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POWA vs. GAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POWA vs. GAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Pricing Power ETF (POWA) 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

In the year-to-date period, POWA achieves a -3.46% return, which is significantly lower than GAA's 6.98% return. Over the past 10 years, POWA has outperformed GAA with an annualized return of 10.17%, while GAA has yielded a comparatively lower 7.57% annualized return.


POWA

1D
0.05%
1M
-0.36%
YTD
-3.46%
6M
-4.44%
1Y
2.51%
3Y*
9.97%
5Y*
7.09%
10Y*
10.17%

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)

POWA vs. GAA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POWA
Invesco Bloomberg Pricing Power ETF
-3.46%11.71%13.18%10.58%-7.67%24.93%7.61%27.98%-3.96%21.52%
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 POWA and GAA is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.51

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

0.50

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

0.52

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

0.55

The correlation between POWA and GAA has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.

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Return for Risk

POWA vs. GAA — Risk / Return Rank

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

POWA
POWA Risk / Return Rank: 1111
Overall Rank
POWA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
POWA Sortino Ratio Rank: 1111
Sortino Ratio Rank
POWA Omega Ratio Rank: 1010
Omega Ratio Rank
POWA Calmar Ratio Rank: 1212
Calmar Ratio Rank
POWA Martin Ratio Rank: 1212
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.

POWA vs. GAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Pricing Power ETF (POWA) 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.


POWAGAADifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

1.04

1.35

-0.30

Calmar ratioReturn relative to maximum drawdown

0.26

3.10

-2.84

Martin ratioReturn relative to average drawdown

0.65

11.58

-10.93

POWA vs. GAA - Sharpe Ratio Comparison

The current POWA Sharpe Ratio is 0.21, which is lower than the GAA Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of POWA 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

POWA vs. GAA - Drawdown Comparison

The maximum POWA drawdown since its inception was -47.91%, which is greater than GAA's maximum drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for POWA and GAA.


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Drawdown Indicators


POWAGAADifference

Max Drawdown

Largest peak-to-trough decline

-47.91%

-26.57%

-21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-5.78%

-3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-15.00%

-7.18%

-7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

-18.47%

+0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-36.53%

-26.57%

-9.96%

Current Drawdown

Current decline from peak

-7.56%

-2.85%

-4.71%

Average Drawdown

Average peak-to-trough decline

-6.24%

-3.84%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

1.54%

+2.35%

Volatility

POWA vs. GAA - Volatility Comparison

The current volatility for Invesco Bloomberg Pricing Power ETF (POWA) is 3.15%, while Cambria Global Asset Allocation ETF (GAA) has a volatility of 3.96%. This indicates that POWA 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


POWAGAADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.96%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.98%

8.16%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

9.56%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

11.37%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

11.12%

+4.93%

POWA vs. GAA - Expense Ratio Comparison

POWA has a 0.40% expense ratio, which is lower than GAA's 0.41% expense ratio.


Dividends

POWA vs. GAA - Dividend Comparison

POWA's dividend yield for the trailing twelve months is around 0.97%, less 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%
POWA
Invesco Bloomberg Pricing Power ETF
0.97%0.94%0.79%1.60%1.48%1.06%1.34%1.16%1.39%1.63%2.18%3.31%

Frequently Asked Questions


POWA and GAA have a correlation of 0.52, 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 POWA (3.15%). In terms of maximum drawdown, POWA dropped -47.91% vs GAA's -26.57%.

On 10-year performance, POWA leads with 10.17% vs 7.57% for GAA. On fees, POWA is cheaper at 0.40% per year. On volatility, POWA has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, POWA has performed better with a 10.17% return vs 7.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

POWA is cheaper with a 0.40% expense ratio, compared with 0.41% for GAA.

GAA has the higher dividend yield at 3.67%, compared with 0.97% for POWA.

POWA is categorized as Large Cap Blend Equities, while GAA is Diversified Portfolio. They also come from different issuers: Invesco and Cambria. Their fees differ too: 0.40% for POWA and 0.41% for GAA.

GAA currently has the higher Sharpe Ratio (1.87 vs 0.21), 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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