XTR vs. VAMO
Compare and contrast key facts about Global X S&P 500 Tail Risk ETF (XTR) and Cambria Value and Momentum ETF (VAMO).
XTR and VAMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 Tail Risk Index. It was launched on Aug 25, 2021. VAMO is an actively managed fund by Cambria. It was launched on Sep 8, 2015.
Performance
XTR vs. VAMO - Performance Comparison
Loading graphics...
XTR vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XTR Global X S&P 500 Tail Risk ETF | -4.49% | 13.66% | 21.85% | 21.16% | -17.67% | 4.43% |
VAMO Cambria Value and Momentum ETF | 3.84% | 16.51% | 6.11% | 5.58% | 8.55% | 10.93% |
Returns By Period
In the year-to-date period, XTR achieves a -4.49% return, which is significantly lower than VAMO's 3.84% return.
XTR
- 1D
- 0.55%
- 1M
- -4.87%
- YTD
- -4.49%
- 6M
- -3.05%
- 1Y
- 13.75%
- 3Y*
- 15.06%
- 5Y*
- —
- 10Y*
- —
VAMO
- 1D
- -0.28%
- 1M
- 0.18%
- YTD
- 3.84%
- 6M
- 6.46%
- 1Y
- 22.03%
- 3Y*
- 13.40%
- 5Y*
- 9.57%
- 10Y*
- 5.47%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XTR vs. VAMO - Expense Ratio Comparison
XTR has a 0.25% expense ratio, which is lower than VAMO's 0.65% expense ratio.
Return for Risk
XTR vs. VAMO — Risk / Return Rank
XTR
VAMO
XTR vs. VAMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Tail Risk ETF (XTR) and Cambria Value and Momentum ETF (VAMO). 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.
| XTR | VAMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.94 | -0.89 |
Sortino ratioReturn per unit of downside risk | 1.53 | 2.80 | -1.27 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 4.00 | -2.35 |
Martin ratioReturn relative to average drawdown | 6.30 | 13.00 | -6.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XTR | VAMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.94 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.25 | +0.27 |
Correlation
The correlation between XTR and VAMO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XTR vs. VAMO - Dividend Comparison
XTR's dividend yield for the trailing twelve months is around 18.66%, more than VAMO's 0.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTR Global X S&P 500 Tail Risk ETF | 18.66% | 17.82% | 20.89% | 1.09% | 1.08% | 2.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VAMO Cambria Value and Momentum ETF | 0.63% | 1.41% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Drawdowns
XTR vs. VAMO - Drawdown Comparison
The maximum XTR drawdown since its inception was -20.83%, smaller than the maximum VAMO drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for XTR and VAMO.
Loading graphics...
Drawdown Indicators
| XTR | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.83% | -41.84% | +21.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -5.55% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.84% | — |
Current DrawdownCurrent decline from peak | -6.17% | -2.11% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -10.10% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.71% | +0.52% |
Volatility
XTR vs. VAMO - Volatility Comparison
Global X S&P 500 Tail Risk ETF (XTR) has a higher volatility of 4.24% compared to Cambria Value and Momentum ETF (VAMO) at 2.97%. This indicates that XTR's price experiences larger fluctuations and is considered to be riskier than VAMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XTR | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 2.97% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 8.76% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 11.39% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 17.89% | -4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.87% | 18.08% | -4.21% |