TRTY vs. MOOD

Last updated Jun 4, 2026

TRTY (Cambria Trinity ETF) and MOOD (Relative Sentiment Tactical Allocation ETF) are both Tactical Allocation funds. TRTY is passively managed, while MOOD is actively managed. Over the past 3 years, TRTY returned 11.86%/yr vs 20.58%/yr for MOOD. A 0.75 correlation means they provide meaningful diversification when combined. TRTY charges 0.44%/yr vs 0.68%/yr for MOOD.

Performance

TRTY vs. MOOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Trinity ETF (TRTY) and Relative Sentiment Tactical Allocation ETF (MOOD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRTY achieves a 10.10% return, which is significantly lower than MOOD's 14.40% return.

TRTY

• 1D: -0.42%
• 1M: 0.96%
• YTD: 10.10%
• 6M: 11.29%
• 1Y: 23.79%
• 3Y*: 11.86%
• 5Y*: 5.91%
• 10Y*: —

MOOD

• 1D: -0.58%
• 1M: 3.67%
• YTD: 14.40%
• 6M: 16.67%
• 1Y: 36.14%
• 3Y*: 20.58%
• 5Y*: —
• 10Y*: —

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

TRTY vs. MOOD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TRTY Cambria Trinity ETF	10.10%	16.35%	3.89%	3.97%	-3.21%
MOOD Relative Sentiment Tactical Allocation ETF	14.40%	30.39%	12.53%	12.56%	-2.90%

Correlation

The correlation between TRTY and MOOD is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (All Time) Calculated using the full available price history since May 20, 2022	0.75

The correlation between TRTY and MOOD has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

TRTY vs. MOOD - Sectors Allocation Comparison

Sectors	TRTY	MOOD
Energy	18.2%	3.7%
Financial Services	15.8%	15.7%
Industrials	13.4%	12.6%
Basic Materials	11.1%	4.4%
Real Estate	8.7%	2.5%
Consumer Cyclical	7.9%	9.5%
Technology	7.7%	27.6%
Utilities	6.9%	2.7%
Communication Services	3.9%	7.9%
Consumer Defensive	3.8%	5.1%
Healthcare	2.6%	8.4%

Return for Risk

TRTY vs. MOOD — Risk / Return Rank

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

TRTY

TRTY Risk / Return Rank: 79
TRTY Sharpe Ratio Rank: 76
TRTY Sortino Ratio Rank: 68
TRTY Omega Ratio Rank: 83
TRTY Calmar Ratio Rank: 82
TRTY Martin Ratio Rank: 85

MOOD

MOOD Risk / Return Rank: 72
MOOD Sharpe Ratio Rank: 78
MOOD Sortino Ratio Rank: 64
MOOD Omega Ratio Rank: 83
MOOD Calmar Ratio Rank: 74
MOOD Martin Ratio Rank: 63

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.

TRTY vs. MOOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) and Relative Sentiment Tactical Allocation ETF (MOOD). 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	MOOD	Difference
Sharpe ratio Return per unit of total volatility	2.50	2.57	-0.07
Sortino ratio Return per unit of downside risk	3.17	3.01	+0.16
Omega ratio Gain probability vs. loss probability	1.50	1.51	-0.01
Calmar ratio Return relative to maximum drawdown	4.35	3.74	+0.62
Martin ratio Return relative to average drawdown	17.99	11.60	+6.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRTY vs. MOOD - Sharpe Ratio Comparison

The current TRTY Sharpe Ratio is 2.50, which is comparable to the MOOD Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of TRTY and MOOD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TRTY	MOOD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	2.57	-0.07
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	1.35	-0.74

Drawdowns

TRTY vs. MOOD - Drawdown Comparison

The maximum TRTY drawdown since its inception was -22.35%, which is greater than MOOD's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for TRTY and MOOD.

Drawdown Indicators

	TRTY	MOOD	Difference
Max Drawdown Largest peak-to-trough decline	-22.35%	-14.34%	-8.01%
Max Drawdown (1Y) Largest decline over 1 year	-5.49%	-9.71%	+4.22%
Max Drawdown (3Y) Largest decline over 3 years	-9.25%	-9.71%	+0.46%
Max Drawdown (5Y) Largest decline over 5 years	-13.72%	—	—
Current Drawdown Current decline from peak	-0.62%	-0.61%	-0.01%
Average Drawdown Average peak-to-trough decline	-4.17%	-2.32%	-1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.33%	3.12%	-1.79%

Volatility

TRTY vs. MOOD - Volatility Comparison

The current volatility for Cambria Trinity ETF (TRTY) is 2.35%, while Relative Sentiment Tactical Allocation ETF (MOOD) has a volatility of 3.22%. This indicates that TRTY experiences smaller price fluctuations and is considered to be less risky than MOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRTY	MOOD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	3.22%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	8.25%	12.32%	-4.07%
Volatility (1Y) Calculated over the trailing 1-year period	9.54%	14.11%	-4.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.62%	12.07%	-1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.41%	12.07%	-1.66%

TRTY vs. MOOD - Expense Ratio Comparison

TRTY has a 0.44% expense ratio, which is lower than MOOD's 0.68% expense ratio.

Dividends

TRTY vs. MOOD - Dividend Comparison

TRTY's dividend yield for the trailing twelve months is around 3.01%, more than MOOD's 0.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
MOOD Relative Sentiment Tactical Allocation ETF	0.35%	0.40%	1.33%	1.34%	1.43%	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

Can I hold both TRTY and MOOD in my portfolio?

TRTY and MOOD have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRTY or MOOD?

MOOD has higher volatility (3.22%) compared to TRTY (2.35%). In terms of maximum drawdown, TRTY dropped -22.35% vs MOOD's -14.34%.

Which ETF is better, TRTY or MOOD?

On 3-year performance, MOOD leads with 20.58% vs 11.86% for TRTY. On fees, TRTY is cheaper at 0.44% per year. On volatility, TRTY has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TRTY or MOOD?

Over the 3-year period, MOOD has performed better with a 20.58% return vs 11.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TRTY or MOOD?

TRTY is cheaper with a 0.44% expense ratio, compared with 0.68% for MOOD.

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

TRTY has the higher dividend yield at 3.01%, compared with 0.35% for MOOD.

What is the main difference between TRTY and MOOD?

They also come from different issuers: Cambria and Relative Sentiment. Their fees differ too: 0.44% for TRTY and 0.68% for MOOD.

Which has better risk-adjusted returns?

MOOD currently has the higher Sharpe Ratio (2.57 vs 2.50), 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.