Cambria Global Value ETF (GVAL)
GVAL is an actively managed ETF by Cambria. GVAL launched on Mar 12, 2014 and has a 0.71% expense ratio.
ETF Info
ISIN | US1320614092 |
---|---|
CUSIP | 132061409 |
Issuer | Cambria |
Inception Date | Mar 12, 2014 |
Region | Developed Europe (Broad) |
Category | Global Equities, Actively Managed |
Index Tracked | No Index (Active) |
Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Value |
Expense Ratio
GVAL has a high expense ratio of 0.71%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: GVAL vs. EYLD, GVAL vs. AUSF, GVAL vs. VUG, GVAL vs. AVES, GVAL vs. VWO
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cambria Global Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Cambria Global Value ETF had a return of 3.73% year-to-date (YTD) and 14.59% in the last 12 months. Over the past 10 years, Cambria Global Value ETF had an annualized return of 1.60%, while the S&P 500 had an annualized return of 10.64%, indicating that Cambria Global Value ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.73% | 7.50% |
1 month | 2.29% | -1.61% |
6 months | 12.10% | 17.65% |
1 year | 14.59% | 26.26% |
5 years (annualized) | 3.21% | 11.73% |
10 years (annualized) | 1.60% | 10.64% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -3.52% | 0.68% | 3.54% | 0.85% | ||||||||
2023 | -0.48% | 8.24% | 3.87% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GVAL is 51, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Cambria Global Value ETF(GVAL)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Cambria Global Value ETF granted a 5.27% dividend yield in the last twelve months. The annual payout for that period amounted to $1.16 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.16 | $1.30 | $1.01 | $0.68 | $0.41 | $0.68 | $0.98 | $0.51 | $0.51 | $0.37 | $0.31 |
Dividend yield | 5.27% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% | 1.59% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.02 | $0.00 | ||||||||
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 |
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 |
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 |
2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.09 |
2019 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.21 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.54 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.08 |
2015 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 |
2014 | $0.16 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.01 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. The portfolio has not yet recovered.
The current Cambria Global Value ETF drawdown is 0.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-46.82% | Jan 29, 2018 | 538 | Mar 18, 2020 | — | — | — |
-38.47% | Jun 11, 2014 | 407 | Jan 21, 2016 | 384 | Jul 31, 2017 | 791 |
-5.19% | Sep 12, 2017 | 47 | Nov 15, 2017 | 31 | Jan 2, 2018 | 78 |
-4.86% | Apr 10, 2014 | 4 | Apr 15, 2014 | 36 | Jun 6, 2014 | 40 |
-2.5% | Aug 8, 2017 | 8 | Aug 17, 2017 | 6 | Aug 25, 2017 | 14 |
Volatility
Volatility Chart
The current Cambria Global Value ETF volatility is 4.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.