GEW vs. EYLD
GEW (Cambria Global Equal Weight ETF) and EYLD (Cambria Emerging Shareholder Yield ETF) are both exchange-traded funds - GEW is a Global Equities fund actively managed by Cambria, while EYLD is a Emerging Markets Equities fund actively managed by Cambria. Both are actively managed. Their 0.75 correlation means they have sometimes moved together and sometimes differently. GEW charges 0.29%/yr vs 0.65%/yr for EYLD.
Performance
GEW vs. EYLD - 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 EYLD's 19.91% return.
GEW
- 1D
- 0.05%
- 1M
- 1.30%
- 6M
- 6.59%
- YTD
- 9.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EYLD
- 1D
- -0.98%
- 1M
- -0.50%
- 6M
- 9.72%
- YTD
- 19.91%
- 1Y
- 33.83%
- 3Y*
- 21.05%
- 5Y*
- 9.40%
- 10Y*
- 11.22%
- ALL TIME*
- 11.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.51M | $3.95M | $5.12M | |
| $7.37K | $7.45K | $148.22K |
GEW vs. EYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEW Cambria Global Equal Weight ETF | 9.33% | 3.68% |
EYLD Cambria Emerging Shareholder Yield ETF | 19.91% | 5.47% |
Correlation
The correlation between GEW and EYLD is 0.75, 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 | 0.75 |
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Return for Risk
GEW vs. EYLD — Risk / Return Rank
GEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EYLD
GEW vs. EYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and Cambria Emerging Shareholder Yield ETF (EYLD). 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 | EYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.18 | — |
| Martin ratioReturn relative to average drawdown | — | 9.68 | — |
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Drawdowns
GEW vs. EYLD - Drawdown Comparison
The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum EYLD drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for GEW and EYLD.
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Drawdown Indicators
| GEW | EYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.15% | -41.82% | +33.67% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.52% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.82% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.24% | +6.24% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -10.20% | +8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.45% | — |
Volatility
GEW vs. EYLD - Volatility Comparison
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Volatility by Period
| GEW | EYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.88% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.10% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 20.31% | -6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 18.57% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 19.08% | -5.05% |
GEW vs. EYLD - Expense Ratio Comparison
GEW has a 0.29% expense ratio, which is lower than EYLD's 0.65% expense ratio.
Dividends
GEW vs. EYLD - Dividend Comparison
GEW's dividend yield for the trailing twelve months is around 1.24%, less than EYLD's 5.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 5.08% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% |
GEW Cambria Global Equal Weight ETF | 1.24% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GEW and EYLD have a correlation of 0.75, 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 0.65% for EYLD.
EYLD has the higher dividend yield at 5.08%, compared with 1.24% for GEW.
GEW is categorized as Global Equities, while EYLD is Emerging Markets Equities. Their fees differ too: 0.29% for GEW and 0.65% for EYLD.
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