GEW vs. FWD
GEW (Cambria Global Equal Weight ETF) and FWD (AB Disruptors ETF) are both Global Equities funds. Both are actively managed. A 0.78 correlation means they provide meaningful diversification when combined. GEW charges 0.29%/yr vs 0.65%/yr for FWD.
Performance
GEW vs. FWD - Performance Comparison
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Returns By Period
In the year-to-date period, GEW achieves a 7.16% return, which is significantly lower than FWD's 36.87% return.
GEW
- 1D
- -0.23%
- 1M
- -0.33%
- YTD
- 7.16%
- 6M
- 7.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FWD
- 1D
- -3.52%
- 1M
- -0.49%
- YTD
- 36.87%
- 6M
- 36.87%
- 1Y
- 62.84%
- 3Y*
- 37.01%
- 5Y*
- —
- 10Y*
- —
GEW vs. FWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEW Cambria Global Equal Weight ETF | 7.16% | 3.68% |
FWD AB Disruptors ETF | 36.87% | 3.51% |
Correlation
The correlation between GEW and FWD is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.78 |
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Return for Risk
GEW vs. FWD — Risk / Return Rank
GEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FWD
GEW vs. FWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and AB Disruptors ETF (FWD). 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 | FWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.85 | — |
| Martin ratioReturn relative to average drawdown | — | 16.27 | — |
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Drawdowns
GEW vs. FWD - Drawdown Comparison
The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for GEW and FWD.
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Drawdown Indicators
| GEW | FWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.15% | -29.02% | +20.87% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.03% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.02% | — |
Current DrawdownCurrent decline from peak | -1.07% | -3.98% | +2.91% |
Average DrawdownAverage peak-to-trough decline | -1.33% | -4.06% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.87% | — |
Volatility
GEW vs. FWD - Volatility Comparison
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Volatility by Period
| GEW | FWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 13.93% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 22.68% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 27.33% | -12.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 25.54% | -11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.50% | 25.54% | -11.04% |
GEW vs. FWD - Expense Ratio Comparison
GEW has a 0.29% expense ratio, which is lower than FWD's 0.65% expense ratio.
Dividends
GEW vs. FWD - Dividend Comparison
GEW's dividend yield for the trailing twelve months is around 1.27%, more than FWD's 0.08% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FWD AB Disruptors ETF | 0.08% | 0.11% | 1.89% |
GEW Cambria Global Equal Weight ETF | 1.27% | 0.43% | 0.00% |
Frequently Asked Questions
GEW and FWD have a correlation of 0.78, 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 FWD.
GEW has the higher dividend yield at 1.27%, compared with 0.08% for FWD.
They also come from different issuers: Cambria and AllianceBernstein. Their fees differ too: 0.29% for GEW and 0.65% for FWD.
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