VAMO vs UDN

Comparison between CAMBRIA VALUE AND MOMENTUM ETF (VAMO, ETF) and Invesco DB US Dollar Index Bearish Fund -1x Shares (UDN, ETF).

5-Year PerformanceVAMO has outperformed UDN, delivering a return of +11.0% compared to +0.1%

VAMO vs UDN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VAMO(ETF)	UDN(ETF)
Net Assets	$109M	$109M
Expense Ratio	0.65%	N/A
Max Drawdown	42.95%	44.56%
Sharpe Ratio	1.16	-0.40
5Y Beta	0.27	0.00
P/E Ratio	15.85	N/A
Forward P/E	12.61	N/A
5Y Dividends CAGR	5.92%	38.18%
5Y EPS CAGR	15.59%	N/A
Debt to Equity	8.14%	N/A
P/S Ratio	0.58	N/A
P/B Ratio	1.72	N/A

Net Assets

VAMO

$109M

Winner

UDN

$109M

Expense Ratio

VAMO

0.65%

UDN

N/A

Max Drawdown

Winner

VAMO

42.95%

UDN

44.56%

Sharpe Ratio

Winner

VAMO

1.16

UDN

-0.40

5Y Beta

VAMO

0.27

Winner

UDN

0.00

P/E Ratio

VAMO

15.85

UDN

N/A

Forward P/E

VAMO

12.61

UDN

N/A

5Y Dividends CAGR

VAMO

5.92%

Winner

UDN

38.18%

5Y EPS CAGR

VAMO

15.59%

UDN

N/A

Debt to Equity

VAMO

8.14%

UDN

N/A

P/S Ratio

VAMO

0.58

UDN

N/A

P/B Ratio

VAMO

1.72

UDN

N/A

VAMO vs UDN - Holdings Comparison

VAMO and UDN have 0 common holdings. Overlap is 0.00%

VAMO's top 25 holdings weight is 32.59%. UDN's top 25 holdings weight is 95.02%.

Rank	VAMO	UDN
#1	FIRST AMERICAN TREASURY OBLIGS X (FXFXX) - 7.16%	INVESCO SHRT-TRM INV GOV&AGCY INSTL (AGPXX) - 95.02%
#2	OTHER ASSETS AND LIABILITIES (n/a) - 3.27%	N/A
#3	TACTILE SYSTEMS TECHNOLOGY INC (TCMD) - 1.01%	N/A
#4	NUTEX HEALTH INC (NUTX) - 1.00%	N/A
#5	PBF ENERGY INC CLASS A (PBF) - 1.00%	N/A
#6	ZIFF DAVIS INC (ZD) - 0.99%	N/A
#7	ENOVA INTERNATIONAL INC (ENVA) - 0.98%	N/A
#8	UNITED AIRLINES HOLDINGS INC (UAL) - 0.98%	N/A
#9	PAR PACIFIC HOLDINGS INC (PARR) - 0.98%	N/A
#10	INTERFACE INC (TILE) - 0.97%	N/A
#11	OSHKOSH CORP (OSK) - 0.97%	N/A
#12	VALERO ENERGY CORP (VLO) - 0.96%	N/A
#13	SCHOLASTIC CORP (SCHL) - 0.96%	N/A
#14	CLIMB BIO INC (CLYM) - 0.96%	N/A
#15	SENECA FOODS CORP CLASS A (SENEA) - 0.95%	N/A
#16	OPENLANE INC (OPLN) - 0.95%	N/A
#17	NWPX INFRASTRUCTURE INC (NWPX) - 0.95%	N/A
#18	HF SINCLAIR CORP (DINO) - 0.95%	N/A
#19	TEREX CORP (TEX) - 0.95%	N/A
#20	HEALTHCARE SERVICES GROUP INC (HCSG) - 0.95%	N/A
#21	HAPPEN INC (HAPN) - 0.95%	N/A
#22	CALLAWAY GOLF CO (CALY) - 0.94%	N/A
#23	MGIC INVESTMENT CORP (MTG) - 0.94%	N/A
#24	BLUE BIRD CORP (BLBD) - 0.94%	N/A
#25	EXELIXIS INC (EXEL) - 0.93%	N/A
Total Holdings	103	1

VAMO vs UDN - Historical Returns

Returns include dividend reinvestment.

