ENDW vs. GDMA

Last updated Apr 1, 2026

Compare and contrast key facts about Cambria Endowment Style ETF (ENDW) and Gadsden Dynamic Multi-Asset ETF (GDMA).

ENDW and GDMA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENDW is an actively managed fund by Cambria. It was launched on Apr 9, 2025. GDMA is an actively managed fund by Gadsden. It was launched on Nov 14, 2018.

Performance

ENDW vs. GDMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Endowment Style ETF (ENDW) and Gadsden Dynamic Multi-Asset ETF (GDMA). The values are adjusted to include any dividend payments, if applicable.

ENDW vs. GDMA - Yearly Performance Comparison

	2026 (YTD)	2025
ENDW Cambria Endowment Style ETF	3.42%	30.77%
GDMA Gadsden Dynamic Multi-Asset ETF	5.56%	28.56%

Returns By Period

In the year-to-date period, ENDW achieves a 3.42% return, which is significantly lower than GDMA's 5.56% return.

ENDW

• 1D: 1.81%
• 1M: -4.20%
• YTD: 3.42%
• 6M: 7.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GDMA

• 1D: -0.16%
• 1M: -5.27%
• YTD: 5.56%
• 6M: 8.64%
• 1Y: 30.39%
• 3Y*: 14.82%
• 5Y*: 7.72%
• 10Y*: —

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

ENDW vs. GDMA - Expense Ratio Comparison

ENDW has a 0.29% expense ratio, which is lower than GDMA's 0.77% expense ratio.

GDMA

Gadsden Dynamic Multi-Asset ETF

ENDW

Cambria Endowment Style ETF

Return for Risk

ENDW vs. GDMA — Risk / Return Rank

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

GDMA

GDMA Risk / Return Rank: 96
GDMA Sharpe Ratio Rank: 96
GDMA Sortino Ratio Rank: 96
GDMA Omega Ratio Rank: 96
GDMA Calmar Ratio Rank: 97
GDMA Martin Ratio Rank: 94

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.

ENDW vs. GDMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Endowment Style ETF (ENDW) and Gadsden Dynamic Multi-Asset ETF (GDMA). 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.

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

Sharpe Ratios by Period

	ENDW	GDMA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.52	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.24	0.85	+2.39

Correlation

The correlation between ENDW and GDMA is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ENDW vs. GDMA - Dividend Comparison

ENDW's dividend yield for the trailing twelve months is around 2.34%, less than GDMA's 2.65% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
ENDW Cambria Endowment Style ETF	2.34%	1.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GDMA Gadsden Dynamic Multi-Asset ETF	2.65%	2.79%	2.32%	4.14%	1.18%	2.10%	0.62%	3.17%

Drawdowns

ENDW vs. GDMA - Drawdown Comparison

The maximum ENDW drawdown since its inception was -6.44%, smaller than the maximum GDMA drawdown of -16.66%. Use the drawdown chart below to compare losses from any high point for ENDW and GDMA.

Drawdown Indicators

	ENDW	GDMA	Difference
Max Drawdown Largest peak-to-trough decline	-6.44%	-16.66%	+10.22%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-12.74%	—
Current Drawdown Current decline from peak	-4.36%	-6.06%	+1.70%
Average Drawdown Average peak-to-trough decline	-0.82%	-3.78%	+2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.17%	—

Volatility

Volatility by Period

	ENDW	GDMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.88%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.36%	12.12%	-0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.36%	9.44%	+1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.36%	10.82%	+0.54%