GEW vs. FIXT

Last updated Jul 2, 2026

GEW (Cambria Global Equal Weight ETF) and FIXT (Procure Disaster Recovery Strategy ETF) are both Global Equities funds. GEW is actively managed, while FIXT is passively managed. At a 0.40 correlation, their price movements are largely independent. GEW charges 0.29%/yr vs 0.75%/yr for FIXT.

Performance

GEW vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Equal Weight ETF (GEW) and Procure Disaster Recovery Strategy ETF (FIXT). 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 higher than FIXT's 0.85% return.

GEW

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

FIXT

• 1D: -0.23%
• 1M: 0.49%
• YTD: 0.85%
• 6M: 0.85%
• 1Y: 4.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GEW vs. FIXT - Yearly Performance Comparison

	2026 (YTD)	2025
GEW Cambria Global Equal Weight ETF	7.16%	3.68%
FIXT Procure Disaster Recovery Strategy ETF	0.85%	0.88%

Correlation

The correlation between GEW and FIXT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.40

Return for Risk

GEW vs. FIXT — 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.

FIXT

FIXT Risk / Return Rank: 33
FIXT Sharpe Ratio Rank: 35
FIXT Sortino Ratio Rank: 36
FIXT Omega Ratio Rank: 33
FIXT Calmar Ratio Rank: 31
FIXT Martin Ratio Rank: 30

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. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and Procure Disaster Recovery Strategy ETF (FIXT). 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	FIXT	Difference
Sharpe ratio: Return per unit of total volatility	—	1.11	—
Sortino ratio: Return per unit of downside risk	—	1.66	—
Omega ratio: Gain probability vs. loss probability	—	1.20	—
Calmar ratio: Return relative to maximum drawdown	—	1.38	—
Martin ratio: Return relative to average drawdown	—	3.81	—

Drawdowns

GEW vs. FIXT - Drawdown Comparison

The maximum GEW drawdown since its inception was -8.15%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for GEW and FIXT.

Drawdown Indicators

	GEW	FIXT	Difference
Max Drawdown Largest peak-to-trough decline	-8.15%	-3.02%	-5.13%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.02%	—
Current Drawdown Current decline from peak	-1.07%	-1.28%	+0.21%
Average Drawdown Average peak-to-trough decline	-1.33%	-0.76%	-0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.09%	—

Volatility

Volatility by Period

	GEW	FIXT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.50%	3.75%	+10.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.50%	3.75%	+10.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.50%	3.75%	+10.75%

GEW vs. FIXT - Expense Ratio Comparison

GEW has a 0.29% expense ratio, which is lower than FIXT's 0.75% expense ratio.

Dividends

GEW vs. FIXT - Dividend Comparison

GEW's dividend yield for the trailing twelve months is around 1.27%, less than FIXT's 5.56% yield.

Position	TTM	2025
FIXT Procure Disaster Recovery Strategy ETF	5.56%	3.24%
GEW Cambria Global Equal Weight ETF	1.27%	0.43%

Frequently Asked Questions

Can I hold both GEW and FIXT in my portfolio?

GEW and FIXT have a correlation of 0.40, 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 FIXT?

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.

Which ETF is cheaper, GEW or FIXT?

GEW is cheaper with a 0.29% expense ratio, compared with 0.75% for FIXT.

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

FIXT has the higher dividend yield at 5.56%, compared with 1.27% for GEW.

What is the main difference between GEW and FIXT?

They also come from different issuers: Cambria and Procure. Their fees differ too: 0.29% for GEW and 0.75% for FIXT.