CSTK vs. GMOV

Last updated Jun 4, 2026

CSTK (Invesco Comstock Contrarian Equity ETF) and GMOV (GMO U.S. Value ETF) are both Large Cap Value Equities funds. CSTK is actively managed, while GMOV is passively managed. Over the past year, CSTK returned 26.71% vs 27.00% for GMOV. Their correlation of 0.93 suggests significant overlap in exposure. CSTK charges 0.35%/yr vs 0.50%/yr for GMOV.

Performance

CSTK vs. GMOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Contrarian Equity ETF (CSTK) and GMO U.S. Value ETF (GMOV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSTK achieves a 11.29% return, which is significantly higher than GMOV's 10.24% return.

CSTK

• 1D: 0.07%
• 1M: 3.59%
• YTD: 11.29%
• 6M: 13.04%
• 1Y: 26.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GMOV

• 1D: -0.59%
• 1M: 2.52%
• YTD: 10.24%
• 6M: 11.68%
• 1Y: 27.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CSTK vs. GMOV - Yearly Performance Comparison

	2026 (YTD)	2025
CSTK Invesco Comstock Contrarian Equity ETF	11.29%	18.33%
GMOV GMO U.S. Value ETF	10.24%	18.31%

Correlation

The correlation between CSTK and GMOV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (All Time) Calculated using the full available price history since May 8, 2025	0.93

The correlation between CSTK and GMOV has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

Return for Risk

CSTK vs. GMOV — Risk / Return Rank

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

CSTK

CSTK Risk / Return Rank: 70
CSTK Sharpe Ratio Rank: 74
CSTK Sortino Ratio Rank: 77
CSTK Omega Ratio Rank: 71
CSTK Calmar Ratio Rank: 62
CSTK Martin Ratio Rank: 66

GMOV

GMOV Risk / Return Rank: 79
GMOV Sharpe Ratio Rank: 77
GMOV Sortino Ratio Rank: 84
GMOV Omega Ratio Rank: 75
GMOV Calmar Ratio Rank: 83
GMOV Martin Ratio Rank: 78

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.

CSTK vs. GMOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Contrarian Equity ETF (CSTK) and GMO U.S. Value ETF (GMOV). 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.

	CSTK	GMOV	Difference
Sharpe ratio: Return per unit of total volatility	2.38	2.49	-0.11
Sortino ratio: Return per unit of downside risk	3.42	3.72	-0.30
Omega ratio: Gain probability vs. loss probability	1.42	1.44	-0.02
Calmar ratio: Return relative to maximum drawdown	3.02	4.46	-1.44
Martin ratio: Return relative to average drawdown	11.85	15.05	-3.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSTK vs. GMOV - Sharpe Ratio Comparison

The current CSTK Sharpe Ratio is 2.38, which is comparable to the GMOV Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of CSTK and GMOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CSTK	GMOV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	2.49	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	2.54	1.02	+1.53

Drawdowns

CSTK vs. GMOV - Drawdown Comparison

The maximum CSTK drawdown since its inception was -8.87%, smaller than the maximum GMOV drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for CSTK and GMOV.

Drawdown Indicators

	CSTK	GMOV	Difference
Max Drawdown Largest peak-to-trough decline	-8.87%	-16.71%	+7.84%
Max Drawdown (1Y) Largest decline over 1 year	-8.87%	-6.08%	-2.79%
Current Drawdown Current decline from peak	-0.60%	-0.76%	+0.16%
Average Drawdown Average peak-to-trough decline	-1.28%	-2.84%	+1.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	1.80%	+0.46%

Volatility

CSTK vs. GMOV - Volatility Comparison

Invesco Comstock Contrarian Equity ETF (CSTK) has a higher volatility of 2.68% compared to GMO U.S. Value ETF (GMOV) at 2.18%. This indicates that CSTK's price experiences larger fluctuations and is considered to be riskier than GMOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSTK	GMOV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.68%	2.18%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	8.45%	7.26%	+1.19%
Volatility (1Y) Calculated over the trailing 1-year period	11.28%	10.90%	+0.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.60%	14.94%	-3.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.60%	14.94%	-3.34%

CSTK vs. GMOV - Expense Ratio Comparison

CSTK has a 0.35% expense ratio, which is lower than GMOV's 0.50% expense ratio.

Dividends

CSTK vs. GMOV - Dividend Comparison

CSTK's dividend yield for the trailing twelve months is around 1.77%, less than GMOV's 2.02% yield.

Position	TTM	2025	2024
CSTK Invesco Comstock Contrarian Equity ETF	1.77%	1.44%	0.00%
GMOV GMO U.S. Value ETF	2.02%	1.98%	0.30%

Frequently Asked Questions

Can I hold both CSTK and GMOV in my portfolio?

With a correlation of 0.93, CSTK and GMOV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CSTK or GMOV?

CSTK has higher volatility (2.68%) compared to GMOV (2.18%). In terms of maximum drawdown, CSTK dropped -8.87% vs GMOV's -16.71%.

Which ETF is better, CSTK or GMOV?

On 1-year performance, GMOV leads with 27.00% vs 26.71% for CSTK. On fees, CSTK is cheaper at 0.35% per year. On volatility, GMOV has been the lower-risk option at 2.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CSTK or GMOV?

Over the 1-year period, GMOV has performed better with a 27.00% return vs 26.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CSTK or GMOV?

CSTK is cheaper with a 0.35% expense ratio, compared with 0.50% for GMOV.

Which ETF pays a higher dividend yield, CSTK or GMOV?

GMOV has the higher dividend yield at 2.02%, compared with 1.77% for CSTK.

What is the main difference between CSTK and GMOV?

They also come from different issuers: Invesco and GMO. Their fees differ too: 0.35% for CSTK and 0.50% for GMOV.

Which has better risk-adjusted returns?

GMOV currently has the higher Sharpe Ratio (2.49 vs 2.38), 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.