GVAL vs. WBIG
GVAL (Cambria Global Value ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. Both are actively managed. Over the past 10 years, GVAL returned 10.76%/yr vs 3.82%/yr for WBIG. At a 0.50 correlation, their price movements are largely independent. GVAL charges 0.64%/yr vs 1.14%/yr for WBIG.
Performance
GVAL vs. WBIG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GVAL achieves a 14.37% return, which is significantly higher than WBIG's 8.66% return. Over the past 10 years, GVAL has outperformed WBIG with an annualized return of 10.76%, while WBIG has yielded a comparatively lower 3.82% 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%
WBIG
- 1D
- -0.94%
- 1M
- 3.95%
- YTD
- 8.66%
- 6M
- 7.77%
- 1Y
- 19.57%
- 3Y*
- 6.22%
- 5Y*
- 0.62%
- 10Y*
- 3.82%
GVAL vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WBIG WBI BullBear Yield 3000 ETF | 8.66% | -0.39% | 5.87% | -2.68% | -7.68% | 16.04% | -3.30% | 6.85% | -8.46% | 25.62% |
Correlation
The correlation between GVAL and WBIG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2014 | 0.50 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GVAL vs. WBIG — Risk / Return Rank
GVAL
WBIG
GVAL vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and WBI BullBear Yield 3000 ETF (WBIG). 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.
| GVAL | WBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.37 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 3.88 | -0.41 |
| Martin ratioReturn relative to average drawdown | 13.33 | 12.22 | +1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GVAL | WBIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.75 | 1.99 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.05 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.33 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.15 | +0.20 |
Drawdowns
GVAL vs. WBIG - Drawdown Comparison
The maximum GVAL drawdown since its inception was -46.82%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for GVAL and WBIG.
Loading charts...
Drawdown Indicators
| GVAL | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.82% | -25.32% | -21.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -5.06% | -6.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -20.20% | +4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -25.32% | -5.51% |
Max Drawdown (10Y)Largest decline over 10 years | -46.82% | -25.32% | -21.50% |
Current DrawdownCurrent decline from peak | -1.24% | -4.84% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -13.88% | -10.92% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 1.61% | +1.38% |
Volatility
GVAL vs. WBIG - Volatility Comparison
Cambria Global Value ETF (GVAL) has a higher volatility of 5.10% compared to WBI BullBear Yield 3000 ETF (WBIG) at 3.43%. This indicates that GVAL's price experiences larger fluctuations and is considered to be riskier than WBIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GVAL | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 3.43% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 6.58% | +6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 9.89% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 12.05% | +6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.21% | 11.55% | +7.66% |
GVAL vs. WBIG - Expense Ratio Comparison
GVAL has a 0.64% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
GVAL vs. WBIG - Dividend Comparison
GVAL's dividend yield for the trailing twelve months is around 2.83%, more than WBIG's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WBIG WBI BullBear Yield 3000 ETF | 1.21% | 1.74% | 2.05% | 1.74% | 1.29% | 2.94% | 0.90% | 1.87% | 1.20% | 1.27% | 0.96% | 1.41% |
Frequently Asked Questions
GVAL and WBIG have a correlation of 0.45, 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 WBIG (3.43%). In terms of maximum drawdown, GVAL dropped -46.82% vs WBIG's -25.32%.
On 10-year performance, GVAL leads with 10.76% vs 3.82% for WBIG. On fees, GVAL is cheaper at 0.64% per year. On volatility, WBIG has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, GVAL has performed better with a 10.76% return vs 3.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GVAL is cheaper with a 0.64% expense ratio, compared with 1.14% for WBIG.
GVAL has the higher dividend yield at 2.83%, compared with 1.21% for WBIG.
They also come from different issuers: Cambria and WBI. Their fees differ too: 0.64% for GVAL and 1.14% for WBIG.
GVAL currently has the higher Sharpe Ratio (2.75 vs 1.99), 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.
Find the right allocation for GVAL and WBIG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer