GMOM vs SPY
Comparison between CAMBRIA GLOBAL MOMENTUM ETF (GMOM, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed GMOM, delivering a return of +13.0% compared to +7.6%
GMOM vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
GMOM
$68M
Winner
SPY
$781B
Expense Ratio
GMOM
1.01%
Winner
SPY
0.09%
Max Drawdown
Winner
GMOM
28.28%
SPY
56.47%
Sharpe Ratio
Winner
GMOM
1.31
SPY
1.25
5Y Beta
Winner
GMOM
0.64
SPY
1.00
P/E Ratio
GMOM
N/A
SPY
28.78
Forward P/E
GMOM
N/A
SPY
21.23
5Y Dividends CAGR
Winner
GMOM
18.65%
SPY
6.00%
5Y EPS CAGR
GMOM
N/A
SPY
25.62%
Debt to Equity
GMOM
N/A
SPY
31.92%
P/S Ratio
GMOM
N/A
SPY
3.76
P/B Ratio
GMOM
N/A
SPY
5.64
GMOM vs SPY - Holdings Comparison
GMOM and SPY have 0 common holdings. Overlap is 0.00%
GMOM's top 25 holdings weight is 100.02%. SPY's top 25 holdings weight is 51.74%.
| Rank | GMOM | SPY |
|---|---|---|
| #1 | CAMBRIA GLOBAL VALUE ETF (GVAL) - 12.60% | NVIDIA CORP (NVDA) - 7.89% |
| #2 | CAMBRIA FOREIGN SHAREHOLDER YIELD ETF (FYLD) - 12.26% | APPLE INC (AAPL) - 7.37% |
| #3 | CAMBRIA EMERGING SHAREHOLDER YIELD ETF (EYLD) - 11.69% | MICROSOFT CORP (MSFT) - 4.50% |
| #4 | CAMBRIA MICRO AND SMCP SHLD YLD ETF (MYLD) - 10.93% | AMAZON.COM INC (AMZN) - 3.82% |
| #5 | ISHARES GLOBAL INDUSTRIALS ETF (EXI) - 6.08% | ALPHABET INC CLASS A (GOOGL) - 3.33% |
| #6 | ISHARES GLOBAL ENERGY ETF (IXC) - 5.92% | BROADCOM INC (AVGO) - 2.86% |
| #7 | INVESCO DB BASE METALS (DBB) - 5.91% | ALPHABET INC CLASS C (GOOG) - 2.68% |
| #8 | VANGUARD FTSE ALL-WLD EX-US SMCP ETF (VSS) - 5.90% | META PLATFORMS INC CLASS A (META) - 2.29% |
| #9 | GRIZZLE GROWTH ETF (DARP) - 5.86% | TESLA INC (TSLA) - 1.70% |
| #10 | CAMBRIA CHESAPEAKE PURE TREND ETF (MFUT) - 5.75% | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | ISHARES GLOBAL TECH ETF (IXN) - 5.66% | JPMORGAN CHASE & CO (JPM) - 1.42% |
| #12 | INVESCO DB ENERGY (DBE) - 5.65% | ELI LILLY AND CO (LLY) - 1.40% |
| #13 | FLEXSHARES MSTAR GLBL UPSTRM NAT RES ETF (GUNR) - 5.54% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #14 | FIRST AMERICAN TREASURY OBLIGS X (FXFXX) - 0.27% | ADVANCED MICRO DEVICES INC (AMD) - 1.32% |
| #15 | N/A | EXXONMOBIL HOLDINGS CORP (XOM) - 0.92% |
| #16 | N/A | JOHNSON & JOHNSON (JNJ) - 0.91% |
| #17 | N/A | VISA INC CLASS A (V) - 0.90% |
| #18 | N/A | WALMART INC (WMT) - 0.76% |
| #19 | N/A | INTEL CORP (INTC) - 0.75% |
| #20 | N/A | APPLIED MATERIALS INC (AMAT) - 0.70% |
| #21 | N/A | CISCO SYSTEMS INC (CSCO) - 0.68% |
| #22 | N/A | MASTERCARD INC CLASS A (MA) - 0.66% |
| #23 | N/A | ABBVIE INC (ABBV) - 0.66% |
| #24 | N/A | CATERPILLAR INC (CAT) - 0.65% |
| #25 | N/A | LAM RESEARCH CORP (LRCX) - 0.64% |
| Total Holdings | 14 | 505 |
GMOM vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
GMOM
+0.66%
SPY
+0.52%
3M
GMOM
-0.20%
Winner
SPY
+6.55%
6M
GMOM
+3.02%
Winner
SPY
+9.76%
1Y
Winner
GMOM
+23.61%
SPY
+20.32%
5Y(CAGR)
GMOM
+7.62%
Winner
SPY
+13.01%
10Y(CAGR)
GMOM
+7.05%
Winner
SPY
+15.06%
Max(CAGR)
GMOM
+5.80%
Winner
SPY
+8.50%
GMOM vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | GMOM | SPY |
|---|---|---|
| 2026 | +9.12% | +10.11% |
| 2025 | +20.18% | +18.00% |
| 2024 | +7.78% | +25.59% |
| 2023 | +1.26% | +26.72% |
| 2022 | -3.42% | -18.64% |
| 2021 | +18.52% | +30.52% |
| 2020 | +2.11% | +17.28% |
| 2019 | +7.70% | +31.09% |
| 2018 | -10.26% | -5.24% |
| 2017 | +19.78% | +20.78% |
| 2016 | +5.65% | +13.59% |
| 2015 | -8.95% | +1.31% |
| 2014 | +1.69% | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
GMOM vs SPY Drawdown Comparison
The maximum drawdown for GMOM was -25.02%, occurring on Mar 19, 2020. Recovery took 765 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current GMOM drawdown is -3.69%. The current SPY drawdown is -1.24%.
| Rank | GMOM | SPY |
|---|---|---|
| #1 | -25.02% Jan 26, 2018 - Feb 10, 2021 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -19.17% Apr 20, 2022 - Aug 12, 2025 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -14.10% Mar 20, 2015 - Jun 19, 2017 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -9.57% Feb 25, 2026 - Mar 20, 2026 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -8.73% Jun 8, 2021 - Oct 15, 2021 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -8.34% Nov 8, 2021 - Jan 11, 2022 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -4.93% Mar 15, 2021 - Apr 15, 2021 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -4.64% Nov 12, 2025 - Dec 10, 2025 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -4.48% Mar 8, 2022 - Mar 23, 2022 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -4.24% Jan 29, 2026 - Feb 9, 2026 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -4.03% Jan 14, 2022 - Feb 9, 2022 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -3.76% May 7, 2021 - Jun 1, 2021 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -3.26% Feb 24, 2021 - Mar 10, 2021 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -3.26% Jan 26, 2015 - Mar 20, 2015 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -3.00% Oct 20, 2025 - Nov 11, 2025 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between GMOM and SPY is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (1999 - 2026)
GMOM vs SPY dividend yield comparison.
| Year | GMOM | SPY |
|---|---|---|
| 2026 | 0.53% | 0.49% |
| 2025 | 3.01% | 1.07% |
| 2024 | 2.16% | 1.21% |
| 2023 | 3.63% | 1.40% |
| 2022 | 2.52% | 1.65% |
| 2021 | 3.42% | 1.20% |
| 2020 | 1.24% | 1.52% |
| 2019 | 2.60% | 1.75% |
| 2018 | 1.90% | 2.04% |
| 2017 | 2.05% | 1.80% |
| 2016 | 1.77% | 2.03% |
| 2015 | 1.88% | 2.06% |
| 2014 | 1.09% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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