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GAA vs. POWA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAA vs. POWA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Asset Allocation ETF (GAA) and Invesco Bloomberg Pricing Power ETF (POWA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GAA achieves a 8.56% return, which is significantly higher than POWA's 1.81% return. Over the past 10 years, GAA has underperformed POWA with an annualized return of 7.21%, while POWA has yielded a comparatively higher 10.26% annualized return.


GAA

1D
-0.03%
1M
1.21%
6M
4.23%
YTD
8.56%
1Y
18.80%
3Y*
12.76%
5Y*
6.43%
10Y*
7.21%
ALL TIME*
6.59%

POWA

1D
0.81%
1M
2.31%
6M
-1.06%
YTD
1.81%
1Y
5.70%
3Y*
11.26%
5Y*
7.24%
10Y*
10.26%
ALL TIME*
8.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$221.78K$178.12K$220.71K
$275.81K$326.17K$415.64K

GAA vs. POWA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAA
Cambria Global Asset Allocation ETF
8.56%18.76%6.67%7.65%-8.47%11.17%9.11%15.12%-7.15%15.11%
POWA
Invesco Bloomberg Pricing Power ETF
1.81%11.71%13.18%10.58%-7.67%24.93%7.61%27.98%-3.96%21.52%

Correlation

The correlation between GAA and POWA is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.51

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2014

0.55

The correlation between GAA and POWA shifts across timeframes, from 0.44 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GAA vs. POWA — Risk / Return Rank

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

GAA
GAA Risk / Return Rank: 8383
Overall Rank
GAA Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GAA Sortino Ratio Rank: 8383
Sortino Ratio Rank
GAA Omega Ratio Rank: 8484
Omega Ratio Rank
GAA Calmar Ratio Rank: 8484
Calmar Ratio Rank
GAA Martin Ratio Rank: 8383
Martin Ratio Rank

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

GAA vs. POWA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Asset Allocation ETF (GAA) and Invesco Bloomberg Pricing Power ETF (POWA). 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.


GAAPOWADifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.37

1.09

+0.29

Calmar ratioReturn relative to maximum drawdown

3.27

0.59

+2.68

Martin ratioReturn relative to average drawdown

11.60

1.35

+10.25

GAA vs. POWA - Sharpe Ratio Comparison

The current GAA Sharpe Ratio is 2.01, which is higher than the POWA Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of GAA and POWA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GAA vs. POWA - Drawdown Comparison

The maximum GAA drawdown since its inception was -26.57%, smaller than the maximum POWA drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for GAA and POWA.


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Drawdown Indicators


GAAPOWADifference

Max Drawdown

Largest peak-to-trough decline

-26.57%

-47.91%

+21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.78%

-9.76%

+3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-7.18%

-15.00%

+7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-17.75%

-0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-26.57%

-36.53%

+9.96%

Current Drawdown

Current decline from peak

-1.42%

-2.51%

+1.09%

Average Drawdown

Average peak-to-trough decline

-3.82%

-6.23%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

4.25%

-2.63%

Volatility

GAA vs. POWA - Volatility Comparison

The current volatility for Cambria Global Asset Allocation ETF (GAA) is 1.83%, while Invesco Bloomberg Pricing Power ETF (POWA) has a volatility of 4.01%. This indicates that GAA experiences smaller price fluctuations and is considered to be less risky than POWA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAAPOWADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

4.01%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

9.19%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

9.42%

12.12%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.31%

13.99%

-2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.09%

16.08%

-4.99%

GAA vs. POWA - Expense Ratio Comparison

Both GAA and POWA have an expense ratio of 0.40%.


Dividends

GAA vs. POWA - Dividend Comparison

GAA's dividend yield for the trailing twelve months is around 3.50%, more than POWA's 0.92% yield.


PositionTTM20252024202320222021202020192018201720162015
GAA
Cambria Global Asset Allocation ETF
3.50%4.24%3.88%3.73%6.05%4.21%2.73%3.32%3.01%2.36%2.82%2.49%
POWA
Invesco Bloomberg Pricing Power ETF
0.92%0.94%0.79%1.60%1.48%1.06%1.34%1.16%1.39%1.63%2.18%3.31%

Frequently Asked Questions


GAA and POWA have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POWA has higher volatility (4.01%) compared to GAA (1.83%). In terms of maximum drawdown, GAA dropped -26.57% vs POWA's -47.91%.

On 10-year performance, POWA leads with 10.26% vs 7.21% for GAA. Both ETFs have the same 0.40% expense ratio. On volatility, GAA has been the lower-risk option at 1.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, POWA has performed better with a 10.26% return vs 7.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GAA and POWA have the same expense ratio: 0.40% per year.

GAA has the higher dividend yield at 3.50%, compared with 0.92% for POWA.

GAA is categorized as Diversified Portfolio, while POWA is Large Cap Blend Equities. They also come from different issuers: Cambria and Invesco.

GAA currently has the higher Sharpe Ratio (2.01 vs 0.47), 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.

Portfolio Optimizer

Find the right allocation for GAA and POWA

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