CSTK vs. GMOV

Last updated Aug 1, 2026

CSTK (Invesco Comstock Contrarian Equity ETF) and GMOV (GMO U.S. Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, CSTK returned 26.31% vs 29.33% for GMOV. Their correlation of 0.87 means they have usually moved in the same direction. 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

The year-to-date returns for both investments are quite close, with CSTK having a 15.11% return and GMOV slightly higher at 15.84%.

CSTK

• 1D: 0.56%
• 1M: 1.00%
• 6M: 11.49%
• YTD: 15.11%
• 1Y: 26.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.36%

GMOV

• 1D: 0.28%
• 1M: 3.71%
• 6M: 11.53%
• YTD: 15.84%
• 1Y: 29.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.57%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CSTK Invesco Comstock Contrarian Equity ETF	$127.37K	$163.03K	$231.23K
GMOV GMO U.S. Value ETF	$352.06K	$684.01K	$514.91K

CSTK vs. GMOV - Yearly Performance Comparison

	2026 (YTD)	2025
CSTK Invesco Comstock Contrarian Equity ETF	15.11%	18.16%
GMOV GMO U.S. Value ETF	15.84%	18.65%

Correlation

The correlation between CSTK and GMOV is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (All Time) Calculated using the full available price history since May 7, 2025	0.87

The correlation between CSTK and GMOV has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

Return for Risk

CSTK vs. GMOV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSTK

CSTK Risk / Return Rank: 86
CSTK Sharpe Ratio Rank: 89
CSTK Sortino Ratio Rank: 90
CSTK Omega Ratio Rank: 88
CSTK Calmar Ratio Rank: 79
CSTK Martin Ratio Rank: 83

GMOV

GMOV Risk / Return Rank: 93
GMOV Sharpe Ratio Rank: 94
GMOV Sortino Ratio Rank: 94
GMOV Omega Ratio Rank: 93
GMOV Calmar Ratio Rank: 94
GMOV Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	CSTK	GMOV	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.63	-0.40
Sortino ratio: Return per unit of downside risk	3.18	3.88	-0.70
Omega ratio: Gain probability vs. loss probability	1.40	1.46	-0.07
Calmar ratio: Return relative to maximum drawdown	2.84	4.68	-1.84
Martin ratio: Return relative to average drawdown	11.32	16.15	-4.83

CSTK vs. GMOV - Sharpe Ratio Comparison

The current CSTK Sharpe Ratio is 2.23, which is comparable to the GMOV Sharpe Ratio of 2.63. 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.

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	0.00%	-0.64%	+0.64%
Average Drawdown Average peak-to-trough decline	-1.17%	-2.65%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.22%	1.76%	+0.46%

Volatility

CSTK vs. GMOV - Volatility Comparison

The current volatility for Invesco Comstock Contrarian Equity ETF (CSTK) is 2.53%, while GMO U.S. Value ETF (GMOV) has a volatility of 3.18%. This indicates that CSTK experiences smaller price fluctuations and is considered to be less risky 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	2.53%	3.18%	-0.65%
Volatility (6M) Calculated over the trailing 6-month period	8.42%	7.53%	+0.89%
Volatility (1Y) Calculated over the trailing 1-year period	11.33%	10.88%	+0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.40%	14.65%	-3.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.40%	14.65%	-3.25%

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 2.13%, more than GMOV's 1.87% yield.

Position	TTM	2025	2024
CSTK Invesco Comstock Contrarian Equity ETF	2.13%	1.44%	0.00%
GMOV GMO U.S. Value ETF	1.87%	1.98%	0.30%

Frequently Asked Questions

Can I hold both CSTK and GMOV in my portfolio?

CSTK and GMOV have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSTK or GMOV?

GMOV has higher volatility (3.18%) compared to CSTK (2.53%). 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 29.33% vs 26.31% for CSTK. On fees, CSTK is cheaper at 0.35% per year. On volatility, CSTK has been the lower-risk option at 2.53%. 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 29.33% return vs 26.31%. 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?

CSTK has the higher dividend yield at 2.13%, compared with 1.87% for GMOV.

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 (2.63 vs 2.23), 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.