DEHP vs. EYLD
DEHP (Dimensional Emerging Markets High Profitability ETF) and EYLD (Cambria Emerging Shareholder Yield ETF) are both exchange-traded funds - DEHP is a Emerging Markets Diversified fund actively managed by Dimensional, while EYLD is a Emerging Markets Equities fund actively managed by Cambria. Both are actively managed. Over the past 3 years, DEHP returned 23.77%/yr vs 24.14%/yr for EYLD. A 0.78 correlation means they provide meaningful diversification when combined. DEHP charges 0.41%/yr vs 0.65%/yr for EYLD.
Performance
DEHP vs. EYLD - Performance Comparison
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Returns By Period
In the year-to-date period, DEHP achieves a 29.64% return, which is significantly higher than EYLD's 20.89% return.
DEHP
- 1D
- -7.10%
- 1M
- 2.07%
- YTD
- 29.64%
- 6M
- 30.69%
- 1Y
- 55.70%
- 3Y*
- 23.77%
- 5Y*
- —
- 10Y*
- —
EYLD
- 1D
- -3.97%
- 1M
- 1.24%
- YTD
- 20.89%
- 6M
- 21.27%
- 1Y
- 37.65%
- 3Y*
- 24.14%
- 5Y*
- 9.26%
- 10Y*
- —
DEHP vs. EYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DEHP Dimensional Emerging Markets High Profitability ETF | 29.64% | 32.86% | 4.47% | 12.31% | -9.73% |
EYLD Cambria Emerging Shareholder Yield ETF | 20.89% | 29.39% | 4.72% | 18.77% | 1.72% |
Correlation
The correlation between DEHP and EYLD is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022 | 0.78 |
The correlation between DEHP and EYLD has been stable across timeframes, ranging from 0.78 to 0.78 - a consistent structural relationship.
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Return for Risk
DEHP vs. EYLD — Risk / Return Rank
DEHP
EYLD
DEHP vs. EYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) and Cambria Emerging Shareholder Yield ETF (EYLD). 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.
| DEHP | EYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.25 | 3.59 | +0.66 |
| Martin ratioReturn relative to average drawdown | 15.97 | 12.91 | +3.06 |
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Drawdowns
DEHP vs. EYLD - Drawdown Comparison
The maximum DEHP drawdown since its inception was -22.90%, smaller than the maximum EYLD drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for DEHP and EYLD.
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Drawdown Indicators
| DEHP | EYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.90% | -41.82% | +18.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.16% | -10.52% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -20.89% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.39% | — |
Current DrawdownCurrent decline from peak | -7.10% | -5.47% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -10.24% | +4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.92% | +0.58% |
Volatility
DEHP vs. EYLD - Volatility Comparison
Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 15.13% compared to Cambria Emerging Shareholder Yield ETF (EYLD) at 9.70%. This indicates that DEHP's price experiences larger fluctuations and is considered to be riskier than EYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEHP | EYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.13% | 9.70% | +5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 22.85% | 17.09% | +5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.71% | 19.57% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.61% | 18.62% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 21.78% | -2.17% |
DEHP vs. EYLD - Expense Ratio Comparison
DEHP has a 0.41% expense ratio, which is lower than EYLD's 0.65% expense ratio.
Dividends
DEHP vs. EYLD - Dividend Comparison
DEHP's dividend yield for the trailing twelve months is around 1.38%, less than EYLD's 5.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEHP Dimensional Emerging Markets High Profitability ETF | 1.38% | 1.73% | 2.44% | 2.84% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EYLD Cambria Emerging Shareholder Yield ETF | 5.03% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% |
Frequently Asked Questions
DEHP and EYLD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEHP has higher volatility (15.13%) compared to EYLD (9.70%). In terms of maximum drawdown, DEHP dropped -22.90% vs EYLD's -41.82%.
On 3-year performance, EYLD leads with 24.14% vs 23.77% for DEHP. On fees, DEHP is cheaper at 0.41% per year. On volatility, EYLD has been the lower-risk option at 9.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EYLD has performed better with a 24.14% return vs 23.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DEHP is cheaper with a 0.41% expense ratio, compared with 0.65% for EYLD.
EYLD has the higher dividend yield at 5.03%, compared with 1.38% for DEHP.
DEHP is categorized as Emerging Markets Diversified, while EYLD is Emerging Markets Equities. They also come from different issuers: Dimensional and Cambria. Their fees differ too: 0.41% for DEHP and 0.65% for EYLD.
DEHP currently has the higher Sharpe Ratio (2.27 vs 1.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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