WSGE vs. VMOT
WSGE (Warren Street Global Equity ETF) and VMOT (Alpha Architect Value Momentum Trend ETF) are both exchange-traded funds - WSGE is a Global Equities fund actively managed by Alpha Architect, while VMOT is a Momentum fund tracking the Alpha Architect Value Momentum Trend Index. WSGE is actively managed, while VMOT is passively managed. Their correlation of 0.87 means they have usually moved in the same direction. WSGE charges 0.80%/yr vs 1.75%/yr for VMOT.
Performance
WSGE vs. VMOT - 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 VMOT's 13.65% return.
WSGE
- 1D
- 0.16%
- 1M
- 0.07%
- 6M
- 8.66%
- YTD
- 11.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
VMOT
- 1D
- -0.50%
- 1M
- -0.23%
- 6M
- 6.63%
- YTD
- 13.65%
- 1Y
- 28.67%
- 3Y*
- 16.05%
- 5Y*
- 6.37%
- 10Y*
- —
- ALL TIME*
- 4.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $67.44K | $51.51K | $70.29K | |
| $11.25K | $8.63K | $43.18K |
WSGE vs. VMOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WSGE Warren Street Global Equity ETF | 11.90% | 0.11% |
VMOT Alpha Architect Value Momentum Trend ETF | 13.65% | 2.22% |
Correlation
The correlation between WSGE and VMOT is 0.87, 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 | 0.87 |
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Return for Risk
WSGE vs. VMOT — Risk / Return Rank
WSGE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VMOT
WSGE vs. VMOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Warren Street Global Equity ETF (WSGE) and Alpha Architect Value Momentum Trend ETF (VMOT). 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 | VMOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.61 | — |
| Martin ratioReturn relative to average drawdown | — | 9.78 | — |
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Drawdowns
WSGE vs. VMOT - Drawdown Comparison
The maximum WSGE drawdown since its inception was -9.25%, smaller than the maximum VMOT drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for WSGE and VMOT.
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Drawdown Indicators
| WSGE | VMOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -34.71% | +25.46% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.85% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.23% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.73% | — |
Current DrawdownCurrent decline from peak | -1.00% | -3.64% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -13.14% | +11.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.90% | — |
Volatility
WSGE vs. VMOT - Volatility Comparison
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Volatility by Period
| WSGE | VMOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.03% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.94% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 16.15% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 15.74% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 14.94% | +0.36% |
WSGE vs. VMOT - Expense Ratio Comparison
WSGE has a 0.80% expense ratio, which is lower than VMOT's 1.75% expense ratio.
Dividends
WSGE vs. VMOT - Dividend Comparison
WSGE's dividend yield for the trailing twelve months is around 0.24%, less than VMOT's 1.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 1.81% | 2.05% | 2.54% | 4.13% | 2.24% | 0.82% | 0.00% | 1.76% | 0.93% | 0.81% |
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% |
Frequently Asked Questions
WSGE and VMOT have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WSGE is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WSGE is cheaper with a 0.80% expense ratio, compared with 1.75% for VMOT.
VMOT has the higher dividend yield at 1.81%, compared with 0.24% for WSGE.
WSGE is categorized as Global Equities, while VMOT is Momentum. Their fees differ too: 0.80% for WSGE and 1.75% for VMOT.
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