WSGE vs. QMOM
WSGE (Warren Street Global Equity ETF) and QMOM (Alpha Architect U.S. Quantitative Momentum ETF) are both exchange-traded funds - WSGE is a Global Equities fund actively managed by Alpha Architect, while QMOM is a Momentum fund actively managed by Alpha Architect. Both are actively managed. Their correlation of 0.80 means they have usually moved in the same direction. WSGE charges 0.80%/yr vs 0.28%/yr for QMOM.
Performance
WSGE vs. QMOM - Performance Comparison
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Returns By Period
In the year-to-date period, WSGE achieves a 11.90% return, which is significantly lower than QMOM's 12.94% return.
WSGE
- 1D
- 0.16%
- 1M
- 0.07%
- 6M
- 8.66%
- YTD
- 11.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QMOM
- 1D
- -0.42%
- 1M
- -2.80%
- 6M
- 8.63%
- YTD
- 12.94%
- 1Y
- 17.87%
- 3Y*
- 17.31%
- 5Y*
- 9.60%
- 10Y*
- 12.30%
- ALL TIME*
- 12.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.43M | $1.49M | $2.25M | |
| $11.25K | $8.63K | $43.18K |
WSGE vs. QMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WSGE Warren Street Global Equity ETF | 11.90% | 0.11% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 12.94% | -0.21% |
Correlation
The correlation between WSGE and QMOM is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025 | 0.80 |
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Return for Risk
WSGE vs. QMOM — Risk / Return Rank
WSGE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QMOM
WSGE vs. QMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Warren Street Global Equity ETF (WSGE) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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 | QMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.13 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.27 | — |
| Martin ratioReturn relative to average drawdown | — | 3.80 | — |
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Drawdowns
WSGE vs. QMOM - Drawdown Comparison
The maximum WSGE drawdown since its inception was -9.25%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for WSGE and QMOM.
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Drawdown Indicators
| WSGE | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -39.13% | +29.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.76% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.13% | — |
Current DrawdownCurrent decline from peak | -1.00% | -9.73% | +8.73% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -12.83% | +11.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.26% | — |
Volatility
WSGE vs. QMOM - Volatility Comparison
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Volatility by Period
| WSGE | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.59% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 22.16% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 25.74% | -10.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 24.46% | -9.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 26.72% | -11.42% |
WSGE vs. QMOM - Expense Ratio Comparison
WSGE has a 0.80% expense ratio, which is higher than QMOM's 0.28% expense ratio.
Dividends
WSGE vs. QMOM - Dividend Comparison
WSGE's dividend yield for the trailing twelve months is around 0.24%, less than QMOM's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.48% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% |
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 QMOM have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QMOM is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QMOM is cheaper with a 0.28% expense ratio, compared with 0.80% for WSGE.
QMOM has the higher dividend yield at 0.48%, compared with 0.24% for WSGE.
WSGE is categorized as Global Equities, while QMOM is Momentum. Their fees differ too: 0.80% for WSGE and 0.28% for QMOM.
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