DEHP vs. EYLD

In the year-to-date period, DEHP achieves a 6.42% return, which is significantly lower than EYLD's 9.77% return.

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DEHP has a 0.41% expense ratio, which is lower than EYLD's 0.65% expense ratio.

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.

The current DEHP Sharpe Ratio is 0.25, which is higher than the EYLD Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of DEHP and EYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DEHP's dividend yield for the trailing twelve months is around 2.27%, less than EYLD's 4.11% yield.

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.

Dimensional Emerging Markets High Profitability ETF (DEHP) and Cambria Emerging Shareholder Yield ETF (EYLD) have volatilities of 4.92% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.