GEW vs. SYLD
GEW (Cambria Global Equal Weight ETF) and SYLD (Cambria Shareholder Yield ETF) are both exchange-traded funds - GEW is a Global Equities fund actively managed by Cambria, while SYLD is a Mid Cap Value Equities fund actively managed by Cambria. Both are actively managed. Their 0.51 correlation means they have sometimes moved together and sometimes differently. GEW charges 0.29%/yr vs 0.59%/yr for SYLD.
Performance
GEW vs. SYLD - 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 SYLD's 21.09% return.
GEW
- 1D
- 0.05%
- 1M
- 1.30%
- 6M
- 6.59%
- YTD
- 9.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SYLD
- 1D
- -0.62%
- 1M
- 3.76%
- 6M
- 14.53%
- YTD
- 21.09%
- 1Y
- 33.00%
- 3Y*
- 11.24%
- 5Y*
- 8.69%
- 10Y*
- 13.60%
- ALL TIME*
- 12.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.37K | $7.45K | $148.22K | |
| $2.75M | $2.44M | $3.15M |
GEW vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEW Cambria Global Equal Weight ETF | 9.33% | 3.68% |
SYLD Cambria Shareholder Yield ETF | 21.09% | 1.70% |
Correlation
The correlation between GEW and SYLD is 0.51, 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 | 0.51 |
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Return for Risk
GEW vs. SYLD — Risk / Return Rank
GEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SYLD
GEW vs. SYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and Cambria Shareholder Yield ETF (SYLD). 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 | SYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.46 | — |
| Martin ratioReturn relative to average drawdown | — | 13.19 | — |
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Drawdowns
GEW vs. SYLD - Drawdown Comparison
The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for GEW and SYLD.
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Drawdown Indicators
| GEW | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.15% | -45.36% | +37.21% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.93% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.62% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.36% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.86% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -5.61% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.34% | — |
Volatility
GEW vs. SYLD - Volatility Comparison
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Volatility by Period
| GEW | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.97% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.26% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 15.01% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 20.26% | -6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 22.92% | -8.89% |
GEW vs. SYLD - Expense Ratio Comparison
GEW has a 0.29% expense ratio, which is lower than SYLD's 0.59% expense ratio.
Dividends
GEW vs. SYLD - Dividend Comparison
GEW's dividend yield for the trailing twelve months is around 1.24%, less than SYLD's 1.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SYLD Cambria Shareholder Yield ETF | 1.83% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Frequently Asked Questions
GEW and SYLD have a correlation of 0.51, 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 0.59% for SYLD.
SYLD has the higher dividend yield at 1.83%, compared with 1.24% for GEW.
GEW is categorized as Global Equities, while SYLD is Mid Cap Value Equities. Their fees differ too: 0.29% for GEW and 0.59% for SYLD.
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