CLUB vs. GVAL

Last updated Jul 17, 2026

CLUB (Bancreek Billionaires Club ETF) and GVAL (Cambria Global Value ETF) are both Global Equities funds. Both are actively managed. A 0.66 correlation means they provide meaningful diversification when combined. CLUB charges 0.75%/yr vs 0.64%/yr for GVAL.

Performance

CLUB vs. GVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancreek Billionaires Club ETF (CLUB) and Cambria Global Value ETF (GVAL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CLUB

• 1D: -1.36%
• 1M: -4.04%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GVAL

• 1D: -0.51%
• 1M: -0.73%
• 6M: 12.57%
• YTD: 18.69%
• 1Y: 38.28%
• 3Y*: 25.77%
• 5Y*: 15.34%
• 10Y*: 11.07%

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

CLUB vs. GVAL - Yearly Performance Comparison

	2026 (YTD)
CLUB Bancreek Billionaires Club ETF	-1.42%
GVAL Cambria Global Value ETF	6.32%

Correlation

The correlation between CLUB and GVAL is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 6, 2026	0.66

Return for Risk

CLUB vs. GVAL — Risk / Return Rank

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

CLUB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GVAL

GVAL Risk / Return Rank: 86
GVAL Sharpe Ratio Rank: 91
GVAL Sortino Ratio Rank: 89
GVAL Omega Ratio Rank: 88
GVAL Calmar Ratio Rank: 80
GVAL Martin Ratio Rank: 81

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.

CLUB vs. GVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancreek Billionaires Club ETF (CLUB) and Cambria Global Value ETF (GVAL). 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.

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.

	CLUB	GVAL	Difference
Sharpe ratio: Return per unit of total volatility	—	2.45	—
Sortino ratio: Return per unit of downside risk	—	3.28	—
Omega ratio: Gain probability vs. loss probability	—	1.43	—
Calmar ratio: Return relative to maximum drawdown	—	3.34	—
Martin ratio: Return relative to average drawdown	—	12.37	—

Drawdowns

CLUB vs. GVAL - Drawdown Comparison

The maximum CLUB drawdown since its inception was -9.33%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for CLUB and GVAL.

Drawdown Indicators

	CLUB	GVAL	Difference
Max Drawdown Largest peak-to-trough decline	-9.33%	-46.82%	+37.49%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.50%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.72%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.82%	—
Current Drawdown Current decline from peak	-7.61%	-1.23%	-6.38%
Average Drawdown Average peak-to-trough decline	-4.50%	-13.77%	+9.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.10%	—

Volatility

Volatility by Period

	CLUB	GVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.31%	15.70%	+4.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.31%	18.61%	+1.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.31%	18.97%	+1.34%

CLUB vs. GVAL - Expense Ratio Comparison

CLUB has a 0.75% expense ratio, which is higher than GVAL's 0.64% expense ratio.

Dividends

CLUB vs. GVAL - Dividend Comparison

CLUB's dividend yield for the trailing twelve months is around 0.08%, less than GVAL's 2.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLUB Bancreek Billionaires Club ETF	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GVAL Cambria Global Value ETF	2.41%	2.93%	4.75%	6.12%	5.05%	2.97%	1.90%	2.84%	4.65%	2.00%	2.54%	2.11%

Frequently Asked Questions

Can I hold both CLUB and GVAL in my portfolio?

CLUB and GVAL have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CLUB or GVAL?

On fees, GVAL is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CLUB or GVAL?

GVAL is cheaper with a 0.64% expense ratio, compared with 0.75% for CLUB.

Which ETF pays a higher dividend yield, CLUB or GVAL?

GVAL has the higher dividend yield at 2.41%, compared with 0.08% for CLUB.

What is the main difference between CLUB and GVAL?

They also come from different issuers: Bancreek and Cambria. Their fees differ too: 0.75% for CLUB and 0.64% for GVAL.