GMOM vs EJUL

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

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

GMOM vs EJUL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

GMOM

$140M

EJUL

$140M

Expense Ratio

GMOM

1.01%

Winner

EJUL

0.89%

Max Drawdown

GMOM

28.28%

Winner

EJUL

21.61%

Sharpe Ratio

GMOM

1.44

Winner

EJUL

1.74

5Y Beta

GMOM

0.64

Winner

EJUL

0.37

5Y Dividends CAGR

GMOM

26.67%

EJUL

N/A

GMOM vs EJUL - Historical Returns

Returns include dividend reinvestment.

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

GMOM

-2.58%

Winner

EJUL

+0.28%

GMOM

-0.37%

Winner

EJUL

+3.49%

Winner

GMOM

+10.46%

EJUL

+5.69%

Winner

GMOM

+25.77%

EJUL

+16.94%

5Y(CAGR)

Winner

GMOM

+6.40%

EJUL

+2.98%

10Y(CAGR)

GMOM

+7.29%

EJUL

N/A

Max(CAGR)

Winner

GMOM

+5.76%

EJUL

+3.02%

GMOM vs EJUL - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

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

GMOM vs EJUL Drawdown Comparison

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

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

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

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

Correlation

Correlation between GMOM and EJUL 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)

GMOM vs EJUL dividend yield comparison.

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