TRTY vs. GDT
TRTY (Cambria Trinity ETF) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both Tactical Allocation funds. TRTY is passively managed, while GDT is actively managed. A 0.56 correlation means they provide meaningful diversification when combined. TRTY charges 0.44%/yr vs 0.30%/yr for GDT.
Performance
TRTY vs. GDT - Performance Comparison
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Returns By Period
TRTY
- 1D
- -0.42%
- 1M
- 0.96%
- YTD
- 10.10%
- 6M
- 11.29%
- 1Y
- 23.79%
- 3Y*
- 11.86%
- 5Y*
- 5.91%
- 10Y*
- —
GDT
- 1D
- -0.85%
- 1M
- -1.71%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRTY vs. GDT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TRTY Cambria Trinity ETF | 4.55% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | -8.05% |
Correlation
The correlation between TRTY and GDT is 0.56, 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 | 0.56 |
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Return for Risk
TRTY vs. GDT — Risk / Return Rank
TRTY
GDT
TRTY vs. GDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) 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.
| TRTY | GDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.50 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.35 | — | — |
| Martin ratioReturn relative to average drawdown | 17.99 | — | — |
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
| TRTY | GDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | -0.63 | +1.24 |
Drawdowns
TRTY vs. GDT - Drawdown Comparison
The maximum TRTY drawdown since its inception was -22.35%, which is greater than GDT's maximum drawdown of -18.06%. Use the drawdown chart below to compare losses from any high point for TRTY and GDT.
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Drawdown Indicators
| TRTY | GDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.35% | -18.06% | -4.29% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -9.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.72% | — | — |
Current DrawdownCurrent decline from peak | -0.62% | -16.07% | +15.45% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -9.90% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | — | — |
Volatility
TRTY vs. GDT - Volatility Comparison
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Volatility by Period
| TRTY | GDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.54% | 33.36% | -23.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.62% | 33.36% | -22.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.41% | 33.36% | -22.95% |
TRTY vs. GDT - Expense Ratio Comparison
TRTY has a 0.44% expense ratio, which is higher than GDT's 0.30% expense ratio.
Dividends
TRTY vs. GDT - Dividend Comparison
TRTY's dividend yield for the trailing twelve months is around 3.01%, more than GDT's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GDT WisdomTree Efficient TIPS Plus Gold Fund | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRTY Cambria Trinity ETF | 3.01% | 2.86% | 3.55% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% |
Frequently Asked Questions
TRTY and GDT have a correlation of 0.56, 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 0.44% for TRTY.
TRTY has the higher dividend yield at 3.01%, compared with 1.77% for GDT.
They also come from different issuers: Cambria and WisdomTree. Their fees differ too: 0.44% for TRTY and 0.30% for GDT.
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