CDIG vs. FYLD
CDIG (City Different Investments Global Equity ETF) and FYLD (Cambria Foreign Shareholder Yield ETF) are both Global Equities funds. Both are actively managed. At a 0.49 correlation, their price movements are largely independent. CDIG charges 0.75%/yr vs 0.59%/yr for FYLD.
Performance
CDIG vs. FYLD - Performance Comparison
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Returns By Period
In the year-to-date period, CDIG achieves a 3.26% return, which is significantly lower than FYLD's 17.53% return.
CDIG
- 1D
- -0.64%
- 1M
- 0.51%
- YTD
- 3.26%
- 6M
- 2.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYLD
- 1D
- 0.96%
- 1M
- -0.98%
- YTD
- 17.53%
- 6M
- 18.29%
- 1Y
- 37.03%
- 3Y*
- 22.26%
- 5Y*
- 11.82%
- 10Y*
- 12.02%
CDIG vs. FYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CDIG City Different Investments Global Equity ETF | 3.26% | -0.39% |
FYLD Cambria Foreign Shareholder Yield ETF | 17.53% | 4.41% |
Correlation
The correlation between CDIG and FYLD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 17, 2025 | 0.49 |
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Return for Risk
CDIG vs. FYLD — Risk / Return Rank
CDIG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FYLD
CDIG vs. FYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for City Different Investments Global Equity ETF (CDIG) and Cambria Foreign Shareholder Yield ETF (FYLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CDIG | FYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.55 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.84 | — |
| Martin ratioReturn relative to average drawdown | — | 23.75 | — |
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Drawdowns
CDIG vs. FYLD - Drawdown Comparison
The maximum CDIG drawdown since its inception was -11.35%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for CDIG and FYLD.
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Drawdown Indicators
| CDIG | FYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.35% | -44.55% | +33.20% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.44% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.55% | — |
Current DrawdownCurrent decline from peak | -4.87% | -2.36% | -2.51% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -8.80% | +5.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.56% | — |
Volatility
CDIG vs. FYLD - Volatility Comparison
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Volatility by Period
| CDIG | FYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.33% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 11.98% | +10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.91% | 16.25% | +6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.91% | 17.99% | +4.92% |
CDIG vs. FYLD - Expense Ratio Comparison
CDIG has a 0.75% expense ratio, which is higher than FYLD's 0.59% expense ratio.
Dividends
CDIG vs. FYLD - Dividend Comparison
CDIG has not paid dividends to shareholders, while FYLD's dividend yield for the trailing twelve months is around 3.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDIG City Different Investments Global Equity ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FYLD Cambria Foreign Shareholder Yield ETF | 3.43% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
Frequently Asked Questions
CDIG and FYLD have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FYLD is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FYLD is cheaper with a 0.59% expense ratio, compared with 0.75% for CDIG.
FYLD has the higher dividend yield at 3.43%, compared with 0.00% for CDIG.
They also come from different issuers: City Different Investments and Cambria. Their fees differ too: 0.75% for CDIG and 0.59% for FYLD.
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