WSGE vs. IMOM
WSGE (Warren Street Global Equity ETF) and IMOM (Alpha Architect International Quantitative Momentum ETF) are both exchange-traded funds - WSGE is a Global Equities fund actively managed by Alpha Architect, while IMOM is a Momentum fund actively managed by Alpha Architect. Both are actively managed. Their 0.79 correlation means they have sometimes moved together and sometimes differently. WSGE charges 0.80%/yr vs 0.38%/yr for IMOM.
Performance
WSGE vs. IMOM - Performance Comparison
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Returns By Period
In the year-to-date period, WSGE achieves a 11.90% return, which is significantly higher than IMOM's 6.07% return.
WSGE
- 1D
- 0.16%
- 1M
- 0.07%
- 6M
- 8.66%
- YTD
- 11.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IMOM
- 1D
- 1.01%
- 1M
- -5.82%
- 6M
- -2.57%
- YTD
- 6.07%
- 1Y
- 24.42%
- 3Y*
- 19.43%
- 5Y*
- 5.76%
- 10Y*
- 6.46%
- ALL TIME*
- 6.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $662.97K | $645.03K | $675.79K | |
| $11.25K | $8.63K | $43.18K |
WSGE vs. IMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WSGE Warren Street Global Equity ETF | 11.90% | 0.11% |
IMOM Alpha Architect International Quantitative Momentum ETF | 6.07% | 3.35% |
Correlation
The correlation between WSGE and IMOM is 0.79, 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 9, 2025 | 0.79 |
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Return for Risk
WSGE vs. IMOM — Risk / Return Rank
WSGE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IMOM
WSGE vs. IMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Warren Street Global Equity ETF (WSGE) and Alpha Architect International Quantitative Momentum ETF (IMOM). 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.
| WSGE | IMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.50 | — |
| Martin ratioReturn relative to average drawdown | — | 4.93 | — |
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Drawdowns
WSGE vs. IMOM - Drawdown Comparison
The maximum WSGE drawdown since its inception was -9.25%, smaller than the maximum IMOM drawdown of -45.74%. Use the drawdown chart below to compare losses from any high point for WSGE and IMOM.
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Drawdown Indicators
| WSGE | IMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -45.74% | +36.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.75% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.74% | — |
Current DrawdownCurrent decline from peak | -1.00% | -12.35% | +11.35% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -14.08% | +12.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.07% | — |
Volatility
WSGE vs. IMOM - Volatility Comparison
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Volatility by Period
| WSGE | IMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.90% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.66% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 22.00% | -6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 20.31% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 20.32% | -5.02% |
WSGE vs. IMOM - Expense Ratio Comparison
WSGE has a 0.80% expense ratio, which is higher than IMOM's 0.38% expense ratio.
Dividends
WSGE vs. IMOM - Dividend Comparison
WSGE's dividend yield for the trailing twelve months is around 0.24%, less than IMOM's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 2.38% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% |
WSGE Warren Street Global Equity ETF | 0.24% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WSGE and IMOM have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IMOM is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IMOM is cheaper with a 0.38% expense ratio, compared with 0.80% for WSGE.
IMOM has the higher dividend yield at 2.38%, compared with 0.24% for WSGE.
WSGE is categorized as Global Equities, while IMOM is Momentum. Their fees differ too: 0.80% for WSGE and 0.38% for IMOM.
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