See what your fund actually adds
Cambria Global EW ETF GEW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GEW | Replication |
|---|---|---|
| Annualized growth | 12.5% | 18.9% |
| Annualized volatility | 10.1% | 11.2% |
| Sharpe ratio | 1.22 | 1.60 |
| Maximum drawdown | 7.9% | 8.3% |
| Replication fit (R²) | 0.92 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model GEW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 33.8% |
| LRGF | Factor · Multi-Factor | 23.7% |
| DBEF | Intl · Dev Hedged | 22.4% |
| VUG | Style · Growth | 20.1% |