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OPPJ vs. GVAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPPJ vs. GVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Opportunities ETF (OPPJ) and Cambria Global Value ETF (GVAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OPPJ achieves a 26.18% return, which is significantly higher than GVAL's 15.81% return. Over the past 10 years, OPPJ has outperformed GVAL with an annualized return of 17.36%, while GVAL has yielded a comparatively lower 10.90% annualized return.


OPPJ

1D
1.11%
1M
2.92%
YTD
26.18%
6M
32.46%
1Y
64.28%
3Y*
34.92%
5Y*
25.56%
10Y*
17.36%

GVAL

1D
1.17%
1M
3.68%
YTD
15.81%
6M
17.36%
1Y
41.82%
3Y*
26.94%
5Y*
13.60%
10Y*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OPPJ vs. GVAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPJ
WisdomTree Japan Opportunities ETF
26.18%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%
GVAL
Cambria Global Value ETF
15.81%55.87%2.59%13.30%-7.98%10.70%-8.51%17.24%-14.30%29.50%

Correlation

The correlation between OPPJ and GVAL 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

0.36

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

0.40

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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2014

0.45

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Return for Risk

OPPJ vs. GVAL — Risk / Return Rank

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

OPPJ
OPPJ Risk / Return Rank: 9191
Overall Rank
OPPJ Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9191
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 8787
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9393
Martin Ratio Rank

GVAL
GVAL Risk / Return Rank: 8181
Overall Rank
GVAL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
GVAL Sortino Ratio Rank: 8585
Sortino Ratio Rank
GVAL Omega Ratio Rank: 8585
Omega Ratio Rank
GVAL Calmar Ratio Rank: 7474
Calmar Ratio Rank
GVAL Martin Ratio Rank: 7575
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.

OPPJ vs. GVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Opportunities ETF (OPPJ) 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.


OPPJGVALDifference

Sharpe ratio

Return per unit of total volatility

3.29

2.91

+0.38

Sortino ratio

Return per unit of downside risk

4.31

3.83

+0.48

Omega ratio

Gain probability vs. loss probability

1.55

1.52

+0.02

Calmar ratio

Return relative to maximum drawdown

6.70

3.75

+2.95

Martin ratio

Return relative to average drawdown

24.26

14.46

+9.80

OPPJ vs. GVAL - Sharpe Ratio Comparison

The current OPPJ Sharpe Ratio is 3.29, which is comparable to the GVAL Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of OPPJ 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.


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Sharpe Ratios by Period


OPPJGVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.29

2.91

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

0.74

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.57

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.36

+0.40

Drawdowns

OPPJ vs. GVAL - Drawdown Comparison

The maximum OPPJ drawdown since its inception was -39.30%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for OPPJ and GVAL.


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Drawdown Indicators


OPPJGVALDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-46.82%

+7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-11.50%

+1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-15.72%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-30.83%

+14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-46.82%

+7.52%

Current Drawdown

Current decline from peak

-4.25%

0.00%

-4.25%

Average Drawdown

Average peak-to-trough decline

-6.49%

-13.88%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.98%

-0.27%

Volatility

OPPJ vs. GVAL - Volatility Comparison

WisdomTree Japan Opportunities ETF (OPPJ) and Cambria Global Value ETF (GVAL) have volatilities of 5.08% and 5.08%, 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.


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Volatility by Period


OPPJGVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

5.08%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.43%

12.64%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.65%

14.48%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

18.46%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

19.21%

+0.50%

OPPJ vs. GVAL - Expense Ratio Comparison

OPPJ has a 0.58% expense ratio, which is lower than GVAL's 0.64% expense ratio.


Dividends

OPPJ vs. GVAL - Dividend Comparison

OPPJ's dividend yield for the trailing twelve months is around 1.50%, less than GVAL's 2.79% yield.


PositionTTM20252024202320222021202020192018201720162015
GVAL
Cambria Global Value ETF
2.79%2.93%4.75%6.12%5.05%2.97%1.90%2.84%4.65%2.00%2.54%2.11%
OPPJ
WisdomTree Japan Opportunities ETF
1.50%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Frequently Asked Questions


OPPJ and GVAL 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 (5.08%) compared to OPPJ (5.08%). In terms of maximum drawdown, OPPJ dropped -39.30% vs GVAL's -46.82%.

On 10-year performance, OPPJ leads with 17.36% vs 10.90% for GVAL. On fees, OPPJ is cheaper at 0.58% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OPPJ has performed better with a 17.36% return vs 10.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OPPJ is cheaper with a 0.58% expense ratio, compared with 0.64% for GVAL.

GVAL has the higher dividend yield at 2.79%, compared with 1.50% for OPPJ.

OPPJ is categorized as Japan Equities, while GVAL is Global Equities. They also come from different issuers: WisdomTree and Cambria. Their fees differ too: 0.58% for OPPJ and 0.64% for GVAL.

OPPJ currently has the higher Sharpe Ratio (3.29 vs 2.91), 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

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