Period	VAMO	UDN
1 month	+0.69%	+2.69%
3 months	+4.77%	+0.72%
6 months	+3.51%	-0.27%
1 year	+14.80%	+1.22%
5 years(CAGR)	+10.99%	+0.11%
10 years(CAGR)	+5.84%	-0.28%
Max(CAGR)	+4.63%	-0.66%

VAMO

+0.69%

Winner

UDN

+2.69%

Winner

VAMO

+4.77%

UDN

+0.72%

Winner

VAMO

+3.51%

UDN

-0.27%

Winner

VAMO

+14.80%

UDN

+1.22%

5Y(CAGR)

Winner

VAMO

+10.99%

UDN

+0.11%

10Y(CAGR)

Winner

VAMO

+5.84%

UDN

-0.28%

Max(CAGR)

Winner

VAMO

+4.63%

UDN

-0.66%

VAMO vs UDN - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	VAMO	UDN
2026	+6.97%	+0.49%
2025	+16.15%	+13.17%
2024	+6.34%	-3.79%
2023	+8.05%	+5.97%
2022	+7.74%	-7.36%
2021	+32.63%	-7.03%
2020	-5.17%	+6.61%
2019	-5.98%	-0.26%
2018	-12.72%	-5.53%
2017	+3.90%	+10.51%
2016	+5.68%	-4.35%
2015	-7.28%	-9.04%
2014	N/A	-11.71%
2013	N/A	-0.44%
2012	N/A	+0.44%
2011	N/A	-0.52%
2010	N/A	-2.27%
2009	N/A	+6.00%
2008	N/A	-5.24%
2007	N/A	+11.41%

VAMO vs UDN Drawdown Comparison

The maximum drawdown for VAMO was -41.83%, occurring on Mar 18, 2020. Recovery took 857 trading sessions.

The maximum drawdown for UDN was -41.68%, occurring on Sep 27, 2022. This drawdown has not yet recovered.

The current VAMO drawdown is -1.89%. The current UDN drawdown is -27.00%.

Rank	VAMO	UDN
#1	-41.83% Jun 11, 2018 - Nov 3, 2021	-41.68% Mar 17, 2008 - Sep 27, 2022
#2	-17.24% Nov 7, 2022 - Dec 27, 2023	-3.75% Nov 26, 2007 - Jan 30, 2008
#3	-14.74% Jun 9, 2022 - Nov 7, 2022	-2.48% Jan 30, 2008 - Feb 26, 2008
#4	-13.08% Sep 24, 2015 - Oct 13, 2017	-1.77% Jul 24, 2007 - Sep 6, 2007
#5	-11.96% Nov 12, 2021 - Mar 2, 2022	-1.54% Apr 30, 2007 - Jun 29, 2007
#6	-11.61% Nov 25, 2024 - Aug 22, 2025	-1.31% Sep 28, 2007 - Oct 18, 2007
#7	-9.15% Apr 21, 2022 - Jun 3, 2022	-1.06% Nov 8, 2007 - Nov 21, 2007
#8	-8.77% Mar 28, 2024 - Jul 26, 2024	-0.80% Oct 19, 2007 - Oct 25, 2007
#9	-8.61% Mar 2, 2022 - Apr 21, 2022	-0.62% Mar 10, 2008 - Mar 12, 2008
#10	-8.06% Jan 23, 2018 - May 21, 2018	-0.60% Mar 1, 2007 - Mar 13, 2007
#11	-7.18% Jul 31, 2024 - Oct 16, 2024	-0.55% Mar 21, 2007 - Apr 2, 2007
#12	-5.55% Feb 11, 2026 - Jun 26, 2026	-0.50% Oct 31, 2007 - Nov 6, 2007
#13	-4.84% Oct 14, 2025 - Nov 28, 2025	-0.39% Apr 2, 2007 - Apr 5, 2007
#14	-3.69% Oct 16, 2024 - Nov 6, 2024	-0.39% Apr 25, 2007 - Apr 30, 2007
#15	-3.40% Dec 27, 2023 - Feb 12, 2024	-0.38% Apr 5, 2007 - Apr 10, 2007

Correlation

Correlation between VAMO and UDN is -0.22 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.22

-101

Dividend Comparison (2007 - 2026)

VAMO vs UDN dividend yield comparison.

Year	VAMO	UDN
2026	0.30%	0.00%
2025	1.41%	2.94%
2024	0.84%	5.33%
2023	1.35%	5.21%
2022	1.10%	0.69%
2021	1.07%	0.00%
2020	1.03%	0.00%
2019	1.15%	1.38%
2018	1.03%	1.26%
2017	0.35%	0.11%
2016	0.56%	0.00%
2015	0.20%	0.00%
2008	0.00%	0.57%
2007	0.00%	1.45%