GEW vs. IDV

Last updated Jun 4, 2026

GEW (Cambria Global Equal Weight ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds. GEW is actively managed, while IDV is passively managed. A 0.69 correlation means they provide meaningful diversification when combined. GEW charges 0.29%/yr vs 0.49%/yr for IDV.

Performance

GEW vs. IDV - Performance Comparison

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

Returns By Period

In the year-to-date period, GEW achieves a 7.00% return, which is significantly lower than IDV's 12.32% return.

GEW

• 1D: -1.00%
• 1M: 2.64%
• YTD: 7.00%
• 6M: 7.99%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDV

• 1D: -1.09%
• 1M: 0.90%
• YTD: 12.32%
• 6M: 15.21%
• 1Y: 36.98%
• 3Y*: 25.10%
• 5Y*: 11.95%
• 10Y*: 10.28%

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

GEW vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025
GEW Cambria Global Equal Weight ETF	7.00%	3.77%
IDV iShares International Select Dividend ETF	12.32%	10.65%

Correlation

The correlation between GEW and IDV is 0.69, 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 25, 2025	0.69

Return for Risk

GEW vs. IDV — Risk / Return Rank

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

IDV

IDV Risk / Return Rank: 83
IDV Sharpe Ratio Rank: 86
IDV Sortino Ratio Rank: 82
IDV Omega Ratio Rank: 84
IDV Calmar Ratio Rank: 81
IDV 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. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and iShares International Select Dividend ETF (IDV). 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.

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

Sharpe Ratios by Period

	GEW	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.90	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.77	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.14	0.22	+0.92

Drawdowns

GEW vs. IDV - Drawdown Comparison

The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for GEW and IDV.

Drawdown Indicators

	GEW	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-8.15%	-70.14%	+61.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.52%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.86%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.50%	—
Current Drawdown Current decline from peak	-1.00%	-2.80%	+1.80%
Average Drawdown Average peak-to-trough decline	-1.34%	-15.40%	+14.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.22%	—

Volatility

Volatility by Period

	GEW	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.32%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.54%	12.85%	+1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.54%	15.54%	-1.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.54%	17.94%	-3.40%

GEW vs. IDV - Expense Ratio Comparison

GEW has a 0.29% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

GEW vs. IDV - Dividend Comparison

GEW's dividend yield for the trailing twelve months is around 0.96%, less than IDV's 4.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GEW Cambria Global Equal Weight ETF	0.96%	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDV iShares International Select Dividend ETF	4.45%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%

Frequently Asked Questions

Can I hold both GEW and IDV in my portfolio?

GEW and IDV have a correlation of 0.69, 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 IDV?

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 IDV?

GEW is cheaper with a 0.29% expense ratio, compared with 0.49% for IDV.

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

IDV has the higher dividend yield at 4.45%, compared with 0.96% for GEW.

What is the main difference between GEW and IDV?

They also come from different issuers: Cambria and iShares. Their fees differ too: 0.29% for GEW and 0.49% for IDV.