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GKAT vs. FWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GKAT vs. FWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Scharf Global Opportunity ETF (GKAT) and AB Disruptors ETF (FWD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GKAT achieves a 9.70% return, which is significantly lower than FWD's 40.11% return.


GKAT

1D
-0.69%
1M
4.59%
YTD
9.70%
6M
12.74%
1Y
3Y*
5Y*
10Y*

FWD

1D
-0.27%
1M
14.15%
YTD
40.11%
6M
39.78%
1Y
75.95%
3Y*
39.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GKAT vs. FWD - Yearly Performance Comparison


2026 (YTD)2025
GKAT
Scharf Global Opportunity ETF
9.70%6.04%
FWD
AB Disruptors ETF
40.11%13.27%

Correlation

The correlation between GKAT and FWD is 0.53, 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 Aug 26, 2025

0.53

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Return for Risk

GKAT vs. FWD — Risk / Return Rank

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

GKAT

FWD
FWD Risk / Return Rank: 8787
Overall Rank
FWD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FWD Sortino Ratio Rank: 8383
Sortino Ratio Rank
FWD Omega Ratio Rank: 8383
Omega Ratio Rank
FWD Calmar Ratio Rank: 9191
Calmar Ratio Rank
FWD Martin Ratio Rank: 9090
Martin Ratio Rank
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.

GKAT vs. FWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scharf Global Opportunity ETF (GKAT) and AB Disruptors ETF (FWD). 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.

GKAT vs. FWD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GKATFWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.82

1.67

+0.15

Drawdowns

GKAT vs. FWD - Drawdown Comparison

The maximum GKAT drawdown since its inception was -10.41%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for GKAT and FWD.


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Drawdown Indicators


GKATFWDDifference

Max Drawdown

Largest peak-to-trough decline

-10.41%

-29.02%

+18.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

Max Drawdown (3Y)

Largest decline over 3 years

-29.02%

Current Drawdown

Current decline from peak

-0.97%

-0.27%

-0.70%

Average Drawdown

Average peak-to-trough decline

-2.07%

-4.06%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

Volatility

GKAT vs. FWD - Volatility Comparison


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Volatility by Period


GKATFWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

Volatility (6M)

Calculated over the trailing 6-month period

18.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

24.15%

-12.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.97%

24.72%

-12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.97%

24.72%

-12.75%

GKAT vs. FWD - Expense Ratio Comparison

GKAT has a 0.59% expense ratio, which is lower than FWD's 0.65% expense ratio.


Dividends

GKAT vs. FWD - Dividend Comparison

GKAT's dividend yield for the trailing twelve months is around 0.44%, more than FWD's 0.08% yield.


PositionTTM20252024
FWD
AB Disruptors ETF
0.08%0.11%1.89%
GKAT
Scharf Global Opportunity ETF
0.44%0.24%0.00%

Frequently Asked Questions


GKAT and FWD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GKAT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GKAT is cheaper with a 0.59% expense ratio, compared with 0.65% for FWD.

GKAT has the higher dividend yield at 0.44%, compared with 0.08% for FWD.

They also come from different issuers: Scharf Investments and AllianceBernstein. Their fees differ too: 0.59% for GKAT and 0.65% for FWD.

Portfolio Optimizer

Find the right allocation for GKAT and FWD

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