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BLDG vs. GMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BLDG vs. GMOM

Last updated Jun 5, 2026

BLDG (Cambria Global Real Estate ETF) and GMOM (Cambria Global Momentum ETF) are both exchange-traded funds - BLDG is a REIT fund actively managed by Cambria, while GMOM is a Momentum fund actively managed by Cambria. Both are actively managed. Over the past 5 years, BLDG returned 2.40%/yr vs 7.06%/yr for GMOM. A 0.52 correlation means they provide meaningful diversification when combined. BLDG charges 0.59%/yr vs 0.96%/yr for GMOM.

Performance

BLDG vs. GMOM - Performance Comparison

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

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Returns By Period

In the year-to-date period, BLDG achieves a 6.82% return, which is significantly lower than GMOM's 11.82% return.

BLDG

1D
0.82%
1M
0.01%
YTD
6.82%
6M
6.29%
1Y
11.06%
3Y*
9.14%
5Y*
2.40%
10Y*
—

GMOM

1D
0.24%
1M
0.47%
YTD
11.82%
6M
13.95%
1Y
29.52%
3Y*
13.91%
5Y*
7.06%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLDG vs. GMOM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
BLDG
Cambria Global Real Estate ETF		6.82%4.26%8.18%1.76%-14.66%22.47%15.37%
GMOM
Cambria Global Momentum ETF		11.82%20.63%6.75%0.65%-2.82%19.13%9.78%

Correlation

The correlation between BLDG and GMOM is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

0.52

The correlation between BLDG and GMOM shifts across timeframes, from 0.40 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

BLDG vs. GMOM - Sectors Allocation Comparison

Sectors
BLDG
GMOM

Real Estate

98.6%
2.2%

Financial Services

1.4%
12.0%

Basic Materials

-

15.6%

Communication Services

-

4.1%

Consumer Cyclical

-

5.4%

Consumer Defensive

-

3.5%

Energy

-

20.7%

Healthcare

-

1.1%

Industrials

-

16.1%

Technology

-

8.4%

Utilities

-

11.0%

Real Estate

BLDG
98.6%
GMOM
2.2%

Financial Services

BLDG
1.4%
GMOM
12.0%

Basic Materials

BLDG

-

GMOM
15.6%

Communication Services

BLDG

-

GMOM
4.1%

Consumer Cyclical

BLDG

-

GMOM
5.4%

Consumer Defensive

BLDG

-

GMOM
3.5%

Energy

BLDG

-

GMOM
20.7%

Healthcare

BLDG

-

GMOM
1.1%

Industrials

BLDG

-

GMOM
16.1%

Technology

BLDG

-

GMOM
8.4%

Utilities

BLDG

-

GMOM
11.0%

Compare stocks, funds, or ETFs

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Cambria Global Real Estate ETF

Cambria Global Momentum ETF

Often compared with BLDG:
BLDG vs. VNQBLDG vs. AVREBLDG vs. VNQIBLDG vs. REETBLDG vs. SRETBLDG vs. RWXBLDG vs. DFGR
Often compared with GMOM:
GMOM vs. SPYGMOM vs. VAMOGMOM vs. IMFLGMOM vs. TZINXGMOM vs. QMOMGMOM vs. SPMOGMOM vs. BUFR

Return for Risk

BLDG vs. GMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BLDG
BLDG Risk / Return Rank: 2727
Overall Rank
BLDG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 2727
Sortino Ratio Rank
BLDG Omega Ratio Rank: 2626
Omega Ratio Rank
BLDG Calmar Ratio Rank: 2424
Calmar Ratio Rank
BLDG Martin Ratio Rank: 2828
Martin Ratio Rank
GMOM
GMOM Risk / Return Rank: 6565
Overall Rank
GMOM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GMOM Sortino Ratio Rank: 6363
Sortino Ratio Rank
GMOM Omega Ratio Rank: 6767
Omega Ratio Rank
GMOM Calmar Ratio Rank: 6363
Calmar Ratio Rank
GMOM Martin Ratio Rank: 6767
Martin Ratio Rank
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. GMOM - Risk-Adjusted Trends Comparison

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

BLDGGMOMDifference
Sharpe ratioReturn per unit of total volatility
1.00
2.18

-1.18

Sortino ratioReturn per unit of downside risk
1.45
2.88

-1.44

Omega ratioGain probability vs. loss probability

1.17

1.40

-0.22

Calmar ratioReturn relative to maximum drawdown

1.10

3.10

-2.00

Martin ratioReturn relative to average drawdown

3.88

12.12

-8.24

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BLDG vs. GMOM - Sharpe Ratio Comparison

The current BLDG Sharpe Ratio is 1.00, which is lower than the GMOM Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of BLDG and GMOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

BLDGGMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.18

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.49

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.49

-0.03

Drawdowns

BLDG vs. GMOM - Drawdown Comparison

The maximum BLDG drawdown since its inception was -27.25%, which is greater than GMOM's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for BLDG and GMOM.

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Drawdown Indicators

BLDGGMOMDifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

-25.03%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.57%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-18.57%

-13.73%

-4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-19.16%

-8.09%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.03%

—

Current Drawdown

Current decline from peak

-1.96%

-1.85%

-0.11%

Average Drawdown

Average peak-to-trough decline

-9.22%

-7.81%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.44%

+0.42%

Volatility

BLDG vs. GMOM - Volatility Comparison

Cambria Global Real Estate ETF (BLDG) has a higher volatility of 3.58% compared to Cambria Global Momentum ETF (GMOM) at 3.23%. This indicates that BLDG's price experiences larger fluctuations and is considered to be riskier than GMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BLDGGMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

3.23%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

11.18%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

13.61%

-2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

14.41%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

12.82%

+2.72%

BLDG vs. GMOM - Expense Ratio Comparison

BLDG has a 0.59% expense ratio, which is lower than GMOM's 0.96% expense ratio.

Dividends

BLDG vs. GMOM - Dividend Comparison

BLDG's dividend yield for the trailing twelve months is around 5.68%, more than GMOM's 1.58% yield.

PositionTTM20252024202320222021202020192018201720162015
BLDG
Cambria Global Real Estate ETF		5.68%7.46%7.97%4.99%3.99%10.40%0.59%0.00%0.00%0.00%0.00%0.00%
GMOM
Cambria Global Momentum ETF		1.58%3.01%2.16%3.63%2.52%3.42%1.24%2.60%1.90%2.05%1.77%1.88%

Frequently Asked Questions

BLDG and GMOM have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLDG has higher volatility (3.58%) compared to GMOM (3.23%). In terms of maximum drawdown, BLDG dropped -27.25% vs GMOM's -25.03%.

On 5-year performance, GMOM leads with 7.06% vs 2.40% for BLDG. On fees, BLDG is cheaper at 0.59% per year. On volatility, GMOM has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GMOM has performed better with a 7.06% return vs 2.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLDG is cheaper with a 0.59% expense ratio, compared with 0.96% for GMOM.

BLDG has the higher dividend yield at 5.68%, compared with 1.58% for GMOM.

BLDG is categorized as REIT, while GMOM is Momentum. Their fees differ too: 0.59% for BLDG and 0.96% for GMOM.

GMOM currently has the higher Sharpe Ratio (2.18 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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