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GVAL vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GVAL vs. BDVL

Last updated Jun 4, 2026

GVAL (Cambria Global Value ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. GVAL is actively managed, while BDVL is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. GVAL charges 0.64%/yr vs 0.40%/yr for BDVL.

Performance

GVAL vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Value ETF (GVAL) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GVAL achieves a 14.37% return, which is significantly higher than BDVL's 4.71% return.

GVAL

1D
-1.24%
1M
3.64%
YTD
14.37%
6M
15.35%
1Y
39.69%
3Y*
26.42%
5Y*
13.14%
10Y*
10.76%

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

GVAL vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
GVAL
Cambria Global Value ETF		14.37%8.02%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between GVAL and BDVL is 0.67, 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 16, 2025

0.67

GVAL vs. BDVL - Sectors Allocation Comparison

Sectors
GVAL
BDVL

Financial Services

16.4%
13.9%

Basic Materials

8.2%
2.6%

Energy

7.8%
2.8%

Real Estate

7.0%
1.0%

Technology

6.4%
23.0%

Communication Services

4.6%
10.7%

Utilities

4.1%
4.8%

Industrials

3.6%
15.4%

Consumer Cyclical

2.6%
8.5%

Consumer Defensive

1.9%
6.3%

Healthcare

-

11.1%

Financial Services

GVAL
16.4%
BDVL
13.9%

Basic Materials

GVAL
8.2%
BDVL
2.6%

Energy

GVAL
7.8%
BDVL
2.8%

Real Estate

GVAL
7.0%
BDVL
1.0%

Technology

GVAL
6.4%
BDVL
23.0%

Communication Services

GVAL
4.6%
BDVL
10.7%

Utilities

GVAL
4.1%
BDVL
4.8%

Industrials

GVAL
3.6%
BDVL
15.4%

Consumer Cyclical

GVAL
2.6%
BDVL
8.5%

Consumer Defensive

GVAL
1.9%
BDVL
6.3%

Healthcare

GVAL

-

BDVL
11.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Cambria Global Value ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with GVAL:
GVAL vs. EYLDGVAL vs. AUSFGVAL vs. SPMOGVAL vs. DFIVGVAL vs. AVESGVAL vs. VOOGVAL vs. VWO
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. AVGVBDVL vs. IVESBDVL vs. PAWZ

Return for Risk

GVAL vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GVAL
GVAL Risk / Return Rank: 7777
Overall Rank
GVAL Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GVAL Sortino Ratio Rank: 8080
Sortino Ratio Rank
GVAL Omega Ratio Rank: 8181
Omega Ratio Rank
GVAL Calmar Ratio Rank: 6969
Calmar Ratio Rank
GVAL Martin Ratio Rank: 7171
Martin Ratio Rank
BDVL
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.

GVAL vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

GVALBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.75

—

—

Sortino ratioReturn per unit of downside risk
3.64

—

—

Omega ratioGain probability vs. loss probability

1.49

—

—

Calmar ratioReturn relative to maximum drawdown

3.47

—

—

Martin ratioReturn relative to average drawdown

13.33

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GVAL vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

GVALBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.01

-0.66

Drawdowns

GVAL vs. BDVL - Drawdown Comparison

The maximum GVAL drawdown since its inception was -46.82%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for GVAL and BDVL.

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Drawdown Indicators

GVALBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-46.82%

-7.71%

-39.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-46.82%

—

—

Current Drawdown

Current decline from peak

-1.24%

-0.95%

-0.29%

Average Drawdown

Average peak-to-trough decline

-13.88%

-1.19%

-12.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

—

—

Volatility

GVAL vs. BDVL - Volatility Comparison

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Volatility by Period

GVALBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.52%

9.49%

+5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

9.49%

+8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.21%

9.49%

+9.72%

GVAL vs. BDVL - Expense Ratio Comparison

GVAL has a 0.64% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

GVAL vs. BDVL - Dividend Comparison

GVAL's dividend yield for the trailing twelve months is around 2.83%, more than BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GVAL
Cambria Global Value ETF		2.83%2.93%4.75%6.12%5.05%2.97%1.90%2.84%4.65%2.00%2.54%2.11%

Frequently Asked Questions

GVAL and BDVL have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.64% for GVAL.

GVAL has the higher dividend yield at 2.83%, compared with 2.66% for BDVL.

They also come from different issuers: Cambria and iShares. Their fees differ too: 0.64% for GVAL and 0.40% for BDVL.

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