EJUL vs GMOM

Comparison between Innovator Emerging Markets Power Buffer ETF July (EJUL, ETF) and CAMBRIA GLOBAL MOMENTUM ETF (GMOM, ETF).

5-Year PerformanceGMOM has outperformed EJUL, delivering a return of +6.4% compared to +3.0%

EJUL vs GMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EJUL(ETF)	GMOM(ETF)
Net Assets	$140M	$140M
Expense Ratio	0.89%	1.01%
Max Drawdown	21.61%	28.28%
Sharpe Ratio	1.74	1.44
5Y Beta	0.37	0.64
5Y Dividends CAGR	N/A	26.67%

Net Assets

EJUL

$140M

GMOM

$140M

Expense Ratio

Winner

EJUL

0.89%

GMOM

1.01%

Max Drawdown

Winner

EJUL

21.61%

GMOM

28.28%

Sharpe Ratio

Winner

EJUL

1.74

GMOM

1.44

5Y Beta

Winner

EJUL

0.37

GMOM

0.64

5Y Dividends CAGR

EJUL

N/A

GMOM

26.67%

EJUL vs GMOM - Historical Returns

Returns include dividend reinvestment.

Period	EJUL	GMOM
1 month	+0.28%	-2.58%
3 months	+3.49%	-0.37%
6 months	+5.69%	+10.46%
1 year	+16.94%	+25.77%
5 years(CAGR)	+2.98%	+6.40%
10 years(CAGR)	N/A	+7.29%
Max(CAGR)	+3.02%	+5.76%

Winner

EJUL

+0.28%

GMOM

-2.58%

Winner

EJUL

+3.49%

GMOM

-0.37%

EJUL

+5.69%

Winner

GMOM

+10.46%

EJUL

+16.94%

Winner

GMOM

+25.77%

5Y(CAGR)

EJUL

+2.98%

Winner

GMOM

+6.40%

10Y(CAGR)

EJUL

N/A

GMOM

+7.29%

Max(CAGR)

EJUL

+3.02%

Winner

GMOM

+5.76%

EJUL vs GMOM - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	EJUL	GMOM
2026	+3.88%	+7.83%
2025	+20.56%	+20.18%
2024	+5.50%	+7.78%
2023	+3.23%	+1.26%
2022	-11.23%	-3.42%
2021	-2.72%	+18.52%
2020	+0.47%	+2.11%
2019	+3.10%	+7.70%
2018	N/A	-10.26%
2017	N/A	+19.78%
2016	N/A	+5.65%
2015	N/A	-8.95%
2014	N/A	+1.69%

EJUL vs GMOM Drawdown Comparison

The maximum drawdown for EJUL was -21.61%, occurring on Oct 24, 2022. Recovery took 995 trading sessions.

The maximum drawdown for GMOM was -25.02%, occurring on Mar 19, 2020. Recovery took 765 trading sessions.

The current EJUL drawdown is -0.36%. The current GMOM drawdown is -4.83%.

Rank	EJUL	GMOM
#1	-21.61% Jun 23, 2021 - Jun 10, 2025	-25.02% Jan 26, 2018 - Feb 10, 2021
#2	-20.36% Jan 17, 2020 - Dec 10, 2020	-19.17% Apr 20, 2022 - Aug 12, 2025
#3	-4.88% Jul 2, 2019 - Oct 28, 2019	-14.10% Mar 20, 2015 - Jun 19, 2017
#4	-3.81% Feb 25, 2026 - Apr 13, 2026	-9.57% Feb 25, 2026 - Mar 20, 2026
#5	-2.31% Oct 6, 2025 - Oct 20, 2025	-8.73% Jun 8, 2021 - Oct 15, 2021
#6	-2.15% Jun 12, 2025 - Jun 24, 2025	-8.34% Nov 8, 2021 - Jan 11, 2022
#7	-1.92% Oct 27, 2025 - Dec 11, 2025	-4.93% Mar 15, 2021 - Apr 15, 2021
#8	-1.63% Nov 7, 2019 - Dec 12, 2019	-4.64% Nov 12, 2025 - Dec 10, 2025
#9	-1.48% Jul 23, 2025 - Aug 12, 2025	-4.48% Mar 8, 2022 - Mar 23, 2022
#10	-1.05% Dec 11, 2025 - Dec 22, 2025	-4.24% Jan 29, 2026 - Feb 9, 2026
#11	-0.96% Jan 2, 2020 - Jan 13, 2020	-4.03% Jan 14, 2022 - Feb 9, 2022
#12	-0.81% Aug 22, 2025 - Sep 8, 2025	-3.76% May 7, 2021 - Jun 1, 2021
#13	-0.74% Aug 13, 2025 - Aug 22, 2025	-3.26% Feb 24, 2021 - Mar 10, 2021
#14	-0.74% Jan 28, 2026 - Feb 6, 2026	-3.26% Jan 26, 2015 - Mar 20, 2015
#15	-0.71% Oct 28, 2019 - Nov 1, 2019	-3.00% Oct 20, 2025 - Nov 11, 2025

Correlation

Correlation between EJUL and GMOM is 0.63 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.63

-101

Dividend Comparison (2014 - 2026)

EJUL vs GMOM dividend yield comparison.

Year	EJUL	GMOM
2026	0.00%	0.11%
2025	0.00%	3.01%
2024	0.00%	2.16%
2023	0.00%	3.63%
2022	0.00%	2.52%
2021	0.00%	3.42%
2020	0.00%	1.24%
2019	0.64%	2.60%
2018	0.00%	1.90%
2017	0.00%	2.05%
2016	0.00%	1.77%
2015	0.00%	1.88%
2014	0.00%	1.09%