MFUT vs. BLDG

Last updated Jun 3, 2026

MFUT (Cambria Chesapeake Pure Trend ETF) and BLDG (Cambria Global Real Estate ETF) are both exchange-traded funds - MFUT is a Systematic Trend fund actively managed by Cambria, while BLDG is a REIT fund actively managed by Cambria. Both are actively managed. Over the past year, MFUT returned 37.88% vs 11.71% for BLDG. At a 0.14 correlation, their price movements are largely independent. MFUT charges 1.18%/yr vs 0.59%/yr for BLDG.

Performance

MFUT vs. BLDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Chesapeake Pure Trend ETF (MFUT) and Cambria Global Real Estate ETF (BLDG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MFUT achieves a 21.83% return, which is significantly higher than BLDG's 6.95% return.

MFUT

• 1D: 0.68%
• 1M: 4.73%
• YTD: 21.83%
• 6M: 25.28%
• 1Y: 37.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLDG

• 1D: 0.50%
• 1M: 0.07%
• YTD: 6.95%
• 6M: 5.89%
• 1Y: 11.71%
• 3Y*: 9.07%
• 5Y*: 2.55%
• 10Y*: —

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

MFUT vs. BLDG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MFUT Cambria Chesapeake Pure Trend ETF	21.83%	-1.83%	-16.68%
BLDG Cambria Global Real Estate ETF	6.95%	4.26%	13.53%

Correlation

The correlation between MFUT and BLDG is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.14

Return for Risk

MFUT vs. BLDG — Risk / Return Rank

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

MFUT

MFUT Risk / Return Rank: 76
MFUT Sharpe Ratio Rank: 79
MFUT Sortino Ratio Rank: 69
MFUT Omega Ratio Rank: 84
MFUT Calmar Ratio Rank: 79
MFUT Martin Ratio Rank: 70

BLDG

BLDG Risk / Return Rank: 27
BLDG Sharpe Ratio Rank: 29
BLDG Sortino Ratio Rank: 28
BLDG Omega Ratio Rank: 27
BLDG Calmar Ratio Rank: 24
BLDG Martin Ratio Rank: 28

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.

MFUT vs. BLDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Chesapeake Pure Trend ETF (MFUT) and Cambria Global Real Estate ETF (BLDG). 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.

	MFUT	BLDG	Difference
Sharpe ratio Return per unit of total volatility	2.63	1.07	+1.56
Sortino ratio Return per unit of downside risk	3.21	1.53	+1.68
Omega ratio Gain probability vs. loss probability	1.52	1.18	+0.34
Calmar ratio Return relative to maximum drawdown	4.14	1.18	+2.96
Martin ratio Return relative to average drawdown	13.41	4.18	+9.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MFUT vs. BLDG - Sharpe Ratio Comparison

The current MFUT Sharpe Ratio is 2.63, which is higher than the BLDG Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of MFUT and BLDG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MFUT	BLDG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	1.07	+1.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.46	-0.47

Drawdowns

MFUT vs. BLDG - Drawdown Comparison

The maximum MFUT drawdown since its inception was -29.28%, which is greater than BLDG's maximum drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for MFUT and BLDG.

Drawdown Indicators

	MFUT	BLDG	Difference
Max Drawdown Largest peak-to-trough decline	-29.28%	-27.25%	-2.03%
Max Drawdown (1Y) Largest decline over 1 year	-9.23%	-10.08%	+0.85%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.25%	—
Current Drawdown Current decline from peak	-1.01%	-1.85%	+0.84%
Average Drawdown Average peak-to-trough decline	-16.63%	-9.23%	-7.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	2.85%	0.00%

Volatility

MFUT vs. BLDG - Volatility Comparison

Cambria Chesapeake Pure Trend ETF (MFUT) and Cambria Global Real Estate ETF (BLDG) have volatilities of 3.55% and 3.62%, 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

	MFUT	BLDG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	3.62%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	12.65%	8.20%	+4.45%
Volatility (1Y) Calculated over the trailing 1-year period	14.47%	11.03%	+3.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.39%	15.26%	-1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.39%	15.54%	-2.15%

MFUT vs. BLDG - Expense Ratio Comparison

MFUT has a 1.18% expense ratio, which is higher than BLDG's 0.59% expense ratio.

Dividends

MFUT vs. BLDG - Dividend Comparison

MFUT has not paid dividends to shareholders, while BLDG's dividend yield for the trailing twelve months is around 5.67%.

Position	TTM	2025	2024	2023	2022	2021	2020
BLDG Cambria Global Real Estate ETF	5.67%	7.46%	7.97%	4.99%	3.99%	10.40%	0.59%
MFUT Cambria Chesapeake Pure Trend ETF	0.00%	0.00%	0.33%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MFUT and BLDG in my portfolio?

MFUT and BLDG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MFUT or BLDG?

BLDG has higher volatility (3.62%) compared to MFUT (3.55%). In terms of maximum drawdown, MFUT dropped -29.28% vs BLDG's -27.25%.

Which ETF is better, MFUT or BLDG?

On 1-year performance, MFUT leads with 37.88% vs 11.71% for BLDG. On fees, BLDG is cheaper at 0.59% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MFUT or BLDG?

Over the 1-year period, MFUT has performed better with a 37.88% return vs 11.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MFUT or BLDG?

BLDG is cheaper with a 0.59% expense ratio, compared with 1.18% for MFUT.

Which ETF pays a higher dividend yield, MFUT or BLDG?

BLDG has the higher dividend yield at 5.67%, compared with 0.00% for MFUT.

What is the main difference between MFUT and BLDG?

MFUT is categorized as Systematic Trend, while BLDG is REIT. Their fees differ too: 1.18% for MFUT and 0.59% for BLDG.

Which has better risk-adjusted returns?

MFUT currently has the higher Sharpe Ratio (2.63 vs 1.07), 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.