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GYLD vs. GAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GYLD vs. GAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Dow Jones Global Yield ETF (GYLD) and Cambria Global Asset Allocation ETF (GAA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with GYLD having a 7.29% return and GAA slightly lower at 6.98%. Over the past 10 years, GYLD has underperformed GAA with an annualized return of 4.72%, while GAA has yielded a comparatively higher 7.57% annualized return.


GYLD

1D
-0.70%
1M
-1.41%
YTD
7.29%
6M
7.99%
1Y
16.25%
3Y*
15.08%
5Y*
6.08%
10Y*
4.72%

GAA

1D
-2.33%
1M
-1.58%
YTD
6.98%
6M
7.10%
1Y
17.83%
3Y*
13.29%
5Y*
6.12%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GYLD vs. GAA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GYLD
Arrow Dow Jones Global Yield ETF
7.29%19.85%3.83%10.36%-7.73%18.03%-11.17%13.29%-9.97%4.33%
GAA
Cambria Global Asset Allocation ETF
6.98%18.76%6.67%7.65%-8.47%11.17%9.11%15.12%-7.15%15.11%

Correlation

The correlation between GYLD and GAA is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.30

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

0.42

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

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2014

0.44

The correlation between GYLD and GAA shifts across timeframes, from 0.30 (3 years) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GYLD vs. GAA — Risk / Return Rank

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

GYLD
GYLD Risk / Return Rank: 5050
Overall Rank
GYLD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GYLD Sortino Ratio Rank: 4141
Sortino Ratio Rank
GYLD Omega Ratio Rank: 4040
Omega Ratio Rank
GYLD Calmar Ratio Rank: 7171
Calmar Ratio Rank
GYLD Martin Ratio Rank: 5757
Martin Ratio Rank

GAA
GAA Risk / Return Rank: 6262
Overall Rank
GAA Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GAA Sortino Ratio Rank: 5656
Sortino Ratio Rank
GAA Omega Ratio Rank: 6161
Omega Ratio Rank
GAA Calmar Ratio Rank: 6666
Calmar Ratio Rank
GAA Martin Ratio Rank: 6666
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.

GYLD vs. GAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Dow Jones Global Yield ETF (GYLD) and Cambria Global Asset Allocation ETF (GAA). 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.


GYLDGAADifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

3.36

3.10

+0.26

Martin ratioReturn relative to average drawdown

9.53

11.58

-2.05

GYLD vs. GAA - Sharpe Ratio Comparison

The current GYLD Sharpe Ratio is 1.32, which is comparable to the GAA Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of GYLD and GAA, 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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Drawdowns

GYLD vs. GAA - Drawdown Comparison

The maximum GYLD drawdown since its inception was -55.03%, which is greater than GAA's maximum drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for GYLD and GAA.


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Drawdown Indicators


GYLDGAADifference

Max Drawdown

Largest peak-to-trough decline

-55.03%

-26.57%

-28.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-5.78%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-8.37%

-7.18%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.37%

-18.47%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-47.89%

-26.57%

-21.32%

Current Drawdown

Current decline from peak

-2.28%

-2.85%

+0.57%

Average Drawdown

Average peak-to-trough decline

-14.36%

-3.84%

-10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.54%

+0.17%

Volatility

GYLD vs. GAA - Volatility Comparison

The current volatility for Arrow Dow Jones Global Yield ETF (GYLD) is 3.27%, while Cambria Global Asset Allocation ETF (GAA) has a volatility of 3.96%. This indicates that GYLD experiences smaller price fluctuations and is considered to be less risky than GAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GYLDGAADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.96%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

8.16%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

9.56%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

11.37%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

11.12%

+5.39%

GYLD vs. GAA - Expense Ratio Comparison

GYLD has a 0.75% expense ratio, which is higher than GAA's 0.41% expense ratio.


Dividends

GYLD vs. GAA - Dividend Comparison

GYLD's dividend yield for the trailing twelve months is around 7.55%, more than GAA's 3.67% yield.


PositionTTM20252024202320222021202020192018201720162015
GAA
Cambria Global Asset Allocation ETF
3.67%4.24%3.88%3.73%6.05%4.21%2.73%3.32%3.01%2.36%2.82%2.49%
GYLD
Arrow Dow Jones Global Yield ETF
7.55%8.43%12.90%7.13%4.64%5.50%7.42%5.83%8.17%6.78%7.29%10.35%

Frequently Asked Questions


GYLD and GAA have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GAA has higher volatility (3.96%) compared to GYLD (3.27%). In terms of maximum drawdown, GYLD dropped -55.03% vs GAA's -26.57%.

On 10-year performance, GAA leads with 7.57% vs 4.72% for GYLD. On fees, GAA is cheaper at 0.41% per year. On volatility, GYLD has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GAA has performed better with a 7.57% return vs 4.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GAA is cheaper with a 0.41% expense ratio, compared with 0.75% for GYLD.

GYLD has the higher dividend yield at 7.55%, compared with 3.67% for GAA.

They also come from different issuers: Arrow Funds and Cambria. Their fees differ too: 0.75% for GYLD and 0.41% for GAA.

GAA currently has the higher Sharpe Ratio (1.87 vs 1.32), 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

Find the right allocation for GYLD and GAA

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