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GMOM vs. WTMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMOM vs. WTMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Momentum ETF (GMOM) and WisdomTree Managed Futures Strategy Fund (WTMF). The values are adjusted to include any dividend payments, if applicable.

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GMOM vs. WTMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMOM
Cambria Global Momentum ETF
7.43%20.63%6.75%0.65%-2.82%19.13%2.42%8.24%-9.61%20.67%
WTMF
WisdomTree Managed Futures Strategy Fund
5.00%12.17%3.20%16.72%-6.52%9.48%0.48%-2.75%0.24%-3.40%

Returns By Period

In the year-to-date period, GMOM achieves a 7.43% return, which is significantly higher than WTMF's 5.00% return. Over the past 10 years, GMOM has outperformed WTMF with an annualized return of 7.24%, while WTMF has yielded a comparatively lower 3.13% annualized return.


GMOM

1D
-0.55%
1M
-2.16%
YTD
7.43%
6M
11.68%
1Y
27.12%
3Y*
12.16%
5Y*
7.61%
10Y*
7.24%

WTMF

1D
0.18%
1M
1.53%
YTD
5.00%
6M
7.70%
1Y
20.05%
3Y*
10.11%
5Y*
6.68%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMOM vs. WTMF - Expense Ratio Comparison

GMOM has a 0.96% expense ratio, which is higher than WTMF's 0.65% expense ratio.


Return for Risk

GMOM vs. WTMF — Risk / Return Rank

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

GMOM
GMOM Risk / Return Rank: 8383
Overall Rank
GMOM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GMOM Sortino Ratio Rank: 8383
Sortino Ratio Rank
GMOM Omega Ratio Rank: 8282
Omega Ratio Rank
GMOM Calmar Ratio Rank: 8080
Calmar Ratio Rank
GMOM Martin Ratio Rank: 8484
Martin Ratio Rank

WTMF
WTMF Risk / Return Rank: 9393
Overall Rank
WTMF Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WTMF Sortino Ratio Rank: 9393
Sortino Ratio Rank
WTMF Omega Ratio Rank: 9090
Omega Ratio Rank
WTMF Calmar Ratio Rank: 9696
Calmar Ratio Rank
WTMF Martin Ratio Rank: 9696
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.

GMOM vs. WTMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and WisdomTree Managed Futures Strategy Fund (WTMF). 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.


GMOMWTMFDifference

Sharpe ratio

Return per unit of total volatility

1.72

2.13

-0.40

Sortino ratio

Return per unit of downside risk

2.29

2.90

-0.61

Omega ratio

Gain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratio

Return relative to maximum drawdown

2.63

4.92

-2.30

Martin ratio

Return relative to average drawdown

11.02

18.82

-7.80

GMOM vs. WTMF - Sharpe Ratio Comparison

The current GMOM Sharpe Ratio is 1.72, which is comparable to the WTMF Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of GMOM and WTMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GMOMWTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.13

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.70

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.39

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.12

+0.35

Correlation

The correlation between GMOM and WTMF is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GMOM vs. WTMF - Dividend Comparison

GMOM's dividend yield for the trailing twelve months is around 1.64%, less than WTMF's 2.90% yield.


TTM20252024202320222021202020192018201720162015
GMOM
Cambria Global Momentum ETF
1.64%3.01%2.16%3.63%2.52%3.42%1.24%2.60%1.90%2.05%1.77%1.88%
WTMF
WisdomTree Managed Futures Strategy Fund
2.90%3.04%3.57%4.74%5.29%14.71%0.47%1.63%3.59%0.00%0.00%0.00%

Drawdowns

GMOM vs. WTMF - Drawdown Comparison

The maximum GMOM drawdown since its inception was -25.03%, smaller than the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for GMOM and WTMF.


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Drawdown Indicators


GMOMWTMFDifference

Max Drawdown

Largest peak-to-trough decline

-25.03%

-30.79%

+5.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-4.04%

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

-13.21%

-5.95%

Max Drawdown (10Y)

Largest decline over 10 years

-25.03%

-15.99%

-9.04%

Current Drawdown

Current decline from peak

-5.70%

-0.67%

-5.03%

Average Drawdown

Average peak-to-trough decline

-7.89%

-17.90%

+10.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.06%

+1.46%

Volatility

GMOM vs. WTMF - Volatility Comparison

Cambria Global Momentum ETF (GMOM) has a higher volatility of 5.92% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 3.13%. This indicates that GMOM's price experiences larger fluctuations and is considered to be riskier than WTMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMOMWTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

3.13%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

7.51%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

9.47%

+6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

9.59%

+4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

8.10%

+4.66%