GEW vs. GMOM
GEW (Cambria Global Equal Weight ETF) and GMOM (Cambria Global Momentum ETF) are both exchange-traded funds - GEW is a Global Equities fund actively managed by Cambria, while GMOM is a Momentum fund actively managed by Cambria. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. GEW charges 0.29%/yr vs 0.96%/yr for GMOM.
Performance
GEW vs. GMOM - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GEW having a 6.46% return and GMOM slightly higher at 6.55%.
GEW
- 1D
- -1.02%
- 1M
- -0.24%
- YTD
- 6.46%
- 6M
- 6.01%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMOM
- 1D
- -2.26%
- 1M
- -4.00%
- YTD
- 6.55%
- 6M
- 5.46%
- 1Y
- 23.01%
- 3Y*
- 12.06%
- 5Y*
- 6.41%
- 10Y*
- 7.08%
GEW vs. GMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEW Cambria Global Equal Weight ETF | 6.46% | 3.68% |
GMOM Cambria Global Momentum ETF | 6.55% | 5.39% |
Correlation
The correlation between GEW and GMOM is 0.76, 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 | 0.76 |
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Return for Risk
GEW vs. GMOM — Risk / Return Rank
GEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GMOM
GEW vs. GMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and Cambria Global Momentum ETF (GMOM). 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 | GMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.41 | — |
| Martin ratioReturn relative to average drawdown | — | 8.76 | — |
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Drawdowns
GEW vs. GMOM - Drawdown Comparison
The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum GMOM drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for GEW and GMOM.
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Drawdown Indicators
| GEW | GMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.15% | -25.03% | +16.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.57% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.73% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.16% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.03% | — |
Current DrawdownCurrent decline from peak | -1.71% | -6.48% | +4.77% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -7.79% | +6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.63% | — |
Volatility
GEW vs. GMOM - Volatility Comparison
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Volatility by Period
| GEW | GMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.20% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 14.45% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 14.50% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 12.91% | +1.78% |
GEW vs. GMOM - Expense Ratio Comparison
GEW has a 0.29% expense ratio, which is lower than GMOM's 0.96% expense ratio.
Dividends
GEW vs. GMOM - Dividend Comparison
GEW's dividend yield for the trailing twelve months is around 0.97%, less than GMOM's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEW Cambria Global Equal Weight ETF | 0.97% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GMOM Cambria Global Momentum ETF | 1.65% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
Frequently Asked Questions
GEW and GMOM have a correlation of 0.76, 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 0.96% for GMOM.
GMOM has the higher dividend yield at 1.65%, compared with 0.97% for GEW.
GEW is categorized as Global Equities, while GMOM is Momentum. Their fees differ too: 0.29% for GEW and 0.96% for GMOM.
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