USEW vs. GMOM
USEW (Cambria U.S. Equal Weight ETF) and GMOM (Cambria Global Momentum ETF) are both exchange-traded funds - USEW is a Large Cap Blend Equities fund actively managed by Cambria, while GMOM is a Momentum fund actively managed by Cambria. Both are actively managed. Their 0.68 correlation means they have sometimes moved together and sometimes differently. USEW charges 0.25%/yr vs 0.96%/yr for GMOM.
Performance
USEW vs. GMOM - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with USEW having a 10.04% return and GMOM slightly higher at 10.11%.
USEW
- 1D
- 0.35%
- 1M
- -0.25%
- 6M
- 8.48%
- YTD
- 10.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GMOM
- 1D
- -0.01%
- 1M
- 3.87%
- 6M
- 2.59%
- YTD
- 10.11%
- 1Y
- 25.71%
- 3Y*
- 11.80%
- 5Y*
- 7.70%
- 10Y*
- 7.09%
- ALL TIME*
- 5.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $399.63K | $320.17K | $293.32K | |
| $102.18K | $54.00K | $27.30K |
USEW vs. GMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USEW Cambria U.S. Equal Weight ETF | 10.04% | 0.51% |
GMOM Cambria Global Momentum ETF | 10.11% | 2.00% |
Correlation
The correlation between USEW and GMOM is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 18, 2025 | 0.68 |
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Return for Risk
USEW vs. GMOM — Risk / Return Rank
USEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GMOM
USEW vs. GMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria U.S. Equal Weight ETF (USEW) and Cambria Global Momentum ETF (GMOM). 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.
| USEW | GMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.68 | — |
| Martin ratioReturn relative to average drawdown | — | 8.08 | — |
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Drawdowns
USEW vs. GMOM - Drawdown Comparison
The maximum USEW drawdown since its inception was -7.85%, smaller than the maximum GMOM drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for USEW and GMOM.
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Drawdown Indicators
| USEW | GMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.85% | -25.03% | +17.18% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.57% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.73% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.16% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.03% | — |
Current DrawdownCurrent decline from peak | -0.88% | -3.35% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -7.77% | +6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.17% | — |
Volatility
USEW vs. GMOM - Volatility Comparison
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Volatility by Period
| USEW | GMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.35% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.89% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 14.71% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 14.37% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.42% | 12.94% | -0.52% |
USEW vs. GMOM - Expense Ratio Comparison
USEW has a 0.25% expense ratio, which is lower than GMOM's 0.96% expense ratio.
Dividends
USEW vs. GMOM - Dividend Comparison
USEW's dividend yield for the trailing twelve months is around 0.55%, less than GMOM's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 1.48% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
USEW Cambria U.S. Equal Weight ETF | 0.55% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USEW and GMOM have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USEW is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USEW is cheaper with a 0.25% expense ratio, compared with 0.96% for GMOM.
GMOM has the higher dividend yield at 1.48%, compared with 0.55% for USEW.
USEW is categorized as Large Cap Blend Equities, while GMOM is Momentum. Their fees differ too: 0.25% for USEW and 0.96% for GMOM.
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