TRTY vs. TDSC

Last updated Jun 4, 2026

TRTY (Cambria Trinity ETF) and TDSC (Cabana Target Drawdown 10 ETF) are both Tactical Allocation funds. TRTY is passively managed, while TDSC is actively managed. Over the past 5 years, TRTY returned 5.91%/yr vs 3.28%/yr for TDSC. A 0.60 correlation means they provide meaningful diversification when combined. TRTY charges 0.44%/yr vs 0.69%/yr for TDSC.

Performance

TRTY vs. TDSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Trinity ETF (TRTY) and Cabana Target Drawdown 10 ETF (TDSC). 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 TDSC's 11.42% return.

TRTY

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

TDSC

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

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

TRTY vs. TDSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TRTY Cambria Trinity ETF	10.10%	16.35%	3.89%	3.97%	-3.30%	15.73%	8.02%
TDSC Cabana Target Drawdown 10 ETF	11.42%	6.56%	7.10%	7.63%	-19.67%	14.81%	-0.11%

Correlation

The correlation between TRTY and TDSC is 0.78, 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020	0.60

The correlation between TRTY and TDSC shifts across timeframes, from 0.60 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

TRTY vs. TDSC - Sectors Allocation Comparison

Sectors	TRTY	TDSC
Energy	18.2%	17.6%
Financial Services	15.8%	3.9%
Industrials	13.4%	2.0%
Basic Materials	11.1%	0.7%
Real Estate	8.7%	0.1%
Consumer Cyclical	7.9%	4.3%
Technology	7.7%	28.5%
Utilities	6.9%	15.0%
Communication Services	3.9%	4.7%
Consumer Defensive	3.8%	3.4%
Healthcare	2.6%	19.9%

Return for Risk

TRTY vs. TDSC — 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

TDSC

TDSC Risk / Return Rank: 71
TDSC Sharpe Ratio Rank: 68
TDSC Sortino Ratio Rank: 69
TDSC Omega Ratio Rank: 67
TDSC Calmar Ratio Rank: 75
TDSC Martin Ratio Rank: 76

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. TDSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) and Cabana Target Drawdown 10 ETF (TDSC). 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	TDSC	Difference
Sharpe ratio: Return per unit of total volatility	2.50	2.25	+0.26
Sortino ratio: Return per unit of downside risk	3.17	3.17	0.00
Omega ratio: Gain probability vs. loss probability	1.50	1.40	+0.10
Calmar ratio: Return relative to maximum drawdown	4.35	3.74	+0.62
Martin ratio: Return relative to average drawdown	17.99	14.51	+3.48
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. TDSC - Sharpe Ratio Comparison

The current TRTY Sharpe Ratio is 2.50, which is comparable to the TDSC Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TRTY and TDSC, 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	TDSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	2.25	+0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.32	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.41	+0.20

Drawdowns

TRTY vs. TDSC - Drawdown Comparison

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

Drawdown Indicators

	TRTY	TDSC	Difference
Max Drawdown Largest peak-to-trough decline	-22.35%	-21.51%	-0.84%
Max Drawdown (1Y) Largest decline over 1 year	-5.49%	-5.35%	-0.14%
Max Drawdown (3Y) Largest decline over 3 years	-9.25%	-14.24%	+4.99%
Max Drawdown (5Y) Largest decline over 5 years	-13.72%	-21.51%	+7.79%
Current Drawdown Current decline from peak	-0.62%	-0.14%	-0.48%
Average Drawdown Average peak-to-trough decline	-4.17%	-9.38%	+5.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.33%	1.37%	-0.04%

Volatility

TRTY vs. TDSC - Volatility Comparison

Cambria Trinity ETF (TRTY) has a higher volatility of 2.35% compared to Cabana Target Drawdown 10 ETF (TDSC) at 2.06%. This indicates that TRTY's price experiences larger fluctuations and is considered to be riskier than TDSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRTY	TDSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	2.06%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	8.25%	6.61%	+1.64%
Volatility (1Y) Calculated over the trailing 1-year period	9.54%	8.90%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.62%	10.28%	+0.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.41%	10.22%	+0.19%

TRTY vs. TDSC - Expense Ratio Comparison

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

Dividends

TRTY vs. TDSC - Dividend Comparison

TRTY's dividend yield for the trailing twelve months is around 3.01%, more than TDSC's 2.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TDSC Cabana Target Drawdown 10 ETF	2.01%	2.92%	2.06%	2.06%	1.76%	1.11%	0.54%	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 TDSC in my portfolio?

TRTY and TDSC have a correlation of 0.78, 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 TDSC?

TRTY has higher volatility (2.35%) compared to TDSC (2.06%). In terms of maximum drawdown, TRTY dropped -22.35% vs TDSC's -21.51%.

Which ETF is better, TRTY or TDSC?

On 5-year performance, TRTY leads with 5.91% vs 3.28% for TDSC. On fees, TRTY is cheaper at 0.44% per year. On volatility, TDSC has been the lower-risk option at 2.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TRTY or TDSC?

Over the 5-year period, TRTY has performed better with a 5.91% return vs 3.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TRTY or TDSC?

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

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

TRTY has the higher dividend yield at 3.01%, compared with 2.01% for TDSC.

What is the main difference between TRTY and TDSC?

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

Which has better risk-adjusted returns?

TRTY currently has the higher Sharpe Ratio (2.50 vs 2.25), 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.