IDME vs. GVAL

Last updated Jun 24, 2026

IDME (Aptus International Drawdown Managed Equity ETF) and GVAL (Cambria Global Value ETF) are both Global Equities funds. Both are actively managed. Over the past 3 years, IDME returned 17.49%/yr vs 27.44%/yr for GVAL. A 0.79 correlation means they provide meaningful diversification when combined. IDME charges 0.65%/yr vs 0.64%/yr for GVAL.

Performance

IDME vs. GVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus International Drawdown Managed Equity ETF (IDME) and Cambria Global Value ETF (GVAL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDME achieves a 14.34% return, which is significantly lower than GVAL's 17.40% return.

IDME

• 1D: -2.69%
• 1M: 0.48%
• YTD: 14.34%
• 6M: 14.11%
• 1Y: 31.78%
• 3Y*: 17.49%
• 5Y*: —
• 10Y*: —

GVAL

• 1D: -1.91%
• 1M: 4.28%
• YTD: 17.40%
• 6M: 17.33%
• 1Y: 43.62%
• 3Y*: 27.44%
• 5Y*: 14.14%
• 10Y*: 11.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDME vs. GVAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IDME Aptus International Drawdown Managed Equity ETF	14.34%	27.53%	6.12%	9.07%	-19.79%	-1.16%
GVAL Cambria Global Value ETF	17.40%	55.87%	2.59%	13.30%	-7.98%	2.94%

Correlation

The correlation between IDME and GVAL is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021	0.79

The correlation between IDME and GVAL has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

IDME vs. GVAL - Sectors Allocation Comparison

Sectors	IDME	GVAL
Financial Services	19.2%	16.9%
Industrials	13.8%	3.6%
Consumer Cyclical	11.1%	2.7%
Technology	9.9%	9.4%
Healthcare	9.6%	-
Consumer Defensive	8.4%	1.8%
Basic Materials	8.1%	7.7%
Energy	5.6%	6.8%
Communication Services	5.4%	4.3%
Real Estate	3.2%	6.2%
Utilities	3.0%	3.7%

Return for Risk

IDME vs. GVAL — Risk / Return Rank

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

IDME

IDME Risk / Return Rank: 63
IDME Sharpe Ratio Rank: 64
IDME Sortino Ratio Rank: 62
IDME Omega Ratio Rank: 65
IDME Calmar Ratio Rank: 61
IDME Martin Ratio Rank: 65

GVAL

GVAL Risk / Return Rank: 84
GVAL Sharpe Ratio Rank: 89
GVAL Sortino Ratio Rank: 87
GVAL Omega Ratio Rank: 86
GVAL Calmar Ratio Rank: 78
GVAL Martin Ratio Rank: 78

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.

IDME vs. GVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Cambria Global Value ETF (GVAL). 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.

	IDME	GVAL	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.82	-0.87
Sortino ratio: Return per unit of downside risk	2.67	3.72	-1.05
Omega ratio: Gain probability vs. loss probability	1.36	1.50	-0.14
Calmar ratio: Return relative to maximum drawdown	2.79	3.81	-1.02
Martin ratio: Return relative to average drawdown	10.92	14.52	-3.60

IDME vs. GVAL - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 1.94, which is lower than the GVAL Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of IDME and GVAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDME vs. GVAL - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for IDME and GVAL.

Drawdown Indicators

	IDME	GVAL	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-46.82%	+17.62%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-11.50%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	-15.72%	+2.84%
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	-2.69%	-2.31%	-0.38%
Average Drawdown Average peak-to-trough decline	-11.06%	-13.82%	+2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	3.01%	-0.09%

Volatility

IDME vs. GVAL - Volatility Comparison

Aptus International Drawdown Managed Equity ETF (IDME) and Cambria Global Value ETF (GVAL) have volatilities of 6.55% and 6.37%, 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.

Volatility by Period

	IDME	GVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.55%	6.37%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	14.22%	13.81%	+0.41%
Volatility (1Y) Calculated over the trailing 1-year period	16.44%	15.55%	+0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.80%	18.60%	-3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	19.00%	-4.20%

IDME vs. GVAL - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is higher than GVAL's 0.64% expense ratio.

Dividends

IDME vs. GVAL - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 5.06%, more than GVAL's 2.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GVAL Cambria Global Value ETF	2.43%	2.93%	4.75%	6.12%	5.05%	2.97%	1.90%	2.84%	4.65%	2.00%	2.54%	2.11%
IDME Aptus International Drawdown Managed Equity ETF	5.06%	4.90%	5.64%	3.71%	2.62%	1.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDME and GVAL in my portfolio?

IDME and GVAL have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDME or GVAL?

IDME has higher volatility (6.55%) compared to GVAL (6.37%). In terms of maximum drawdown, IDME dropped -29.20% vs GVAL's -46.82%.

Which ETF is better, IDME or GVAL?

On 3-year performance, GVAL leads with 27.44% vs 17.49% for IDME. On fees, GVAL is cheaper at 0.64% per year. On volatility, GVAL has been the lower-risk option at 6.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDME or GVAL?

Over the 3-year period, GVAL has performed better with a 27.44% return vs 17.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDME or GVAL?

GVAL is cheaper with a 0.64% expense ratio, compared with 0.65% for IDME.

Which ETF pays a higher dividend yield, IDME or GVAL?

IDME has the higher dividend yield at 5.06%, compared with 2.43% for GVAL.

What is the main difference between IDME and GVAL?

They also come from different issuers: Aptus Capital Advisors and Cambria. Their fees differ too: 0.65% for IDME and 0.64% for GVAL.

Which has better risk-adjusted returns?

GVAL currently has the higher Sharpe Ratio (2.82 vs 1.94), 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.