GEW vs. WLDR
GEW (Cambria Global Equal Weight ETF) and WLDR (Affinity World Leaders Equity ETF) are both Global Equities funds. GEW is actively managed, while WLDR is passively managed. A 0.75 correlation means they provide meaningful diversification when combined. GEW charges 0.29%/yr vs 0.67%/yr for WLDR.
Performance
GEW vs. WLDR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GEW achieves a 6.46% return, which is significantly lower than WLDR's 30.43% return.
GEW
- 1D
- -1.02%
- 1M
- -0.24%
- YTD
- 6.46%
- 6M
- 6.01%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WLDR
- 1D
- -1.77%
- 1M
- 6.66%
- YTD
- 30.43%
- 6M
- 29.99%
- 1Y
- 55.53%
- 3Y*
- 31.99%
- 5Y*
- 18.91%
- 10Y*
- —
GEW vs. WLDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEW Cambria Global Equal Weight ETF | 6.46% | 3.68% |
WLDR Affinity World Leaders Equity ETF | 30.43% | 3.47% |
Correlation
The correlation between GEW and WLDR is 0.75, 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 | 0.75 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GEW vs. WLDR — Risk / Return Rank
GEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WLDR
GEW vs. WLDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and Affinity World Leaders Equity ETF (WLDR). 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 | WLDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.58 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.30 | — |
| Martin ratioReturn relative to average drawdown | — | 24.45 | — |
Loading charts...
Drawdowns
GEW vs. WLDR - Drawdown Comparison
The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum WLDR drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for GEW and WLDR.
Loading charts...
Drawdown Indicators
| GEW | WLDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.15% | -44.69% | +36.54% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.86% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.77% | — |
Current DrawdownCurrent decline from peak | -1.71% | -1.85% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -8.59% | +7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.28% | — |
Volatility
GEW vs. WLDR - Volatility Comparison
Loading charts...
Volatility by Period
| GEW | WLDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.60% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.29% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 16.16% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 17.39% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 21.00% | -6.31% |
GEW vs. WLDR - Expense Ratio Comparison
GEW has a 0.29% expense ratio, which is lower than WLDR's 0.67% expense ratio.
Dividends
GEW vs. WLDR - Dividend Comparison
GEW's dividend yield for the trailing twelve months is around 0.97%, less than WLDR's 7.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GEW Cambria Global Equal Weight ETF | 0.97% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WLDR Affinity World Leaders Equity ETF | 7.13% | 9.01% | 13.99% | 2.28% | 2.10% | 7.55% | 1.80% | 2.48% | 2.82% |
Frequently Asked Questions
GEW and WLDR have a correlation of 0.75, 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 0.67% for WLDR.
WLDR has the higher dividend yield at 7.13%, compared with 0.97% for GEW.
They also come from different issuers: Cambria and Regents Park Funds. Their fees differ too: 0.29% for GEW and 0.67% for WLDR.
Find the right allocation for GEW and WLDR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer