BLDG vs. ENDW

Last updated Apr 2, 2026

Compare and contrast key facts about Cambria Global Real Estate ETF (BLDG) and Cambria Endowment Style ETF (ENDW).

BLDG and ENDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BLDG is an actively managed fund by Cambria. It was launched on Sep 24, 2020. ENDW is an actively managed fund by Cambria. It was launched on Apr 9, 2025.

Performance

BLDG vs. ENDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Real Estate ETF (BLDG) and Cambria Endowment Style ETF (ENDW). The values are adjusted to include any dividend payments, if applicable.

BLDG vs. ENDW - Yearly Performance Comparison

	2026 (YTD)	2025
BLDG Cambria Global Real Estate ETF	-0.71%	16.08%
ENDW Cambria Endowment Style ETF	3.83%	30.77%

Returns By Period

In the year-to-date period, BLDG achieves a -0.71% return, which is significantly lower than ENDW's 3.83% return.

BLDG

• 1D: 0.23%
• 1M: -7.55%
• YTD: -0.71%
• 6M: -4.12%
• 1Y: 6.29%
• 3Y*: 5.76%
• 5Y*: 2.30%
• 10Y*: —

ENDW

• 1D: 0.39%
• 1M: -3.49%
• YTD: 3.83%
• 6M: 7.15%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BLDG vs. ENDW - Expense Ratio Comparison

BLDG has a 0.59% expense ratio, which is higher than ENDW's 0.29% expense ratio.

BLDG

Cambria Global Real Estate ETF

ENDW

Cambria Endowment Style ETF

Return for Risk

BLDG vs. ENDW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLDG

BLDG Risk / Return Rank: 24
BLDG Sharpe Ratio Rank: 25
BLDG Sortino Ratio Rank: 24
BLDG Omega Ratio Rank: 23
BLDG Calmar Ratio Rank: 24
BLDG Martin Ratio Rank: 26

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.

BLDG vs. ENDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) and Cambria Endowment Style ETF (ENDW). 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.

	BLDG	ENDW	Difference
Sharpe ratio Return per unit of total volatility	0.47	—	—
Sortino ratio Return per unit of downside risk	0.73	—	—
Omega ratio Gain probability vs. loss probability	1.10	—	—
Calmar ratio Return relative to maximum drawdown	0.58	—	—
Martin ratio Return relative to average drawdown	2.11	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BLDG	ENDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	3.28	-2.90

Correlation

The correlation between BLDG and ENDW is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BLDG vs. ENDW - Dividend Comparison

BLDG's dividend yield for the trailing twelve months is around 6.11%, more than ENDW's 2.33% yield.

	TTM	2025	2024	2023	2022	2021	2020
BLDG Cambria Global Real Estate ETF	6.11%	7.46%	7.97%	4.99%	3.99%	10.40%	0.59%
ENDW Cambria Endowment Style ETF	2.33%	1.91%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BLDG vs. ENDW - Drawdown Comparison

The maximum BLDG drawdown since its inception was -27.25%, which is greater than ENDW's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for BLDG and ENDW.

Drawdown Indicators

	BLDG	ENDW	Difference
Max Drawdown Largest peak-to-trough decline	-27.25%	-6.44%	-20.81%
Max Drawdown (1Y) Largest decline over 1 year	-10.80%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.25%	—	—
Current Drawdown Current decline from peak	-8.75%	-3.98%	-4.77%
Average Drawdown Average peak-to-trough decline	-9.44%	-0.83%	-8.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	—	—

Volatility

Volatility by Period

	BLDG	ENDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.30%	11.34%	+1.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.22%	11.34%	+3.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.60%	11.34%	+4.26%