DEHP vs. EYLD

Last updated Aug 2, 2026

DEHP (Dimensional Emerging Markets High Profitability ETF) and EYLD (Cambria Emerging Shareholder Yield ETF) are both Emerging Markets Equities funds. Both are actively managed. Over the past 3 years, DEHP returned 19.29%/yr vs 21.05%/yr for EYLD. Their 0.77 correlation means they have sometimes moved together and sometimes differently. DEHP charges 0.41%/yr vs 0.65%/yr for EYLD.

Performance

DEHP vs. EYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Emerging Markets High Profitability ETF (DEHP) and Cambria Emerging Shareholder Yield ETF (EYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEHP achieves a 21.21% return, which is significantly higher than EYLD's 19.91% return.

DEHP

• 1D: 0.62%
• 1M: -5.17%
• 6M: 11.94%
• YTD: 21.21%
• 1Y: 40.81%
• 3Y*: 19.29%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.35%

EYLD

• 1D: -0.98%
• 1M: -0.50%
• 6M: 9.72%
• YTD: 19.91%
• 1Y: 33.83%
• 3Y*: 21.05%
• 5Y*: 9.40%
• 10Y*: 11.22%
• ALL TIME*: 11.39%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DEHP Dimensional Emerging Markets High Profitability ETF	$1.33M	$1.77M	$1.71M
EYLD Cambria Emerging Shareholder Yield ETF	$3.51M	$3.95M	$5.12M

DEHP vs. EYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DEHP Dimensional Emerging Markets High Profitability ETF	21.21%	32.86%	4.47%	12.31%	-9.73%
EYLD Cambria Emerging Shareholder Yield ETF	19.91%	29.39%	4.72%	18.77%	1.72%

Correlation

The correlation between DEHP and EYLD is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.76
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022	0.77

The correlation between DEHP and EYLD has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

DEHP vs. EYLD - Sectors Allocation Comparison

Sectors	DEHP	EYLD
Technology	50.8%	19.5%
Communication Services	10.3%	5.3%
Industrials	9.6%	15.1%
Consumer Cyclical	7.2%	8.2%
Basic Materials	6.1%	2.8%
Financial Services	5.5%	27.0%
Consumer Defensive	3.6%	3.2%
Energy	3.6%	9.3%
Healthcare	2.4%	2.8%
Utilities	0.5%	5.0%
Real Estate	0.3%	1.8%

Return for Risk

DEHP vs. EYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DEHP

DEHP Risk / Return Rank: 65
DEHP Sharpe Ratio Rank: 65
DEHP Sortino Ratio Rank: 60
DEHP Omega Ratio Rank: 67
DEHP Calmar Ratio Rank: 67
DEHP Martin Ratio Rank: 68

EYLD

EYLD Risk / Return Rank: 75
EYLD Sharpe Ratio Rank: 73
EYLD Sortino Ratio Rank: 69
EYLD Omega Ratio Rank: 73
EYLD Calmar Ratio Rank: 84
EYLD Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 ratio: Return per unit of total volatility	1.50	1.65	-0.15
Sortino ratio: Return per unit of downside risk	2.03	2.26	-0.23
Omega ratio: Gain probability vs. loss probability	1.28	1.30	-0.02
Calmar ratio: Return relative to maximum drawdown	2.33	3.18	-0.84
Martin ratio: Return relative to average drawdown	8.29	9.68	-1.38

DEHP vs. EYLD - Sharpe Ratio Comparison

The current DEHP Sharpe Ratio is 1.50, which is comparable to the EYLD Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DEHP and EYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	DEHP	EYLD	Difference
Max Drawdown Largest peak-to-trough decline	-22.90%	-41.82%	+18.92%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	-10.52%	-6.73%
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	-20.89%	+1.75%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.27%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.82%	—
Current Drawdown Current decline from peak	-13.14%	-6.24%	-6.90%
Average Drawdown Average peak-to-trough decline	-5.83%	-10.20%	+4.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.84%	3.45%	+1.39%

Volatility

DEHP vs. EYLD - Volatility Comparison

Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 10.35% compared to Cambria Emerging Shareholder Yield ETF (EYLD) at 6.88%. 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.

Volatility by Period

	DEHP	EYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.35%	6.88%	+3.47%
Volatility (6M) Calculated over the trailing 6-month period	24.84%	18.10%	+6.74%
Volatility (1Y) Calculated over the trailing 1-year period	26.76%	20.31%	+6.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.06%	18.57%	+1.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.06%	19.08%	+0.98%

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 1.44%, less than EYLD's 5.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEHP Dimensional Emerging Markets High Profitability ETF	1.44%	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	5.08%	5.40%	5.16%	5.54%	6.97%	7.27%	3.02%	4.21%	7.87%	2.77%	0.75%

Frequently Asked Questions

Can I hold both DEHP and EYLD in my portfolio?

DEHP and EYLD have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEHP or EYLD?

DEHP has higher volatility (10.35%) compared to EYLD (6.88%). In terms of maximum drawdown, DEHP dropped -22.90% vs EYLD's -41.82%.

Which ETF is better, DEHP or EYLD?

On 3-year performance, EYLD leads with 21.05% vs 19.29% for DEHP. On fees, DEHP is cheaper at 0.41% per year. On volatility, EYLD has been the lower-risk option at 6.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEHP or EYLD?

Over the 3-year period, EYLD has performed better with a 21.05% return vs 19.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEHP or EYLD?

DEHP is cheaper with a 0.41% expense ratio, compared with 0.65% for EYLD.

Which ETF pays a higher dividend yield, DEHP or EYLD?

EYLD has the higher dividend yield at 5.08%, compared with 1.44% for DEHP.

What is the main difference between DEHP and EYLD?

They also come from different issuers: Dimensional and Cambria. Their fees differ too: 0.41% for DEHP and 0.65% for EYLD.

Which has better risk-adjusted returns?

EYLD currently has the higher Sharpe Ratio (1.65 vs 1.50), 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.