GEW vs. DIVD
GEW (Cambria Global Equal Weight ETF) and DIVD (Altrius Global Dividend ETF) are both Global Equities funds. Both are actively managed. Their 0.63 correlation means they have sometimes moved together and sometimes differently. GEW charges 0.29%/yr vs 0.49%/yr for DIVD.
Performance
GEW vs. DIVD - Performance Comparison
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Returns By Period
In the year-to-date period, GEW achieves a 9.33% return, which is significantly lower than DIVD's 17.92% return.
GEW
- 1D
- 0.05%
- 1M
- 1.30%
- 6M
- 6.59%
- YTD
- 9.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DIVD
- 1D
- -0.29%
- 1M
- 2.99%
- 6M
- 10.96%
- YTD
- 17.92%
- 1Y
- 31.43%
- 3Y*
- 16.58%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $90.64K | $113.22K | $112.98K | |
| $7.37K | $7.45K | $148.22K |
GEW vs. DIVD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEW Cambria Global Equal Weight ETF | 9.33% | 3.68% |
DIVD Altrius Global Dividend ETF | 17.92% | 6.07% |
Correlation
The correlation between GEW and DIVD is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.63 |
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Return for Risk
GEW vs. DIVD — Risk / Return Rank
GEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DIVD
GEW vs. DIVD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and Altrius Global Dividend ETF (DIVD). 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.
| GEW | DIVD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.50 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.53 | — |
| Martin ratioReturn relative to average drawdown | — | 17.76 | — |
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Drawdowns
GEW vs. DIVD - Drawdown Comparison
The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum DIVD drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for GEW and DIVD.
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Drawdown Indicators
| GEW | DIVD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.15% | -13.88% | +5.73% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.70% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.88% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.29% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -2.16% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.71% | — |
Volatility
GEW vs. DIVD - Volatility Comparison
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Volatility by Period
| GEW | DIVD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.23% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.27% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 11.19% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 13.17% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 13.17% | +0.86% |
GEW vs. DIVD - Expense Ratio Comparison
GEW has a 0.29% expense ratio, which is lower than DIVD's 0.49% expense ratio.
Dividends
GEW vs. DIVD - Dividend Comparison
GEW's dividend yield for the trailing twelve months is around 1.24%, less than DIVD's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DIVD Altrius Global Dividend ETF | 2.72% | 2.86% | 3.39% | 2.96% | 0.60% |
GEW Cambria Global Equal Weight ETF | 1.24% | 0.43% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GEW and DIVD have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GEW is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GEW is cheaper with a 0.29% expense ratio, compared with 0.49% for DIVD.
DIVD has the higher dividend yield at 2.72%, compared with 1.24% for GEW.
They also come from different issuers: Cambria and Altrius. Their fees differ too: 0.29% for GEW and 0.49% for DIVD.
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