CMBO vs. YFYA

Last updated Jun 25, 2026

CMBO (Wayfinder Dynamic U.S. Interest Rate ETF) and YFYA (Yields for You Income Strategy A ETF) are both Ultrashort Bond funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. CMBO charges 0.15%/yr vs 1.16%/yr for YFYA.

Performance

CMBO vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wayfinder Dynamic U.S. Interest Rate ETF (CMBO) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMBO achieves a 1.82% return, which is significantly higher than YFYA's 1.62% return.

CMBO

• 1D: 0.01%
• 1M: 0.32%
• YTD: 1.82%
• 6M: 1.91%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

YFYA

• 1D: -0.05%
• 1M: 0.25%
• YTD: 1.62%
• 6M: 1.58%
• 1Y: 4.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CMBO vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
CMBO Wayfinder Dynamic U.S. Interest Rate ETF	1.82%	0.55%
YFYA Yields for You Income Strategy A ETF	1.62%	0.60%

Correlation

The correlation between CMBO and YFYA is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.10

Return for Risk

CMBO vs. YFYA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMBO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

YFYA

YFYA Risk / Return Rank: 49
YFYA Sharpe Ratio Rank: 34
YFYA Sortino Ratio Rank: 33
YFYA Omega Ratio Rank: 51
YFYA Calmar Ratio Rank: 59
YFYA Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMBO vs. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wayfinder Dynamic U.S. Interest Rate ETF (CMBO) and Yields for You Income Strategy A ETF (YFYA). 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.

	CMBO	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	—	1.12	—
Sortino ratio: Return per unit of downside risk	—	1.62	—
Omega ratio: Gain probability vs. loss probability	—	1.28	—
Calmar ratio: Return relative to maximum drawdown	—	2.52	—
Martin ratio: Return relative to average drawdown	—	10.43	—

Drawdowns

CMBO vs. YFYA - Drawdown Comparison

The maximum CMBO drawdown since its inception was -0.22%, smaller than the maximum YFYA drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for CMBO and YFYA.

Drawdown Indicators

	CMBO	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-0.22%	-2.29%	+2.07%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.61%	—
Current Drawdown Current decline from peak	0.00%	-0.71%	+0.71%
Average Drawdown Average peak-to-trough decline	-0.01%	-0.35%	+0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.39%	—

Volatility

Volatility by Period

	CMBO	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.37%	3.66%	-3.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.37%	3.58%	-3.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.37%	3.58%	-3.21%

CMBO vs. YFYA - Expense Ratio Comparison

CMBO has a 0.15% expense ratio, which is lower than YFYA's 1.16% expense ratio.

Dividends

CMBO vs. YFYA - Dividend Comparison

CMBO has not paid dividends to shareholders, while YFYA's dividend yield for the trailing twelve months is around 5.17%.

Position	TTM	2025
CMBO Wayfinder Dynamic U.S. Interest Rate ETF	0.00%	0.00%
YFYA Yields for You Income Strategy A ETF	5.17%	3.67%

Frequently Asked Questions

Can I hold both CMBO and YFYA in my portfolio?

CMBO and YFYA have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CMBO or YFYA?

On fees, CMBO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CMBO or YFYA?

CMBO is cheaper with a 0.15% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, CMBO or YFYA?

YFYA has the higher dividend yield at 5.17%, compared with 0.00% for CMBO.

What is the main difference between CMBO and YFYA?

They also come from different issuers: Wayfinder and Teucrium. Their fees differ too: 0.15% for CMBO and 1.16% for YFYA.