GEW vs. ENDW

Last updated Jul 2, 2026

GEW (Cambria Global Equal Weight ETF) and ENDW (Cambria Endowment Style ETF) are both exchange-traded funds - GEW is a Global Equities fund actively managed by Cambria, while ENDW is a Global Allocation fund actively managed by Cambria. Both are actively managed. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.29% expense ratio.

Performance

GEW vs. ENDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Equal Weight ETF (GEW) and Cambria Endowment Style ETF (ENDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GEW achieves a 7.16% return, which is significantly lower than ENDW's 8.79% return.

GEW

• 1D: -0.23%
• 1M: -0.33%
• YTD: 7.16%
• 6M: 7.16%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ENDW

• 1D: -0.32%
• 1M: -1.88%
• YTD: 8.79%
• 6M: 8.79%
• 1Y: 22.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GEW vs. ENDW - Yearly Performance Comparison

	2026 (YTD)	2025
GEW Cambria Global Equal Weight ETF	7.16%	3.68%
ENDW Cambria Endowment Style ETF	8.79%	3.73%

Correlation

The correlation between GEW and ENDW is 0.89, 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 24, 2025	0.89

Return for Risk

GEW vs. ENDW — Risk / Return Rank

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

GEW

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

ENDW

ENDW Risk / Return Rank: 80
ENDW Sharpe Ratio Rank: 81
ENDW Sortino Ratio Rank: 78
ENDW Omega Ratio Rank: 79
ENDW Calmar Ratio Rank: 79
ENDW Martin Ratio Rank: 82

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. ENDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and Cambria Endowment Style ETF (ENDW). 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	ENDW	Difference
Sharpe ratio: Return per unit of total volatility	—	2.19	—
Sortino ratio: Return per unit of downside risk	—	2.97	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	3.55	—
Martin ratio: Return relative to average drawdown	—	13.75	—

Drawdowns

GEW vs. ENDW - Drawdown Comparison

The maximum GEW drawdown since its inception was -8.15%, which is greater than ENDW's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for GEW and ENDW.

Drawdown Indicators

	GEW	ENDW	Difference
Max Drawdown Largest peak-to-trough decline	-8.15%	-6.44%	-1.71%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.44%	—
Current Drawdown Current decline from peak	-1.07%	-2.40%	+1.33%
Average Drawdown Average peak-to-trough decline	-1.33%	-0.87%	-0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.66%	—

Volatility

Volatility by Period

	GEW	ENDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.69%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.19%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.50%	10.42%	+4.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.50%	11.19%	+3.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.50%	11.19%	+3.31%

GEW vs. ENDW - Expense Ratio Comparison

Both GEW and ENDW have an expense ratio of 0.29%.

Dividends

GEW vs. ENDW - Dividend Comparison

GEW's dividend yield for the trailing twelve months is around 1.27%, less than ENDW's 2.51% yield.

Position	TTM	2025
ENDW Cambria Endowment Style ETF	2.51%	1.91%
GEW Cambria Global Equal Weight ETF	1.27%	0.43%

Frequently Asked Questions

Can I hold both GEW and ENDW in my portfolio?

GEW and ENDW have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GEW or ENDW?

Both ETFs have the same 0.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GEW or ENDW?

GEW and ENDW have the same expense ratio: 0.29% per year.

Which ETF pays a higher dividend yield, GEW or ENDW?

ENDW has the higher dividend yield at 2.51%, compared with 1.27% for GEW.

What is the main difference between GEW and ENDW?

GEW is categorized as Global Equities, while ENDW is Global Allocation.