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CAMX vs. DEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAMX vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambiar Aggressive Value ETF (CAMX) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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CAMX vs. DEW - Yearly Performance Comparison


2026 (YTD)202520242023
CAMX
Cambiar Aggressive Value ETF
-1.60%9.49%12.50%9.71%
DEW
WisdomTree Global High Dividend Fund
8.48%22.39%11.58%4.18%

Returns By Period

In the year-to-date period, CAMX achieves a -1.60% return, which is significantly lower than DEW's 8.48% return.


CAMX

1D
2.56%
1M
-7.47%
YTD
-1.60%
6M
0.93%
1Y
4.89%
3Y*
11.03%
5Y*
10Y*

DEW

1D
0.32%
1M
-3.01%
YTD
8.48%
6M
11.84%
1Y
23.21%
3Y*
17.14%
5Y*
11.58%
10Y*
9.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAMX vs. DEW - Expense Ratio Comparison

CAMX has a 0.59% expense ratio, which is higher than DEW's 0.58% expense ratio.


Return for Risk

CAMX vs. DEW — Risk / Return Rank

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

CAMX
CAMX Risk / Return Rank: 2020
Overall Rank
CAMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CAMX Sortino Ratio Rank: 1919
Sortino Ratio Rank
CAMX Omega Ratio Rank: 1919
Omega Ratio Rank
CAMX Calmar Ratio Rank: 2121
Calmar Ratio Rank
CAMX Martin Ratio Rank: 2121
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8282
Overall Rank
DEW Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8585
Sortino Ratio Rank
DEW Omega Ratio Rank: 8686
Omega Ratio Rank
DEW Calmar Ratio Rank: 7171
Calmar Ratio Rank
DEW Martin Ratio Rank: 8484
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.

CAMX vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambiar Aggressive Value ETF (CAMX) and WisdomTree Global High Dividend Fund (DEW). 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.


CAMXDEWDifference

Sharpe ratio

Return per unit of total volatility

0.27

1.74

-1.47

Sortino ratio

Return per unit of downside risk

0.51

2.35

-1.84

Omega ratio

Gain probability vs. loss probability

1.07

1.36

-0.29

Calmar ratio

Return relative to maximum drawdown

0.45

1.95

-1.50

Martin ratio

Return relative to average drawdown

1.42

10.37

-8.95

CAMX vs. DEW - Sharpe Ratio Comparison

The current CAMX Sharpe Ratio is 0.27, which is lower than the DEW Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of CAMX and DEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CAMXDEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.74

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.28

+0.39

Correlation

The correlation between CAMX and DEW is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CAMX vs. DEW - Dividend Comparison

CAMX's dividend yield for the trailing twelve months is around 1.84%, less than DEW's 3.32% yield.


TTM20252024202320222021202020192018201720162015
CAMX
Cambiar Aggressive Value ETF
1.84%1.81%1.33%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DEW
WisdomTree Global High Dividend Fund
3.32%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Drawdowns

CAMX vs. DEW - Drawdown Comparison

The maximum CAMX drawdown since its inception was -15.71%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for CAMX and DEW.


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Drawdown Indicators


CAMXDEWDifference

Max Drawdown

Largest peak-to-trough decline

-15.71%

-65.55%

+49.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-11.80%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-9.53%

-3.32%

-6.21%

Average Drawdown

Average peak-to-trough decline

-2.73%

-12.54%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

2.22%

+1.55%

Volatility

CAMX vs. DEW - Volatility Comparison

Cambiar Aggressive Value ETF (CAMX) has a higher volatility of 5.84% compared to WisdomTree Global High Dividend Fund (DEW) at 3.75%. This indicates that CAMX's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAMXDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

3.75%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.34%

7.21%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

13.41%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

13.02%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

15.55%

-1.08%