GMOM vs. XSVM
GMOM (Cambria Global Momentum ETF) and XSVM (Invesco S&P SmallCap Value with Momentum ETF) are both Momentum funds. GMOM is actively managed, while XSVM is passively managed. Over the past 10 years, GMOM returned 7.18%/yr vs 13.14%/yr for XSVM. Their 0.52 correlation means they have sometimes moved together and sometimes differently. GMOM charges 0.96%/yr vs 0.37%/yr for XSVM.
Performance
GMOM vs. XSVM - Performance Comparison
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Returns By Period
In the year-to-date period, GMOM achieves a 10.77% return, which is significantly lower than XSVM's 28.49% return. Over the past 10 years, GMOM has underperformed XSVM with an annualized return of 7.18%, while XSVM has yielded a comparatively higher 13.14% annualized return.
GMOM
- 1D
- 0.83%
- 1M
- 4.48%
- 6M
- 1.88%
- YTD
- 10.77%
- 1Y
- 24.88%
- 3Y*
- 12.63%
- 5Y*
- 7.64%
- 10Y*
- 7.18%
- ALL TIME*
- 5.87%
XSVM
- 1D
- 0.93%
- 1M
- 4.56%
- 6M
- 17.55%
- YTD
- 28.49%
- 1Y
- 42.75%
- 3Y*
- 15.44%
- 5Y*
- 10.07%
- 10Y*
- 13.14%
- ALL TIME*
- 9.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $382.91K | $314.43K | $258.97K | |
| $2.76M | $2.38M | $2.10M |
GMOM vs. XSVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 10.77% | 20.63% | 6.75% | 0.65% | -2.82% | 19.13% | 2.42% | 8.24% | -9.61% | 20.67% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 28.49% | 7.47% | 2.30% | 20.20% | -13.63% | 56.36% | 5.08% | 30.01% | -12.33% | 3.62% |
Correlation
The correlation between GMOM and XSVM is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2014 | 0.52 |
The correlation between GMOM and XSVM shifts across timeframes, from 0.39 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GMOM vs. XSVM — Risk / Return Rank
GMOM
XSVM
GMOM vs. XSVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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 | XSVM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 4.26 | -1.65 |
| Martin ratioReturn relative to average drawdown | 7.84 | 13.61 | -5.77 |
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Drawdowns
GMOM vs. XSVM - Drawdown Comparison
The maximum GMOM drawdown since its inception was -25.03%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for GMOM and XSVM.
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Drawdown Indicators
| GMOM | XSVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -62.57% | +37.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -10.08% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -13.73% | -26.21% | +12.48% |
Max Drawdown (5Y)Largest decline over 5 years | -19.16% | -26.21% | +7.05% |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | -49.02% | +23.99% |
Current DrawdownCurrent decline from peak | -2.78% | 0.00% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -11.48% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 3.15% | +0.03% |
Volatility
GMOM vs. XSVM - Volatility Comparison
The current volatility for Cambria Global Momentum ETF (GMOM) is 3.25%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 4.32%. This indicates that GMOM experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMOM | XSVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 4.32% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 11.73% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.72% | 17.81% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 22.32% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.95% | 25.00% | -12.05% |
GMOM vs. XSVM - Expense Ratio Comparison
GMOM has a 0.96% expense ratio, which is higher than XSVM's 0.37% expense ratio.
Dividends
GMOM vs. XSVM - Dividend Comparison
GMOM's dividend yield for the trailing twelve months is around 1.47%, less than XSVM's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 1.47% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.71% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
Frequently Asked Questions
GMOM and XSVM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XSVM has higher volatility (4.32%) compared to GMOM (3.25%). In terms of maximum drawdown, GMOM dropped -25.03% vs XSVM's -62.57%.
On 10-year performance, XSVM leads with 13.14% vs 7.18% for GMOM. On fees, XSVM is cheaper at 0.37% per year. On volatility, GMOM has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, XSVM has performed better with a 13.14% return vs 7.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XSVM is cheaper with a 0.37% expense ratio, compared with 0.96% for GMOM.
XSVM has the higher dividend yield at 1.71%, compared with 1.47% for GMOM.
They also come from different issuers: Cambria and Invesco. Their fees differ too: 0.96% for GMOM and 0.37% for XSVM.
XSVM currently has the higher Sharpe Ratio (2.42 vs 1.70), 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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