 9, 2026 | 0.68 |
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Return for Risk
THMR vs. TDSB — Risk / Return Rank
THMR
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TDSB
THMR vs. TDSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for THOR AdaptiveRisk Dynamic ETF (THMR) 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.
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.
| THMR | TDSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.36 | — |
| Martin ratioReturn relative to average drawdown | — | 7.91 | — |
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Drawdowns
THMR vs. TDSB - Drawdown Comparison
The maximum THMR drawdown since its inception was -9.93%, smaller than the maximum TDSB drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for THMR and TDSB.
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Drawdown Indicators
| THMR | TDSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.93% | -19.56% | +9.63% |
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 | -7.05% | -1.79% | -5.26% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -8.92% | +5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.39% | — |
Volatility
THMR vs. TDSB - Volatility Comparison
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Volatility by Period
| THMR | TDSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.33% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.01% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 6.42% | +8.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.96% | 7.34% | +7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 7.50% | +7.46% |
THMR vs. TDSB - Expense Ratio Comparison
THMR has a 1.10% expense ratio, which is higher than TDSB's 0.69% expense ratio.
Dividends
THMR vs. TDSB - Dividend Comparison
THMR has not paid dividends to shareholders, while TDSB's dividend yield for the trailing twelve months is around 2.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
TDSB Cabana Target Drawdown 7 ETF | 2.28% | 1.93% | 3.50% | 2.77% | 1.81% | 1.75% | 0.46% |
THMR THOR AdaptiveRisk Dynamic ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
THMR and TDSB have a correlation of 0.68, 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 1.10% for THMR.
TDSB has the higher dividend yield at 2.28%, compared with 0.00% for THMR.
They also come from different issuers: THOR and Exchange Traded Concepts. Their fees differ too: 1.10% for THMR and 0.69% for TDSB.
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