Sortino ratio is not yet available for GEW. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Cambria Global Equal Weight ETF's Sortino Ratio with other ETFs in the Global Equities, Equal Weight category across multiple time periods, showing how GEW's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| WLDR | Affinity World Leaders Equity ETF | 4.00 | |||
| FYLD | Cambria Foreign Shareholder Yield ETF | 3.41 | |||
| VOLT | Tema Electrification ETF | 3.33 | |||
| AVGV | Avantis All Equity Markets Value ETF | 3.24 | |||
| GVAL | Cambria Global Value ETF | 3.03 | |||
| AVGE | Avantis All Equity Markets ETF | 3.02 | |||
| GINX | SGI Enhanced Global Income ETF | 2.97 | |||
| ROE | Astoria US Equal Weight Quality Kings ETF | 2.96 | |||
| RSPT | Invesco S&P 500 Equal Weight Technology ETF | 2.88 | |||
| FWD | AB Disruptors ETF | 2.84 | |||
| GEW | Cambria Global Equal Weight ETF | — |
Historical Sortino Ratio
The chart shows GEW's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when GEW consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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