ODDS vs. GVAL

Last updated Jun 13, 2026

ODDS (Pacer BlueStar Digital Entertainment ETF) and GVAL (Cambria Global Value ETF) are both exchange-traded funds - ODDS is a Technology Equities fund tracking the BlueStar Global Online Gambling, Video Gaming and eSports Index, while GVAL is a Global Equities fund actively managed by Cambria. ODDS is passively managed, while GVAL is actively managed. Over the past 3 years, ODDS returned 8.02%/yr vs 26.84%/yr for GVAL. A 0.57 correlation means they provide meaningful diversification when combined. ODDS charges 0.63%/yr vs 0.64%/yr for GVAL.

Performance

ODDS vs. GVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer BlueStar Digital Entertainment ETF (ODDS) 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, ODDS achieves a -13.22% return, which is significantly lower than GVAL's 16.63% return.

ODDS

• 1D: -0.73%
• 1M: 5.32%
• YTD: -13.22%
• 6M: -14.15%
• 1Y: -12.50%
• 3Y*: 8.02%
• 5Y*: —
• 10Y*: —

GVAL

• 1D: 1.47%
• 1M: 3.88%
• YTD: 16.63%
• 6M: 18.08%
• 1Y: 40.92%
• 3Y*: 26.84%
• 5Y*: 13.64%
• 10Y*: 11.46%

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

ODDS vs. GVAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ODDS Pacer BlueStar Digital Entertainment ETF	-13.22%	16.71%	27.61%	25.03%	-15.18%
GVAL Cambria Global Value ETF	16.63%	55.87%	2.59%	13.30%	-1.30%

Correlation

The correlation between ODDS and GVAL is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (All Time) Calculated using the full available price history since Apr 11, 2022	0.57

The correlation between ODDS and GVAL shifts across timeframes, from 0.44 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

ODDS vs. GVAL - Sectors Allocation Comparison

Sectors	ODDS	GVAL
Consumer Cyclical	49.9%	2.6%
Communication Services	44.0%	4.6%
Technology	6.1%	6.5%
Basic Materials	-	8.3%
Consumer Defensive	-	1.9%
Energy	-	7.7%
Financial Services	-	16.5%
Healthcare	-	-
Industrials	-	3.6%
Real Estate	-	6.9%
Utilities	-	4.0%

Return for Risk

ODDS vs. GVAL — Risk / Return Rank

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

ODDS

ODDS Risk / Return Rank: 5
ODDS Sharpe Ratio Rank: 4
ODDS Sortino Ratio Rank: 4
ODDS Omega Ratio Rank: 4
ODDS Calmar Ratio Rank: 6
ODDS Martin Ratio Rank: 6

GVAL

GVAL Risk / Return Rank: 84
GVAL Sharpe Ratio Rank: 90
GVAL Sortino Ratio Rank: 88
GVAL Omega Ratio Rank: 87
GVAL Calmar Ratio Rank: 77
GVAL Martin Ratio Rank: 79

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.

ODDS vs. GVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer BlueStar Digital Entertainment ETF (ODDS) 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.

	ODDS	GVAL	Difference
Sharpe ratio: Return per unit of total volatility	-0.68	2.64	-3.31
Sortino ratio: Return per unit of downside risk	-0.82	3.50	-4.32
Omega ratio: Gain probability vs. loss probability	0.90	1.47	-0.57
Calmar ratio: Return relative to maximum drawdown	-0.40	3.48	-3.88
Martin ratio: Return relative to average drawdown	-0.68	13.27	-13.95

ODDS vs. GVAL - Sharpe Ratio Comparison

The current ODDS Sharpe Ratio is -0.68, which is lower than the GVAL Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ODDS 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

ODDS vs. GVAL - Drawdown Comparison

The maximum ODDS drawdown since its inception was -35.09%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for ODDS and GVAL.

Drawdown Indicators

	ODDS	GVAL	Difference
Max Drawdown Largest peak-to-trough decline	-35.09%	-46.82%	+11.73%
Max Drawdown (1Y) Largest decline over 1 year	-35.09%	-11.50%	-23.59%
Max Drawdown (3Y) Largest decline over 3 years	-35.09%	-15.72%	-19.37%
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	-27.62%	0.00%	-27.62%
Average Drawdown Average peak-to-trough decline	-9.28%	-13.85%	+4.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.38%	3.02%	+17.36%

Volatility

ODDS vs. GVAL - Volatility Comparison

Pacer BlueStar Digital Entertainment ETF (ODDS) and Cambria Global Value ETF (GVAL) have volatilities of 5.93% and 6.00%, 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

	ODDS	GVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.93%	6.00%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	16.27%	13.40%	+2.87%
Volatility (1Y) Calculated over the trailing 1-year period	20.66%	15.18%	+5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.85%	18.56%	+6.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.85%	19.20%	+5.65%

ODDS vs. GVAL - Expense Ratio Comparison

ODDS has a 0.63% expense ratio, which is lower than GVAL's 0.64% expense ratio.

Dividends

ODDS vs. GVAL - Dividend Comparison

ODDS's dividend yield for the trailing twelve months is around 0.71%, less than GVAL's 2.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GVAL Cambria Global Value ETF	2.77%	2.93%	4.75%	6.12%	5.05%	2.97%	1.90%	2.84%	4.65%	2.00%	2.54%	2.11%
ODDS Pacer BlueStar Digital Entertainment ETF	0.71%	2.59%	0.56%	0.66%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ODDS and GVAL in my portfolio?

ODDS and GVAL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ODDS or GVAL?

GVAL has higher volatility (6.00%) compared to ODDS (5.93%). In terms of maximum drawdown, ODDS dropped -35.09% vs GVAL's -46.82%.

Which ETF is better, ODDS or GVAL?

On 3-year performance, GVAL leads with 26.84% vs 8.02% for ODDS. On fees, ODDS is cheaper at 0.63% 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, ODDS or GVAL?

Over the 3-year period, GVAL has performed better with a 26.84% return vs 8.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ODDS or GVAL?

ODDS is cheaper with a 0.63% expense ratio, compared with 0.64% for GVAL.

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

GVAL has the higher dividend yield at 2.77%, compared with 0.71% for ODDS.

What is the main difference between ODDS and GVAL?

ODDS is categorized as Technology Equities, while GVAL is Global Equities. They also come from different issuers: Pacer and Cambria. Their fees differ too: 0.63% for ODDS and 0.64% for GVAL.

Which has better risk-adjusted returns?

GVAL currently has the higher Sharpe Ratio (2.64 vs -0.68), 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.