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GEW vs. SYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEW vs. SYLD - Performance Comparison

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

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

Liquidity Comparison


PositionAvg. 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

Compare historical risk-adjusted metric ranks 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.


SYLD
SYLD Risk / Return Rank: 8888
Overall Rank
SYLD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 9090
Sortino Ratio Rank
SYLD Omega Ratio Rank: 8484
Omega Ratio Rank
SYLD Calmar Ratio Rank: 9393
Calmar Ratio Rank
SYLD Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


GEWSYLDDifference
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

GEW vs. SYLD - Sharpe Ratio Comparison


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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


GEWSYLDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-1.86%

+1.86%

Average Drawdown

Average peak-to-trough decline

-1.26%

-5.61%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

Volatility

GEW vs. SYLD - Volatility Comparison


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Volatility by Period


GEWSYLDDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for GEW and SYLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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