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GVAL vs. OPPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GVAL vs. OPPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Value ETF (GVAL) and WisdomTree Japan Opportunities ETF (OPPJ). 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 lower than OPPJ's 26.16% return. Over the past 10 years, GVAL has underperformed OPPJ with an annualized return of 10.76%, while OPPJ has yielded a comparatively higher 17.36% annualized 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%

OPPJ

1D
-0.02%
1M
2.99%
YTD
26.16%
6M
32.96%
1Y
64.97%
3Y*
34.91%
5Y*
25.18%
10Y*
17.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GVAL vs. OPPJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GVAL
Cambria Global Value ETF
14.37%55.87%2.59%13.30%-7.98%10.70%-8.51%17.24%-14.30%29.50%
OPPJ
WisdomTree Japan Opportunities ETF
26.16%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%

Correlation

The correlation between GVAL and OPPJ is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2014

0.45

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Return for Risk

GVAL vs. OPPJ — 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

OPPJ
OPPJ Risk / Return Rank: 9191
Overall Rank
OPPJ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9191
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 8787
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9292
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.

GVAL vs. OPPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and WisdomTree Japan Opportunities ETF (OPPJ). 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.


GVALOPPJDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.49

1.55

-0.06

Calmar ratioReturn relative to maximum drawdown

3.47

6.65

-3.18

Martin ratioReturn relative to average drawdown

13.33

23.90

-10.57

GVAL vs. OPPJ - Sharpe Ratio Comparison

The current GVAL Sharpe Ratio is 2.75, which is comparable to the OPPJ Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of GVAL and OPPJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GVALOPPJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

3.33

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.40

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.88

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.76

-0.41

Drawdowns

GVAL vs. OPPJ - Drawdown Comparison

The maximum GVAL drawdown since its inception was -46.82%, which is greater than OPPJ's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for GVAL and OPPJ.


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Drawdown Indicators


GVALOPPJDifference

Max Drawdown

Largest peak-to-trough decline

-46.82%

-39.30%

-7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-9.82%

-1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

-16.49%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

-16.49%

-14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-46.82%

-39.30%

-7.52%

Current Drawdown

Current decline from peak

-1.24%

-4.27%

+3.03%

Average Drawdown

Average peak-to-trough decline

-13.88%

-6.49%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.73%

+0.26%

Volatility

GVAL vs. OPPJ - Volatility Comparison

Cambria Global Value ETF (GVAL) and WisdomTree Japan Opportunities ETF (OPPJ) have volatilities of 5.10% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GVALOPPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

5.08%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

15.39%

-2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

14.52%

19.64%

-5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

18.05%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.21%

19.71%

-0.50%

GVAL vs. OPPJ - Expense Ratio Comparison

GVAL has a 0.64% expense ratio, which is higher than OPPJ's 0.58% expense ratio.


Dividends

GVAL vs. OPPJ - Dividend Comparison

GVAL's dividend yield for the trailing twelve months is around 2.83%, more than OPPJ's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
OPPJ
WisdomTree Japan Opportunities ETF
1.50%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Frequently Asked Questions


GVAL and OPPJ have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GVAL has higher volatility (5.10%) compared to OPPJ (5.08%). In terms of maximum drawdown, GVAL dropped -46.82% vs OPPJ's -39.30%.

On 10-year performance, OPPJ leads with 17.36% vs 10.76% for GVAL. On fees, OPPJ is cheaper at 0.58% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OPPJ has performed better with a 17.36% return vs 10.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OPPJ is cheaper with a 0.58% expense ratio, compared with 0.64% for GVAL.

GVAL has the higher dividend yield at 2.83%, compared with 1.50% for OPPJ.

GVAL is categorized as Global Equities, while OPPJ is Japan Equities. They also come from different issuers: Cambria and WisdomTree. Their fees differ too: 0.64% for GVAL and 0.58% for OPPJ.

OPPJ currently has the higher Sharpe Ratio (3.33 vs 2.75), 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.

Portfolio Optimizer

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