- ISIN
- US1320615081
- CUSIP
- 132061508
- Issuer
- Cambria
- Inception Date
- Nov 4, 2014
- Region
- Developed Markets (Broad)
- Category
- Momentum, Tactical Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $70M
Highlights
- Avg. Volume (1M)
- 9K
- Avg. Volume Value (1M)
- $328.72K
Share Price Chart
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Performance
GMOM Performance Chart
Cambria Global Momentum ETF (GMOM) is up 10.1% since the beginning of the year. GMOM is currently trading at $37 per share. Investors who bought $1,000 worth of GMOM shares 5 years ago would now be looking at an investment worth $1,449.
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Compare this symbol against anything
Returns By Period
Cambria Global Momentum ETF (GMOM) has returned 10.12% so far this year and 25.21% over the past 12 months. Over the last ten years, GMOM has returned 7.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.10% annually.
Cambria Global Momentum ETF
- 1D
- 1.72%
- 1M
- 3.12%
- 6M
- -1.07%
- YTD
- 10.12%
- 1Y
- 25.21%
- 3Y*
- 11.24%
- 5Y*
- 7.70%
- 10Y*
- 7.02%
- ALL TIME*
- 5.82%
Benchmark (S&P 500 Index)
- 1D
- 1.66%
- 1M
- -0.82%
- 6M
- 6.72%
- YTD
- 8.65%
- 1Y
- 16.89%
- 3Y*
- 17.46%
- 5Y*
- 11.09%
- 10Y*
- 13.10%
- ALL TIME*
- 8.07%
GMOM Monthly Returns History
Based on dividend-adjusted daily data since Nov 4, 2014, GMOM's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.
Historically, 60% of months were positive and 40% were negative. The best month was Jan 2026 with a return of +7.3%, while the worst month was Jun 2022 at -7.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GMOM closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.0%, while the worst single day was Mar 12, 2020 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.33% | 6.07% | -6.18% | 4.48% | -0.69% | -3.65% | 3.12% | 10.12% | |||||
| 2025 | 3.58% | -1.86% | -0.53% | 0.27% | 1.64% | 2.46% | 0.20% | 3.82% | 5.02% | 1.08% | 1.43% | 1.98% | 20.63% |
| 2024 | -1.17% | 4.04% | 3.31% | -2.60% | 2.08% | -1.12% | 3.10% | -0.91% | 2.85% | -1.01% | 3.91% | -5.41% | 6.75% |
| 2023 | 3.32% | -4.41% | -0.69% | 1.07% | -3.04% | 3.69% | 4.05% | -3.89% | -2.57% | -2.48% | 2.64% | 3.57% | 0.65% |
| 2022 | 1.26% | 2.59% | 4.98% | -2.92% | 2.23% | -7.36% | 0.31% | -1.13% | -3.09% | 2.22% | 0.14% | -1.49% | -2.82% |
| 2021 | 1.95% | 5.41% | 2.55% | 4.01% | 3.02% | -1.05% | -2.41% | 2.01% | -1.56% | 4.20% | -4.75% | 4.81% | 19.13% |
Benchmark Metrics
Cambria Global Momentum ETF has an annualized alpha of 1.42%, beta of 0.40, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since November 04, 2014.
- This ETF participated in 51.39% of S&P 500 Index downside but only 43.12% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.40 may look defensive, but with R2 of 0.32 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.32 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.42%
- Beta
- 0.40
- R²
- 0.32
- Upside Capture
- 43.12%
- Downside Capture
- 51.39%
Expense Ratio
GMOM has a high expense ratio of 0.96%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
GMOM ranks 75 for risk / return — above 75% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and compare them to S&P 500 Index.
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.
| GMOM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 1.86 | +0.78 |
| Martin ratioReturn relative to average drawdown | 8.00 | 7.90 | +0.09 |
Dividends
Dividend History
Cambria Global Momentum ETF provided a 1.48% dividend yield over the last twelve months, with an annual payout of $0.54 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.54 | $1.01 | $0.62 | $1.00 | $0.71 | $1.02 | $0.32 | $0.67 | $0.46 | $0.56 | $0.41 | $0.42 |
Dividend yield | 1.48% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Global Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.15 | $0.00 | $0.19 | |||||
| 2025 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.28 | $1.01 |
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.07 | $0.62 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.44 | $1.00 |
| 2022 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.25 | $0.71 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.59 | $1.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Global Momentum ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Cambria Global Momentum ETF was 25.03%, occurring on Mar 19, 2020. Recovery took 226 trading sessions.
The current Cambria Global Momentum ETF drawdown is 3.34%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.03%Mar 2020 | 2y 1mo | 10mo 28d | 3y 13dJan 2018 - Feb 2021 | COVID crash2020 |
-19.16%Oct 2023 | 1y 6mo | 1y 9mo | 3y 3moApr 2022 - Aug 2025 | — |
-14.10%Jan 2016 | 10mo 3d | 1y 5mo | 2y 2moMar 2015 - Jun 2017 | — |
-9.57%Mar 2026 | 22d | — | 5mo 5dFeb 2026 - now | — |
-8.72%Jul 2021 | 1mo 10d | 2mo 28d | 4mo 8dJun 2021 - Oct 2021 | — |
Drawdown Indicators
| GMOM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -56.78% | +31.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -9.10% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.73% | -18.90% | +5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.16% | -25.43% | +6.27% |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | -33.92% | +8.89% |
Current DrawdownCurrent decline from peak | -3.34% | -2.26% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -10.70% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.14% | +1.02% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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