CMDY vs GVAL

Comparison between ISHARES BLOOMBERG ROLL SELECT COMMODITY STRATEGY ETF (CMDY, ETF) and CAMBRIA GLOBAL VALUE ETF (GVAL, ETF).

5-Year PerformanceGVAL has outperformed CMDY, delivering a return of +15.6% compared to +10.1%

CMDY vs GVAL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CMDY(ETF)	GVAL(ETF)
Net Assets	$523M	$519M
Expense Ratio	0.28%	0.66%
Max Drawdown	33.81%	50.58%
Sharpe Ratio	1.43	1.92
5Y Beta	0.16	0.68
5Y Dividends CAGR	50.79%	28.78%

Net Assets

Winner

CMDY

$523M

GVAL

$519M

Expense Ratio

Winner

CMDY

0.28%

GVAL

0.66%

Max Drawdown

Winner

CMDY

33.81%

GVAL

50.58%

Sharpe Ratio

CMDY

1.43

Winner

GVAL

1.92

5Y Beta

Winner

CMDY

0.16

GVAL

0.68

5Y Dividends CAGR

Winner

CMDY

50.79%

GVAL

28.78%

CMDY vs GVAL - Historical Returns

Returns include dividend reinvestment.

Period	CMDY	GVAL
1 month	+5.24%	+0.11%
3 months	-0.07%	+5.85%
6 months	+13.71%	+11.40%
1 year	+29.93%	+37.47%
5 years(CAGR)	+10.07%	+15.62%
10 years(CAGR)	+7.68%	+11.14%
Max(CAGR)	+7.68%	+6.94%

Winner

CMDY

+5.24%

GVAL

+0.11%

CMDY

-0.07%

Winner

GVAL

+5.85%

Winner

CMDY

+13.71%

GVAL

+11.40%

CMDY

+29.93%

Winner

GVAL

+37.47%

5Y(CAGR)

CMDY

+10.07%

Winner

GVAL

+15.62%

10Y(CAGR)

CMDY

+7.68%

Winner

GVAL

+11.14%

Max(CAGR)

Winner

CMDY

+7.68%

GVAL

+6.94%

CMDY vs GVAL - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	CMDY	GVAL
2026	+21.77%	+18.62%
2025	+15.05%	+57.23%
2024	+5.97%	+3.68%
2023	-7.25%	+14.39%
2022	+13.73%	-8.72%
2021	+25.42%	+10.00%
2020	+0.99%	-9.89%
2019	+4.79%	+15.47%
2018	-11.10%	-15.91%
2017	N/A	+27.73%
2016	N/A	+18.62%
2015	N/A	-8.38%
2014	N/A	-19.20%

CMDY vs GVAL Drawdown Comparison

The maximum drawdown for CMDY was -31.20%, occurring on Mar 18, 2020. Recovery took 732 trading sessions.

The maximum drawdown for GVAL was -46.84%, occurring on Mar 18, 2020. Recovery took 1581 trading sessions.

The current CMDY drawdown is -6.64%. The current GVAL drawdown is -0.30%.

Rank	CMDY	GVAL
#1	-31.20% May 24, 2018 - Apr 22, 2021	-46.84% Jan 26, 2018 - May 9, 2024
#2	-26.56% Jun 7, 2022 - Jan 23, 2026	-37.79% Jun 10, 2014 - Jul 18, 2017
#3	-14.23% May 12, 2026 - Jun 24, 2026	-15.72% Mar 5, 2025 - May 13, 2025
#4	-10.71% Mar 8, 2022 - Apr 14, 2022	-11.50% Feb 25, 2026 - Apr 14, 2026
#5	-10.02% Oct 25, 2021 - Jan 26, 2022	-9.45% May 20, 2024 - Sep 24, 2024
#6	-7.73% Jan 29, 2026 - Mar 5, 2026	-9.19% Oct 7, 2024 - Feb 11, 2025
#7	-7.56% Apr 18, 2022 - Jun 6, 2022	-5.19% Sep 11, 2017 - Jan 2, 2018
#8	-5.77% Jul 29, 2021 - Sep 3, 2021	-4.86% Apr 9, 2014 - Jun 6, 2014
#9	-5.72% Jun 11, 2021 - Jul 22, 2021	-4.63% Jun 15, 2026 - Jun 26, 2026
#10	-4.67% Mar 18, 2026 - Apr 2, 2026	-4.52% Apr 17, 2026 - Jun 2, 2026
#11	-4.16% Apr 6, 2026 - Apr 27, 2026	-3.69% Jun 2, 2026 - Jun 12, 2026
#12	-3.79% Sep 15, 2021 - Sep 27, 2021	-3.14% Nov 12, 2025 - Dec 2, 2025
#13	-3.20% May 11, 2021 - Jun 1, 2021	-3.02% Oct 1, 2025 - Oct 23, 2025
#14	-2.63% May 4, 2026 - May 12, 2026	-2.63% Jul 25, 2025 - Aug 7, 2025
#15	-2.00% Mar 12, 2026 - Mar 18, 2026	-2.50% Aug 7, 2017 - Aug 25, 2017

Correlation

Correlation between CMDY and GVAL is 0.77 which considered as a strong positive correlation - the stocks tend to move together.

0.77

-101

Dividend Comparison (2014 - 2026)

CMDY vs GVAL dividend yield comparison.

Year	CMDY	GVAL
2026	0.00%	1.15%
2025	12.89%	2.93%
2024	4.23%	4.75%
2023	5.10%	6.12%
2022	3.98%	5.05%
2021	16.09%	2.97%
2020	0.15%	1.90%
2019	2.21%	2.84%
2018	1.73%	4.65%
2017	0.00%	2.00%
2016	0.00%	2.53%
2015	0.00%	2.11%
2014	0.00%	2.70%