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GEW vs. AVGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEW vs. AVGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Equal Weight ETF (GEW) and Avantis All Equity Markets Value ETF (AVGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GEW achieves a 5.53% return, which is significantly lower than AVGV's 14.95% return.


GEW

1D
-2.37%
1M
-0.98%
YTD
5.53%
6M
6.22%
1Y
3Y*
5Y*
10Y*

AVGV

1D
-2.19%
1M
-0.47%
YTD
14.95%
6M
16.14%
1Y
34.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEW vs. AVGV - Yearly Performance Comparison


Correlation

The correlation between GEW and AVGV is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.88

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Return for Risk

GEW vs. AVGV — Risk / Return Rank

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

GEW

AVGV
AVGV Risk / Return Rank: 8383
Overall Rank
AVGV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AVGV Sortino Ratio Rank: 8383
Sortino Ratio Rank
AVGV Omega Ratio Rank: 8181
Omega Ratio Rank
AVGV Calmar Ratio Rank: 8282
Calmar Ratio Rank
AVGV Martin Ratio Rank: 8484
Martin Ratio Rank
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.

GEW vs. AVGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and Avantis All Equity Markets Value ETF (AVGV). 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.

GEW vs. AVGV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GEWAVGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.40

-0.45

Drawdowns

GEW vs. AVGV - Drawdown Comparison

The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum AVGV drawdown of -17.03%. Use the drawdown chart below to compare losses from any high point for GEW and AVGV.


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Drawdown Indicators


GEWAVGVDifference

Max Drawdown

Largest peak-to-trough decline

-8.15%

-17.03%

+8.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

Current Drawdown

Current decline from peak

-2.37%

-2.21%

-0.16%

Average Drawdown

Average peak-to-trough decline

-1.34%

-2.29%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

Volatility

GEW vs. AVGV - Volatility Comparison


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Volatility by Period


GEWAVGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

13.13%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

15.01%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

15.01%

-0.21%

GEW vs. AVGV - Expense Ratio Comparison

GEW has a 0.29% expense ratio, which is higher than AVGV's 0.26% expense ratio.


Dividends

GEW vs. AVGV - Dividend Comparison

GEW's dividend yield for the trailing twelve months is around 0.98%, less than AVGV's 1.92% yield.


PositionTTM202520242023
AVGV
Avantis All Equity Markets Value ETF
1.92%1.98%2.32%1.14%
GEW
Cambria Global Equal Weight ETF
0.98%0.43%0.00%0.00%

Frequently Asked Questions


GEW and AVGV have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVGV is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVGV is cheaper with a 0.26% expense ratio, compared with 0.29% for GEW.

AVGV has the higher dividend yield at 1.92%, compared with 0.98% for GEW.

They also come from different issuers: Cambria and Avantis. Their fees differ too: 0.29% for GEW and 0.26% for AVGV.

Portfolio Optimizer

Find the right allocation for GEW and AVGV

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