- ISIN
- US1320614092
- CUSIP
- 132061409
- Issuer
- Cambria
- Inception Date
- Mar 12, 2014
- Region
- Global (Broad)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Value
- Assets Under Management
- $525M
Share Price Chart
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Performance
GVAL Performance Chart
Cambria Global Value ETF (GVAL) is up 19.7% since the beginning of the year. GVAL is currently trading at $37 per share. Investors who bought $1,000 worth of GVAL shares 5 years ago would now be looking at an investment worth $1,997.
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Returns By Period
Cambria Global Value ETF (GVAL) has returned 19.68% so far this year and 46.46% over the past 12 months. Over the last ten years, GVAL has returned 12.03% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Cambria Global Value ETF
- 1D
- 0.49%
- 1M
- 6.30%
- YTD
- 19.68%
- 6M
- 19.91%
- 1Y
- 46.46%
- 3Y*
- 28.26%
- 5Y*
- 14.84%
- 10Y*
- 12.03%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GVAL Monthly Returns History
Based on dividend-adjusted daily data since Mar 12, 2014, GVAL's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +23.1%, while the worst month was Mar 2020 at -24.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 7 months.
On a daily basis, GVAL closed higher 54% of trading days. The best single day was Mar 5, 2025 with a return of +12.7%, while the worst single day was Mar 12, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.55% | 2.21% | -6.45% | 6.27% | 0.91% | 5.59% | 19.68% | ||||||
| 2025 | 5.83% | 6.18% | 5.59% | 3.41% | 2.75% | 5.35% | 0.66% | 5.18% | 2.10% | 2.39% | 3.98% | 1.96% | 55.87% |
| 2024 | -3.52% | 0.68% | 3.54% | 0.85% | 4.37% | -2.68% | 0.59% | 2.21% | 4.39% | -4.82% | -1.60% | -0.95% | 2.59% |
| 2023 | 4.19% | -1.63% | -0.37% | 1.82% | -4.81% | 5.63% | 6.01% | -5.58% | -3.23% | -0.48% | 8.24% | 3.86% | 13.30% |
| 2022 | 1.22% | -9.24% | 1.34% | -4.24% | 3.80% | -11.75% | 0.17% | -0.01% | -10.33% | 9.43% | 11.85% | 2.51% | -7.98% |
| 2021 | -2.10% | 4.10% | 1.74% | 3.37% | 5.10% | -3.14% | 0.93% | 3.31% | -2.56% | 3.80% | -7.15% | 3.61% | 10.70% |
Benchmark Metrics
Cambria Global Value ETF has an annualized alpha of -1.22%, beta of 0.76, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since March 12, 2014.
- This ETF participated in 94.41% of S&P 500 Index downside but only 75.19% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.49 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
- -1.22%
- Beta
- 0.76
- R²
- 0.49
- Upside Capture
- 75.19%
- Downside Capture
- 94.41%
Expense Ratio
GVAL has an expense ratio of 0.64%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GVAL ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) 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.
| GVAL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.37 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 2.78 | +1.27 |
| Martin ratioReturn relative to average drawdown | 15.49 | 12.44 | +3.05 |
Dividends
Dividend History
Cambria Global Value ETF provided a 2.39% dividend yield over the last twelve months, with an annual payout of $0.89 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.89 | $0.92 | $0.99 | $1.30 | $1.01 | $0.68 | $0.41 | $0.68 | $0.98 | $0.51 | $0.51 | $0.37 |
Dividend yield | 2.39% | 2.93% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Global Value 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 | $0.09 | $0.00 | $0.00 | $0.34 | $0.43 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.25 | $0.92 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 |
| 2023 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.19 | $1.30 |
| 2022 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.07 | $1.01 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.68 |
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 Value 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 Value ETF was 46.82%, occurring on Mar 18, 2020. Recovery took 1043 trading sessions.
The current Cambria Global Value ETF drawdown is 0.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -46.82%Mar 2020 | 2y 1mo | 4y 1mo | 6y 3moJan 2018 - May 2024 |
2016 bear market2016 | -37.80%Jan 2016 | 1y 7mo | 1y 5mo | 3y 1moJun 2014 - Jul 2017 |
2025 selloff2025 | -15.72%Apr 2025 | 1mo 3d | 1mo 5d | 2mo 8dMar 2025 - May 2025 |
2026 correction2026 | -11.50%Mar 2026 | 22d | 25d | 1mo 17dFeb 2026 - Apr 2026 |
2024 pullback2024 | -9.48%Aug 2024 | 2mo 17d | 1mo 19d | 4mo 6dMay 2024 - Sep 2024 |
Drawdown Indicators
| GVAL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.82% | -56.78% | +9.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -9.10% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -18.90% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -25.43% | -5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -46.82% | -33.92% | -12.90% |
Current DrawdownCurrent decline from peak | -0.41% | -1.80% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -10.71% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.03% | +0.98% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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