ECON vs. EYLD

Last updated Jun 25, 2026

ECON (Columbia Emerging Markets Consumer ETF) and EYLD (Cambria Emerging Shareholder Yield ETF) are both Emerging Markets Equities funds. ECON is passively managed, while EYLD is actively managed. Over the past 5 years, ECON returned 6.29%/yr vs 9.48%/yr for EYLD. A 0.62 correlation means they provide meaningful diversification when combined. ECON charges 0.49%/yr vs 0.65%/yr for EYLD.

Performance

ECON vs. EYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Emerging Markets Consumer ETF (ECON) 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, ECON achieves a 30.94% return, which is significantly higher than EYLD's 20.32% return.

ECON

• 1D: -0.67%
• 1M: 4.41%
• YTD: 30.94%
• 6M: 31.40%
• 1Y: 53.17%
• 3Y*: 22.11%
• 5Y*: 6.29%
• 10Y*: 6.31%

EYLD

• 1D: -0.47%
• 1M: 0.76%
• YTD: 20.32%
• 6M: 20.45%
• 1Y: 34.07%
• 3Y*: 23.95%
• 5Y*: 9.48%
• 10Y*: —

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

ECON vs. EYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ECON Columbia Emerging Markets Consumer ETF	30.94%	34.15%	0.22%	7.51%	-16.00%	-14.11%	20.83%	17.22%	-26.87%	27.46%
EYLD Cambria Emerging Shareholder Yield ETF	20.32%	29.39%	4.72%	18.77%	-16.10%	11.44%	10.13%	22.00%	-13.74%	34.90%

Correlation

The correlation between ECON and EYLD is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016	0.62

The correlation between ECON and EYLD shifts across timeframes, from 0.62 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.

ECON vs. EYLD - Sectors Allocation Comparison

Sectors	ECON	EYLD
Technology	44.0%	21.5%
Financial Services	20.5%	21.6%
Industrials	6.7%	16.7%
Consumer Cyclical	6.1%	6.0%
Basic Materials	5.5%	1.2%
Communication Services	5.3%	2.6%
Energy	3.5%	6.6%
Consumer Defensive	2.9%	3.1%
Healthcare	2.6%	1.9%
Utilities	1.8%	4.5%
Real Estate	1.1%	2.0%

Return for Risk

ECON vs. EYLD — Risk / Return Rank

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

ECON

ECON Risk / Return Rank: 80
ECON Sharpe Ratio Rank: 81
ECON Sortino Ratio Rank: 75
ECON Omega Ratio Rank: 83
ECON Calmar Ratio Rank: 82
ECON Martin Ratio Rank: 80

EYLD

EYLD Risk / Return Rank: 63
EYLD Sharpe Ratio Rank: 59
EYLD Sortino Ratio Rank: 54
EYLD Omega Ratio Rank: 61
EYLD Calmar Ratio Rank: 72
EYLD Martin Ratio Rank: 70

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.

ECON vs. EYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) 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.

	ECON	EYLD	Difference
Sharpe ratio: Return per unit of total volatility	2.28	1.76	+0.53
Sortino ratio: Return per unit of downside risk	2.94	2.34	+0.59
Omega ratio: Gain probability vs. loss probability	1.43	1.33	+0.10
Calmar ratio: Return relative to maximum drawdown	3.88	3.25	+0.63
Martin ratio: Return relative to average drawdown	13.83	11.59	+2.24

ECON vs. EYLD - Sharpe Ratio Comparison

The current ECON Sharpe Ratio is 2.28, which is comparable to the EYLD Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ECON 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

ECON vs. EYLD - Drawdown Comparison

The maximum ECON drawdown since its inception was -45.37%, which is greater than EYLD's maximum drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for ECON and EYLD.

Drawdown Indicators

	ECON	EYLD	Difference
Max Drawdown Largest peak-to-trough decline	-45.37%	-41.82%	-3.55%
Max Drawdown (1Y) Largest decline over 1 year	-13.76%	-10.52%	-3.24%
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	-20.89%	+4.52%
Max Drawdown (5Y) Largest decline over 5 years	-38.08%	-29.39%	-8.69%
Max Drawdown (10Y) Largest decline over 10 years	-45.37%	—	—
Current Drawdown Current decline from peak	-5.76%	-5.92%	+0.16%
Average Drawdown Average peak-to-trough decline	-16.60%	-10.24%	-6.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.86%	2.95%	+0.91%

Volatility

ECON vs. EYLD - Volatility Comparison

Columbia Emerging Markets Consumer ETF (ECON) has a higher volatility of 13.50% compared to Cambria Emerging Shareholder Yield ETF (EYLD) at 9.70%. This indicates that ECON'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

	ECON	EYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.50%	9.70%	+3.80%
Volatility (6M) Calculated over the trailing 6-month period	21.32%	17.10%	+4.22%
Volatility (1Y) Calculated over the trailing 1-year period	23.50%	19.56%	+3.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.95%	18.60%	+2.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.22%	21.78%	-0.56%

ECON vs. EYLD - Expense Ratio Comparison

ECON has a 0.49% expense ratio, which is lower than EYLD's 0.65% expense ratio.

Dividends

ECON vs. EYLD - Dividend Comparison

ECON's dividend yield for the trailing twelve months is around 1.35%, less than EYLD's 5.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ECON Columbia Emerging Markets Consumer ETF	1.35%	1.77%	0.76%	1.57%	2.06%	1.08%	0.63%	1.68%	0.98%	0.35%	0.74%	1.10%
EYLD Cambria Emerging Shareholder Yield ETF	5.06%	5.40%	5.16%	5.54%	6.97%	7.27%	3.02%	4.21%	7.87%	2.77%	0.75%	0.00%

Frequently Asked Questions

Can I hold both ECON and EYLD in my portfolio?

ECON and EYLD have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ECON or EYLD?

ECON has higher volatility (13.50%) compared to EYLD (9.70%). In terms of maximum drawdown, ECON dropped -45.37% vs EYLD's -41.82%.

Which ETF is better, ECON or EYLD?

On 5-year performance, EYLD leads with 9.48% vs 6.29% for ECON. On fees, ECON is cheaper at 0.49% 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.

Which ETF has performed better, ECON or EYLD?

Over the 5-year period, EYLD has performed better with a 9.48% return vs 6.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ECON or EYLD?

ECON is cheaper with a 0.49% expense ratio, compared with 0.65% for EYLD.

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

EYLD has the higher dividend yield at 5.06%, compared with 1.35% for ECON.

What is the main difference between ECON and EYLD?

They also come from different issuers: Ameriprise Financial and Cambria. Their fees differ too: 0.49% for ECON and 0.65% for EYLD.

Which has better risk-adjusted returns?

ECON currently has the higher Sharpe Ratio (2.28 vs 1.76), 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.