GMOM vs. EYLD
GMOM (Cambria Global Momentum ETF) and EYLD (Cambria Emerging Shareholder Yield ETF) are both exchange-traded funds - GMOM is a Momentum fund actively managed by Cambria, while EYLD is a Emerging Markets Equities fund actively managed by Cambria. Both are actively managed. Over the past 5 years, GMOM returned 6.41%/yr vs 9.26%/yr for EYLD. A 0.50 correlation means they provide meaningful diversification when combined. GMOM charges 0.96%/yr vs 0.65%/yr for EYLD.
Performance
GMOM vs. EYLD - Performance Comparison
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Returns By Period
In the year-to-date period, GMOM achieves a 6.55% return, which is significantly lower than EYLD's 20.89% return.
GMOM
- 1D
- -2.26%
- 1M
- -4.00%
- YTD
- 6.55%
- 6M
- 5.46%
- 1Y
- 23.01%
- 3Y*
- 12.06%
- 5Y*
- 6.41%
- 10Y*
- 7.08%
EYLD
- 1D
- -3.97%
- 1M
- 1.24%
- YTD
- 20.89%
- 6M
- 21.27%
- 1Y
- 37.65%
- 3Y*
- 24.14%
- 5Y*
- 9.26%
- 10Y*
- —
GMOM vs. EYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 6.55% | 20.63% | 6.75% | 0.65% | -2.82% | 19.13% | 2.42% | 8.24% | -9.61% | 20.67% |
EYLD Cambria Emerging Shareholder Yield ETF | 20.89% | 29.39% | 4.72% | 18.77% | -16.10% | 11.44% | 10.13% | 22.00% | -13.74% | 34.90% |
Correlation
The correlation between GMOM and EYLD 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 (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.50 |
Over the past year, GMOM and EYLD have become more correlated (0.75) than their long-term average of 0.50, meaning their price movements have been converging.
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Return for Risk
GMOM vs. EYLD — Risk / Return Rank
GMOM
EYLD
GMOM vs. EYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and Cambria Emerging Shareholder Yield ETF (EYLD). 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.
| GMOM | EYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.59 | -1.18 |
| Martin ratioReturn relative to average drawdown | 8.76 | 12.91 | -4.16 |
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Drawdowns
GMOM vs. EYLD - Drawdown Comparison
The maximum GMOM drawdown since its inception was -25.03%, smaller than the maximum EYLD drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for GMOM and EYLD.
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Drawdown Indicators
| GMOM | EYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -41.82% | +16.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -10.52% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.73% | -20.89% | +7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.16% | -29.39% | +10.23% |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | — | — |
Current DrawdownCurrent decline from peak | -6.48% | -5.47% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -10.24% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.92% | -0.29% |
Volatility
GMOM vs. EYLD - Volatility Comparison
The current volatility for Cambria Global Momentum ETF (GMOM) is 5.20%, while Cambria Emerging Shareholder Yield ETF (EYLD) has a volatility of 9.70%. This indicates that GMOM experiences smaller price fluctuations and is considered to be less risky than EYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMOM | EYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 9.70% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 17.09% | -4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 19.57% | -5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 18.62% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.91% | 21.78% | -8.87% |
GMOM vs. EYLD - Expense Ratio Comparison
GMOM has a 0.96% expense ratio, which is higher than EYLD's 0.65% expense ratio.
Dividends
GMOM vs. EYLD - Dividend Comparison
GMOM's dividend yield for the trailing twelve months is around 1.65%, less than EYLD's 5.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 5.03% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% | 0.00% |
GMOM Cambria Global Momentum ETF | 1.65% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
Frequently Asked Questions
GMOM and EYLD 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.
EYLD has higher volatility (9.70%) compared to GMOM (5.20%). In terms of maximum drawdown, GMOM dropped -25.03% vs EYLD's -41.82%.
On 5-year performance, EYLD leads with 9.26% vs 6.41% for GMOM. On fees, EYLD is cheaper at 0.65% per year. On volatility, GMOM has been the lower-risk option at 5.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EYLD has performed better with a 9.26% return vs 6.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EYLD is cheaper with a 0.65% expense ratio, compared with 0.96% for GMOM.
EYLD has the higher dividend yield at 5.03%, compared with 1.65% for GMOM.
GMOM is categorized as Momentum, while EYLD is Emerging Markets Equities. Their fees differ too: 0.96% for GMOM and 0.65% for EYLD.
EYLD currently has the higher Sharpe Ratio (1.93 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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